A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference (Q2138633)
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scientific article
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English | A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference |
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A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference (English)
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12 May 2022
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insurance claim
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value at risk
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extreme value theory
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composite quantile regression
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two-stage inference
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