Earthquake parametric insurance with Bayesian spatial quantile regression
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Cites work
- A generalized beta copula with applications in modeling multivariate long-tailed data
- An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
- Bayesian approaches for analyzing earthquake catastrophic risk
- Bayesian Nonparametric Spatial Modeling With Dirichlet Process Mixing
- Bayesian quantile regression
- Bayesian quantile regression model for claim count data
- Bayesian semiparametric modelling in quantile regression
- Bayesian spatial quantile regression
- Bayesian spatial quantile regression for areal count data, with application on substitute care placements in Texas
- EM Algorithm for Mixed Poisson and Other Discrete Distributions
- Estimating catastrophic quantile levels for heavy-tailed distributions
- Global loss diversification in the insurance sector
- Hierarchical insurance claims modeling
- Local Linear Quantile Regression
- Local linear spatial quantile regression
- Predictive compound risk models with dependence
- Quantile regression for spatially correlated data: an empirical likelihood approach
- Quantiles for Counts
- Regression Quantiles
- Semiparametric approach to a random effects quantile regression model
- Univariate and bivariate GPD methods for predicting extreme wind storm losses
Cited in
(6)- A biased-randomized algorithm for optimizing efficiency in parametric earthquake (re) insurance solutions
- scientific article; zbMATH DE number 6613707 (Why is no real title available?)
- scientific article; zbMATH DE number 2076202 (Why is no real title available?)
- An Econometric Model Based on the Maxmin Expected Utility Model: An Application to Earthquake Insurance
- Quantile mortality modelling of multiple populations via neural networks
- Mitigating ambiguity in earthquake catastrophe insurance pricing: a model averaging and -maxmin approach
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