A two-stage model for high-risk prediction in insurance ratemaking : asymptotics and inference
Year of publication: |
2022
|
---|---|
Authors: | Hou, Yanxi |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 104.2022, p. 283-301
|
Subject: | Composite quantile regression | Extreme value theory | Insurance claim | Two-stage inference | Value at risk | Theorie | Theory | Risikomodell | Risk model | Risikomaß | Risk measure | Induktive Statistik | Statistical inference | Regressionsanalyse | Regression analysis | Ausreißer | Outliers |
-
Nonparametric inference for extremal conditional quantiles
Kurisu, Daisuke, (2021)
-
Fixed-k inference for conditional extremal quantiles
Sasaki, Yuya, (2022)
-
Stupfler, Gilles, (2018)
- More ...
-
Interval estimation for a measure of tail dependence
Liu, Aiai, (2015)
-
Extreme Conditional Quantiles for Panel Data Model with Individual Effects
Hou, Yanxi, (2021)
-
Insurance Loss Modeling with Gradient Tree-Boosted Mixture Models
Hou, Yanxi, (2022)
- More ...