Two-step risk analysis in insurance ratemaking
Seul Ki Kang, Liang Peng and Andrew Golub
| Year of publication: |
2021
|
|---|---|
| Authors: | Kang, Seul Ki ; Peng, Liang ; Golub, Andrew |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2021.2021, 6, p. 532-542
|
| Subject: | Insurance loss | logistic regression | quantile regression | random weighted bootstrap | value-at-risk | Regressionsanalyse | Regression analysis | Risikomaß | Risk measure | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Versicherung | Insurance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1863856 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012588357