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http://hdl.handle.net/2445/126954
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DC Field | Value | Language |
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dc.contributor.author | Bolancé Losilla, Catalina | - |
dc.contributor.author | Cao, Ricardo | - |
dc.contributor.author | Guillén, Montserrat | - |
dc.date.accessioned | 2018-12-14T08:02:57Z | - |
dc.date.available | 2018-12-14T08:02:57Z | - |
dc.date.issued | 2018 | - |
dc.identifier.uri | http://hdl.handle.net/2445/126954 | - |
dc.description.abstract | Estimation in single-index models for risk assessment is developed. Statistical properties are given and an application to estimate the cost of traffic accidents in an innovative insurance data set that has information on driving style is presented. A new kernel approach for the estimator covariance matrix is provided. Both, the simulation study and the real case show that the method provides the best results when data are highly skewed and when the conditional distribution is of interest. Supplementary materials containing appendices are available online. | ca |
dc.format.extent | 46 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | ca |
dc.publisher | Universitat de Barcelona. Facultat d'Economia i Empresa | ca |
dc.relation.isformatof | Reproducció del document publicat a: http://www.ub.edu/irea/working_papers/2018/201829.pdf | - |
dc.relation.ispartof | IREA – Working Papers, 2018, IR18/29 | - |
dc.relation.ispartofseries | [WP E-IR18/29] | ca |
dc.rights | cc-by-nc-nd, (c) Bolancé Losilla et al., 2018 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.source | Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA)) | - |
dc.subject.classification | Avaluació del risc | - |
dc.subject.classification | Estadística no paramètrica | - |
dc.subject.classification | Assegurances d'accidents | - |
dc.subject.other | Risk assessment | - |
dc.subject.other | Nonparametric statistics | - |
dc.subject.other | Accident insurance | - |
dc.title | Flexible maximum conditional likelihood estimation for single-index models to predict accident severity with telematics data | ca |
dc.type | info:eu-repo/semantics/workingPaper | ca |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA)) |
Files in This Item:
File | Description | Size | Format | |
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IR18-029_Bolance+Cao+Guillen.pdf | 2.03 MB | Adobe PDF | View/Open |
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