TY  - JOUR
AU  - Heras Martínez, Antonio José
AU  - Moreno, Ignacio
AU  - Vilar Zanón, José Luis
PY  - 2018
DO  - 10.1080/03461238.2018.1452786
SN  - 0346-1238
UR  - https://hdl.handle.net/20.500.14352/19039
T2  - Scandinavian Actuarial Journal
AB  - Two-part models based on generalized linear models are widely used in insurance rate-making for predicting the expected loss. This paper explores an alternative method based on quantile regression which provides more information about the loss...
LA  - eng
M2  - 753
PB  - Taylor & Francis
KW  - Aggregate claims model
KW  - Quantile regression
KW  - Insurance rate making
KW  - Insurance underwriting
KW  - Premium risk loading
TI  - An application of two-stage quantile regression to insurance ratemaking
TY  - journal article
VL  - 2018
ER  -