Using quantile regression for rate-making
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- Fuzi, Mohd Fadzli Mohd & Jemain, Abdul Aziz & Ismail, Noriszura, 2016. "Bayesian quantile regression model for claim count data," Insurance: Mathematics and Economics, Elsevier, vol. 66(C), pages 124-137.
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- Pitselis, Georgios, 2013. "Quantile credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 477-489.
- Pitselis, Georgios, 2020. "Multi-stage nested classification credibility quantile regression model," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 162-176.
- Gao, Suhao & Yu, Zhen, 2023. "Parametric expectile regression and its application for premium calculation," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 242-256.
- Li, Yinhuan & Fung, Tsz Chai & Peng, Liang & Qian, Linyi, 2023. "Diagnostic tests before modeling longitudinal actuarial data," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 310-325.
- Kang, Seul Ki & Peng, Liang & Xiao, Hongmin, 2020. "Risk analysis with categorical explanatory variables," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 238-243.
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Keywords
IB42 IM30 Regression models Generalized linear models Quantile regression Confidence band Rate-making Quantile approach to the net premium rate-making;JEL classification:
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