Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses

From MaRDI portal
Publication:2138617

DOI10.1016/J.INSMATHECO.2022.01.005OpenAlexW4211206952MaRDI QIDQ2138617

Jin Meng, Kung-Sik Chan

Publication date: 12 May 2022

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.01.005





Uses Software



Cites Work




This page was built for publication: Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses