The goals of this paper are twofold: we describe common features in data sets from motor vehicle insurance companies and we investigate a general strategy which exploits the knowledge of such features. The results of the strategy are a basis to develop insurance tariffs. The strategy is applied...

Many robust statistical procedures have two drawbacks. Firstly, they are computer-intensive such that they can hardly be used for massive data sets. Secondly, robust confidence intervals for the estimated parameters or robust predictions according to the fitted models are often unknown. Here, we...

The regression depth method (RDM) proposed by Rousseeuw and Hubert [RH99] plays an important role in the area of robust regression for a continuous response variable. Christmann and Rousseeuw [CR01] showed that RDM is also useful for the case of binary regression. Vapnik?s convex risk...