In this paper, we discuss the estimation of conditional quantiles of aggregate claim amounts
for non-life insurance embedding the problem in a quantile regression framework using the …

We consider quantile regressions for adequate cyber-insurance pricing across
heterogenous policyholders and calculation of claims cost associated with data breach …

The projection of outstanding liabilities caused by incurred losses or claims has played a
fundamental role in general insurance operations. Loss reserving methods based on …

Disasters have severe implications for life and property, often requiring large-scale collective
action to facilitate recovery. In the US, one key determinant of recovery is access to …

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 …

This paper investigates the effectiveness of the Actuaries Climate Index (ACI), a climate
index jointly launched by multiple actuarial societies in North America in 2016, on predicting …

This article deals with the use of quantile regression and generalized linear models for a
premium calculation based on quantiles. A premium principle is a functional that assigns a …

Recently, Heras et al.(2018. An application of two-stage quantile regression to insurance
ratemaking. Scandinavian Actuarial Journal 9, 753–769) propose a two-step inference to …

In short‐term nonlife (eg, car and homeowner) insurance, policies are renewed yearly.
Insurance companies typically keep track of each policyholder's claims per year, resulting in …

Two-part models are important to and used throughout insurance and actuarial science.
Since insurance is required for registering a car, obtaining a mortgage, and participating in …