A two-stage model for high-risk prediction in insurance ratemaking : asymptotics and inference
Yanxi Hou
| Year of publication: |
2022
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|---|---|
| Authors: | Hou, Yanxi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 104.2022, p. 283-301
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| Subject: | Composite quantile regression | Extreme value theory | Insurance claim | Two-stage inference | Value at risk | Risikomaß | Risk measure | Theorie | Theory | Regressionsanalyse | Regression analysis | Induktive Statistik | Statistical inference | Risikomodell | Risk model | Versicherung | Insurance | Prognoseverfahren | Forecasting model | Ausreißer | Outliers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013264958