Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm
Taehan Bae, Tatjana Miljkovic
| Year of publication: |
2024
|
|---|---|
| Authors: | Bae, Taehan ; Miljkovic, Tatjana |
| Subject: | Left-truncated insurance losses | Lognormal distribution | Regularized EM algorithm | Shannon entropy | Size-biased mixture | Entropie | Entropy | Theorie | Theory | Statistische Verteilung | Statistical distribution | Algorithmus | Algorithm | Verlust | Loss |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066975