The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 49, No. 3 (September/septembre 2021), pp. 698-730 (33 pages) We propose a flexible Bayesian semiparametric quantile ...
We evaluate the performance of different approaches for estimating quantiles of com- pound distributions, which are widely used for risk quantification in the banking and insurance industries. We ...
Quantiles and expectiles analyze the regression model not only at the mean but also in the tails. Financial losses, medical insurance, auction bids, insurance claims and toxicity limits are all areas ...
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