Bayesian quantile regression model for claim count data

DOI10.1016/j.insmatheco.2015.11.004zbMath1348.62235OpenAlexW2186918570MaRDI QIDQ903343

Noriszura Ismail, Mohd Fadzli Mohd Fuzi, Abdul Aziz Jemain

Publication date: 5 January 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.11.004

Mathematics Subject Classification ID

Related Items (3)

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Uses Software

• R
• quantreg
• CAViaR

Cites Work

• Unnamed Item
• Using quantile regression for rate-making
• Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
• A priori ratemaking using bivariate Poisson regression models
• Applying robust regression to insurance
• Regression-quantile graduation of Australian life tables, 1946-1992
• Bayesian multivariate Poisson models for insurance ratemaking
• Functional Form for the Zero-Inflated Generalized Poisson Regression Model
• Quantile regression for binary performance indicators
• Actuarial Modelling of Claim Counts
• Regression Quantiles
• Functional Form for the Generalized Poisson Regression Model
• Score test for testing zero-inflated Poisson regression against zero-inflated generalized Poisson alternatives
• Generalized Linear Models for Insurance Data
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension
• Quantiles for Counts
• Bayesian quantile regression

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