Bozikas, Apostolos; Pitselis, Georgios Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach. (English) Zbl 1479.91307 Eur. Actuar. J. 11, No. 1, 231-267 (2021). MSC: 91G05 91D20 62P05 PDFBibTeX XMLCite \textit{A. Bozikas} and \textit{G. Pitselis}, Eur. Actuar. J. 11, No. 1, 231--267 (2021; Zbl 1479.91307) Full Text: DOI
Pitselis, Georgios Quantiles in a multi-stage nested classification credibility model. (English) Zbl 1455.91226 Eur. Actuar. J. 10, No. 2, 399-423 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{G. Pitselis}, Eur. Actuar. J. 10, No. 2, 399--423 (2020; Zbl 1455.91226) Full Text: DOI
Pitselis, Georgios Multi-stage nested classification credibility quantile regression model. (English) Zbl 1446.91071 Insur. Math. Econ. 92, 162-176 (2020). MSC: 91G05 62P05 62G08 PDFBibTeX XMLCite \textit{G. Pitselis}, Insur. Math. Econ. 92, 162--176 (2020; Zbl 1446.91071) Full Text: DOI
Pitselis, Georgios Risk measures in a quantile regression credibility framework with Fama/French data applications. (English) Zbl 1394.91228 Insur. Math. Econ. 74, 122-134 (2017). MSC: 91B30 62J05 62P05 91G70 PDFBibTeX XMLCite \textit{G. Pitselis}, Insur. Math. Econ. 74, 122--134 (2017; Zbl 1394.91228) Full Text: DOI