A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference (Q2138633)
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scientific article; zbMATH DE number 7525962
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| English | A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference |
scientific article; zbMATH DE number 7525962 |
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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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0.87491953
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0.87333375
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0.8718021
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0.8608332
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0.8597672
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0.84986335
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0.8485334
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