An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking
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DOI: 10.1080/03461238.2020.1820372
Abstract: This paper deals with the use of parametric quantile regression for the calculation of a loaded premium, based on a quantile measure, corresponding to individual insurance risk. Heras et al. have recently introduced a ratemaking… read more here.
Keywords: quantile regression; two stage; regression; stage quantile ... See more keywords