Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Montserrat Guillen, Lluís Bermúdez, Albert Pitarque
| Year of publication: |
2021
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|---|---|
| Authors: | Guillén, Montserrat ; Bermúdez, Lluís ; Pitarque, Albert |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 1-8
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| Subject: | Motor insurance | Predictive models | Quantile regression | Telematics | Value at risk | Regressionsanalyse | Regression analysis | Risikomaß | Risk measure | Risikomodell | Risk model | Prognoseverfahren | Forecasting model | Versicherung | Insurance | Schätztheorie | Estimation theory | Kfz-Versicherung | Automobile insurance | Risiko | Risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012649203