A Quantile Regression approach for the analysis of the diversification in non-life premium risk

Author:

Baione FabioORCID,Biancalana DavideORCID,De Angelis Paolo

Publisher

Springer Science and Business Media LLC

Subject

Geometry and Topology,Theoretical Computer Science,Software

Reference19 articles.

1. Baione F, Biancalana D (2019) An individual risk model for premium calculation based on quantile: a comparison between generalized linear models and quantile regression. N Am Actuar J. https://doi.org/10.1080/10920277.2019.1604238

2. Baione F, De Angelis P, Granito I (2018) On a capital allocation principle coherent with the Solvency 2 standard formula. https://arxiv.org/pdf/1801.09004.pdf . Accessed 16 Aug 2019

3. Biancalana D (2017) Un approccio quantile regression per la tariffazione danni, basato su un modello a due parti, Ph.D. thesis. https://iris.uniroma1.it/retrieve/handle/11573/1209293/944777/Tesi%20dottorato%20Biancalana.pdf . Accessed 16 Aug 2019

4. CEA (2008) Groupe Consultatif Solvency II Glossary European Commission. http://www.iac.org.cy/easyconsole.cfm/page/downloaddocument/filename/CEA%20and%20Group%20Consultative%20Solvency%20II%20Glossary.pdf/type/pdf/folder/filename . Accessed 16 Aug 2019

5. Davino C, Furno M, Vistocco D (2014) Quantile regression. Theory and applications. Wiley, Chichester

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