Censored Regression Quantiles

2003 ◽  
Vol 98 (464) ◽  
pp. 1001-1012 ◽  
Author(s):  
Stephen Portnoy
Keyword(s):  
Censored Regression ◽  
Regression Quantiles

scholarly journals Censored regression quantiles with endogenous regressors

2007 ◽  
Vol 141 (1) ◽  
pp. 65-83 ◽  
Author(s):  
Richard Blundell ◽  
James L. Powell
Keyword(s):  
Censored Regression ◽  
Regression Quantiles ◽  
Endogenous Regressors

Simple resampling methods for censored regression quantiles

2000 ◽  
Vol 99 (2) ◽  
pp. 373-386 ◽  
Author(s):  
Yannis Bilias ◽  
Songnian Chen ◽  
Zhiliang Ying
Keyword(s):  
Censored Regression ◽  
Resampling Methods ◽  
Regression Quantiles

Censored regression quantiles

1986 ◽  
Vol 32 (1) ◽  
pp. 143-155 ◽  
Author(s):  
James L. Powell
Keyword(s):  
Censored Regression ◽  
Regression Quantiles

scholarly journals Regression Quantile Analysis of Claim Termination Rates for Income Protection Insurance

2006 ◽  
Vol 1 (2) ◽  
pp. 345-357 ◽  
Author(s):  
D. G. W. Pitt
Keyword(s):  
Censored Regression ◽  
Regression Quantiles ◽  
Regression Quantile

ABSTRACTThis paper investigates the use of censored regression quantiles in the analysis of claim termination rates for income protection (IP) insurance. The paper demonstrates the importance of modeling quantiles given the growing interest of regulators and others in stochastic approaches to valuation of insurance liabilities and risk margins.

Correction to Censored Regression Quantiles by S. Portnoy, 98 (2003), 1001–1012

2006 ◽  
Vol 101 (474) ◽  
pp. 860-861 ◽  
Author(s):  
Tereza Neocleous ◽  
Karlien Vanden Branden ◽  
Stephen Portnoy
Keyword(s):  
Censored Regression ◽  
Regression Quantiles

Asymptotics for censored regression quantiles

2010 ◽  
Vol 22 (1) ◽  
pp. 115-130 ◽  
Author(s):  
Stephen Portnoy ◽  
Guixian Lin
Keyword(s):  
Censored Regression ◽  
Regression Quantiles
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