scientific article; zbMATH DE number 5855514

MaRDI QIDQ3077412zbMATH OpenFDO

Authors R. A. Abduramanov

Publication date 22 February 2011

zbMATH Keywords

heterogeneous portfolios

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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Cited in

(5)

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• A quantile regression approach for the analysis of the diversification in non-life premium risk
• Solvency supervision based on a total balance sheet approach
• Using quantile regression for rate-making

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