An application of two-stage quantile regression to insurance ratemaking
Antonio Heras, Ignacio Moreno and José L. Vilar-Zanón
| Year of publication: |
August-December 2018
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|---|---|
| Authors: | Heras, Antonio ; Moreno, Ignacio ; Vilar Zanón, José Luis |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 9, p. 753-769
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| Subject: | Aggregate claims model | quantile regression | insurance rate making | insurance underwriting | premium risk loading | Regressionsanalyse | Regression analysis | Theorie | Theory | Versicherung | Insurance | Versicherungsbeitrag | Insurance premium | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2018.1452786 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011939741