Using quantile regression for rate-making
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Publication:659142
DOI10.1016/J.INSMATHECO.2009.07.010zbMATH Open1231.91204OpenAlexW2028576948MaRDI QIDQ659142FDOQ659142
Authors: Andrey A. Kudryavtsev 
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.07.010
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Cites Work
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- Direct use of regression quantiles to construct confidence sets in linear models
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- Applying robust regression to insurance
- Regression-quantile graduation of Australian life tables, 1946-1992
- Risk measures in a quantile regression credibility framework with Fama/French data applications
- Linear Curve Fitting Using Least Deviations
Cited In (25)
- Quantile regression for rating teams
- Quantiles in a multi-stage nested classification credibility model
- Parametric expectile regression and its application for premium calculation
- Dynamic quantile linear models: a Bayesian approach
- Quantile credibility models
- Diagnostic tests before modeling longitudinal actuarial data
- Risk measures in a quantile regression credibility framework with Fama/French data applications
- Solvency supervision based on a total balance sheet approach
- A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference
- Risk analysis with categorical explanatory variables
- An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking
- Fat-Tailed Regression Modeling with Spliced Distributions
- A POSTERIORI RATEMAKING WITH PANEL DATA
- A quantile regression approach for the analysis of the diversification in non-life premium risk
- Bayesian quantile regression model for claim count data
- Quantile regression for robust bank efficiency score estimation
- Robust minium bias iteration algorithms for classification ratemaking and loss reserving
- Construction of rating systems using global sensitivity analysis: a numerical investigation
- Multi-stage nested classification credibility quantile regression model
- Unraveling heterogeneity in cyber risks using quantile regressions
- An application of two-stage quantile regression to insurance ratemaking
- Two-step risk analysis in insurance ratemaking
- Bayesian nonparametric regression models for modeling and predicting healthcare claims
- A credit default swap application by using quantile regression technique
- An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression
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