A class of mixture of experts models for general insurance : application to correlated claim frequencies
By Tsz Chai Fung, Andrei L. Badescu, X. Sheldon Lin
| Year of publication: |
2019
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|---|---|
| Authors: | Fung, Tsz Chai ; Badescu, Andrei L. ; Lin, X. Sheldon |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 3, p. 647-688
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| Subject: | Erlang count models | expectation conditional maximization algorithm | logit-weighted gating functions | mixture of experts models | multivariate count regression | Statistische Verteilung | Statistical distribution | Experten | Experts | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.25 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116379