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Two-step risk analysis in insurance ratemaking - MaRDI portal

Two-step risk analysis in insurance ratemaking (Q4959365)

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scientific article; zbMATH DE number 7394545
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English
Two-step risk analysis in insurance ratemaking
scientific article; zbMATH DE number 7394545

    Statements

    title
    Two-step risk analysis in insurance ratemaking (English)
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    author
    Seul Ki Kang
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    Andrew Golub
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    Liang Peng
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    publication date
    13 September 2021
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    zbMATH Keywords
    insurance loss
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    logistic regression
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    quantile regression
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    random weighted bootstrap
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    value-at-risk
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    Identifiers

    zbMATH DE Number
    7394545
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    OpenAlex ID
    W3113899672
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