A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference (Q2138633)

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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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