Conditional likelihood based inference on single-index models for motor insurance claim severity

DOI10.57645/20.8080.02.20zbMath1548.62258MaRDI QIDQ6643151

Catalina Bolancé, Montserrat Guillen, Ricardo Cao

Publication date: 26 November 2024

Published in: SORT. Statistics and Operations Research Transactions (Search for Journal in Brave)

zbMATH Keywords

kernel estimatormarginal effectscovariance matrix of estimatorright-skewed cost variabletelematics covariates

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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