An application of two-stage quantile regression to insurance ratemaking
DOI10.1080/03461238.2018.1452786zbMath1418.91242OpenAlexW2794717945WikidataQ130054724 ScholiaQ130054724MaRDI QIDQ4562046
Ignacio Moreno, Antonio Heras, José L. Vilar-Zanón
Publication date: 14 December 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2018.1452786
quantile regressioninsurance rate makingaggregate claims modelinsurance underwritingpremium risk loading
Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Uses Software
Cites Work
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- Using quantile regression for rate-making
- Solvency supervision based on a total balance sheet approach
- Quantile credibility models
- Non-Life Insurance Pricing with Generalized Linear Models
- Regression Quantiles
- Regression Modeling with Actuarial and Financial Applications
- Generalized Linear Models for Insurance Data
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