An Analysis of Incurred Losses of Physical Damage Insurance in Taiwan: An Application of Censored Quantile Regression

碩士 === 國立臺灣大學 === 財務金融學研究所 === 92 === The censored quantile regression (CQR) provides a quantile analysis on censored data, but its objective function is difficult to solve. The 3-step method for the CQR estimation is a simple method to compute the regression estimates. This method is particularly s...

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Bibliographic Details
Main Authors: Shuo-Li Chuang, 莊碩立
Other Authors: Chung-Min Kuan
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/54945861868508760421