Pages that link to "Item:Q4562046"
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The following pages link to An application of two-stage quantile regression to insurance ratemaking (Q4562046):
Displayed 14 items.
- Unraveling heterogeneity in cyber risks using quantile regressions (Q2138629) (← links)
- A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference (Q2138633) (← links)
- A quantile regression approach for the analysis of the diversification in non-life premium risk (Q2153633) (← links)
- Three-step risk inference in insurance ratemaking (Q2155833) (← links)
- Risk analysis with categorical explanatory variables (Q2306107) (← links)
- Two-step risk analysis in insurance ratemaking (Q4959365) (← links)
- An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking (Q4990508) (← links)
- STATISTICAL INFERENCE IN QUANTILE REGRESSION FOR ZERO-INFLATED OUTCOMES (Q5089452) (← links)
- THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING (Q5157773) (← links)
- Discrete generalized half-normal distribution and its applications in quantile regression (Q5158695) (← links)
- An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression (Q5206144) (← links)
- Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages (Q6149578) (← links)
- Diagnostic tests before modeling longitudinal actuarial data (Q6152700) (← links)
- Parametric expectile regression and its application for premium calculation (Q6171958) (← links)
