An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
by George Tzougas and Dimitris Karlis
| Year of publication: |
2020
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|---|---|
| Authors: | Tzougas, George ; Karlis, Dimitris |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 2, p. 555-583
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| Subject: | Mixed exponential distributions | EM algorithm | regression models for the mean and dispersion | parameters | non-life insurance | heavy-tailed losses | Regressionsanalyse | Regression analysis | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.13 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012243386