Two-step risk analysis in insurance ratemaking

Risk analysis with categorical explanatory variables

(2020) Seul Ki Kang et al.   INSURANCE MATHEMATICS & ECONOMICS

A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES

(2019) Tsz Chai Fung et al.   Astin Bulletin

A class of mixture of experts models for general insurance: Theoretical developments

(2019) Tsz Chai Fung et al.   INSURANCE MATHEMATICS & ECONOMICS

Hybrid quantile regression estimation for time series models with conditional heteroscedasticity

(2018) Yao Zheng et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

An application of two-stage quantile regression to insurance ratemaking

(2018) Antonio Heras et al.   Scandinavian Actuarial Journal

Cluster-Robust Bootstrap Inference in Quantile Regression Models

(2017) Andreas Hagemann   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Bootstrapping the portmanteau tests in weak auto-regressive moving average models

(2015) Ke Zhu   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Statistical inference in the presence of heavy tails

(2012) Russell Davidson   Econometrics Journal

Wild bootstrap for quantile regression

(2011) X. Feng et al.   BIOMETRIKA

Using quantile regression for rate-making

(2009) Andrey A. Kudryavtsev   INSURANCE MATHEMATICS & ECONOMICS