An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking
Fabio Baione and Davide Biancalana
| Year of publication: |
2021
|
|---|---|
| Authors: | Baione, Fabio ; Biancalana, Davide |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2021.2021, 2, p. 156-170
|
| Subject: | premium principles | Quantile regression | quantile regression coefficients modeling | ratemaking | risk margin | Theorie | Theory | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1820372 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500257