Quantile credibility models
From MaRDI portal
Publication:2443227
DOI10.1016/j.insmatheco.2013.02.011zbMath1284.91265OpenAlexW2057392106MaRDI QIDQ2443227
Publication date: 4 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.02.011
Related Items
An application of two-stage quantile regression to insurance ratemaking ⋮ Risk measures in a quantile regression credibility framework with Fama/French data applications ⋮ Incorporating the Bühlmann credibility into mortality models to improve forecasting performances ⋮ A Bühlmann Credibility Approach to Modeling Mortality Rates ⋮ Quantiles in a multi-stage nested classification credibility model ⋮ Credible risk measures with applications in actuarial sciences and finance ⋮ Satisficing credibility for heterogeneous risks ⋮ Multi-stage nested classification credibility quantile regression model ⋮ Evolutionary credibility risk premium
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Using quantile regression for rate-making
- A new approach to the credibility formula
- Solvency supervision based on a total balance sheet approach
- Tolerance intervals for quantiles of bivariate risks and risk measurement
- Comonotonic approximations to quantiles of life annuity conditional expected present value
- Censored regression quantiles
- Linear empirical Bayes estimation of quantiles
- Bootstrap methods: another look at the jackknife
- Credibility evaluation for the exponential dispersion family
- Regression-quantile graduation of Australian life tables, 1946-1992
- Quantile probability and statistical data modeling
- A course in credibility theory and its applications
- An Empirical Quantile Function for Linear Models with | operatornameiid Errors
- Regression Quantiles
- Nonparametric Statistical Data Modeling
- Credibility using a loss function from Spline theory
- Parametric Empirical Bayes Inference: Theory and Applications
- Robust Statistics
- Loss Models
