Two-step risk analysis in insurance ratemaking

DOI10.1080/03461238.2020.1863856zbMath1471.91464OpenAlexW3113899672MaRDI QIDQ4959365

Andrew Golub, Seul Ki Kang, Liang Peng

Publication date: 13 September 2021

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2020.1863856

zbMATH Keywords

quantile regressionlogistic regressionvalue-at-riskrandom weighted bootstrapinsurance loss

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (4)

A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference ⋮ Three-step risk inference in insurance ratemaking ⋮ Diagnostic tests before modeling longitudinal actuarial data ⋮ Parametric expectile regression and its application for premium calculation

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• Generalized Linear Models for Insurance Data

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