An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression-Reference-Cited by-同舟云学术

An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression

Published:2019-09-11 Issue:4 Volume:23 Page:573-590
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Baione Fabio¹,Biancalana Davide²

Affiliation:

1. Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza, Sapienza University of Rome, Rome, Italy

2. Department of Statistics, Sapienza University of Rome, Rome, Italy

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2019.1604238

Reference23 articles.

1. Biancalana, D. 2017. Un approccio quantile regression per la tariffazione danni, basato su un modello a due parti [A quantile regression approach for non-life pricing, based on a two-part model]. Ph.D. thesis. Sapienza University of Rome. Available at https://iris.uniroma1.it/retrieve/handle/11573/1209293/944777/Tesi\%20dottorato\%20Biancalana.pdf

2. Generalized Linear Models for Insurance Data

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