Multi-stage nested classification credibility quantile regression model

DOI10.1016/J.INSMATHECO.2020.03.007MaRDI QIDQ784406zbMATH OpenOpenAlexFDO

Authors Georgios Pitselis

Publication date 3 August 2020

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2020.03.007

zbMATH Keywords

quantile regressionrisk measuresFama/French datahierarchical credibilitynested classification

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(4)

• Risk measures in a quantile regression credibility framework with Fama/French data applications
• scientific article; zbMATH DE number 7295322 (Why is no real title available?)
• Quantile mortality modelling of multiple populations via neural networks
• Quantiles in a multi-stage nested classification credibility model

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