An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking
DOI10.1080/03461238.2020.1820372zbMATH Open1467.91129OpenAlexW3088351992MaRDI QIDQ4990508FDOQ4990508
Authors: Fabio Baione, Davide Biancalana 
Publication date: 28 May 2021
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11573/1452287
Recommendations
- An application of two-stage quantile regression to insurance ratemaking
- An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression
- Two-step risk analysis in insurance ratemaking
- Using quantile regression for rate-making
- Parametric expectile regression and its application for premium calculation
Nonparametric regression and quantile regression (62G08) Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Regression Quantiles
- Censored Regression Quantiles
- Quantile regression.
- Parametric modeling of quantile regression coefficient functions
- Parametric modeling of quantile regression coefficient functions with censored and truncated data
- Generalized Linear Models for Insurance Data
- Regression modeling with actuarial and financial applications.
- Using quantile regression for rate-making
- Solvency supervision based on a total balance sheet approach
- Bayesian quantile regression model for claim count data
- An application of two-stage quantile regression to insurance ratemaking
- An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression
- A quantile regression approach for the analysis of the diversification in non-life premium risk
- Risk margin quantile function via parametric and non-parametric Bayesian approaches
Cited In (9)
- Parametric expectile regression and its application for premium calculation
- Risk margin quantile function via parametric and non-parametric Bayesian approaches
- A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference
- Transfer Learning with Large-Scale Quantile Regression
- Quantile regression for robust bank efficiency score estimation
- Construction of rating systems using global sensitivity analysis: a numerical investigation
- An application of two-stage quantile regression to insurance ratemaking
- Using quantile regression for rate-making
- A credit default swap application by using quantile regression technique
Uses Software
This page was built for publication: An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4990508)
