Risk analysis with categorical explanatory variables

DOI10.1016/j.insmatheco.2020.02.007zbMath1435.91155OpenAlexW3008785553MaRDI QIDQ2306107

Hongmin Xiao, Liang Peng, Seul Ki Kang

Publication date: 20 March 2020

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.02.007

zbMATH Keywords

logistic regressionvalue-at-riskempirical likelihoodaggregate lossinsurance ratemaking

Mathematics Subject Classification ID

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

Related Items (5)

A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference ⋮ Three-step risk inference in insurance ratemaking ⋮ Diagnostic tests before modeling longitudinal actuarial data ⋮ Parametric expectile regression and its application for premium calculation ⋮ Two-step risk analysis in insurance ratemaking

Cites Work

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• Using quantile regression for rate-making
• Empirical likelihood and general estimating equations
• An application of two-stage quantile regression to insurance ratemaking
• Generalized Linear Models for Insurance Data

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