Quantiles in a multi-stage nested classification credibility model

DOI10.1007/s13385-020-00239-wzbMath1455.91226OpenAlexW3036294156MaRDI QIDQ2219621

Georgios Pitselis

Publication date: 20 January 2021

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-020-00239-w

zbMATH Keywords

credibilityhierarchical modelquantilenested classification

Mathematics Subject Classification ID

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

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