Pages that link to "Item:Q5206144"
From MaRDI portal
The following pages link to An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression (Q5206144):
Displaying 13 items.
- Using quantile regression for rate-making (Q659142) (← links)
- Bayesian quantile regression model for claim count data (Q903343) (← links)
- Joint generalized quantile and conditional tail expectation regression for insurance risk analysis (Q2038215) (← links)
- Unraveling heterogeneity in cyber risks using quantile regressions (Q2138629) (← links)
- A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference (Q2138633) (← links)
- A quantile regression approach for the analysis of the diversification in non-life premium risk (Q2153633) (← links)
- (Q3077412) (← links)
- An application of two-stage quantile regression to insurance ratemaking (Q4562046) (← links)
- RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES (Q4563748) (← links)
- An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking (Q4990508) (← links)
- Parametric expectile regression and its application for premium calculation (Q6171958) (← links)
- Construction of rating systems using global sensitivity analysis: a numerical investigation (Q6494321) (← links)
- A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data (Q6573814) (← links)
