LRMoE.jl : a software package for insurance loss modelling using mixture of experts regression model
Spark C. Tseung, Andrei L. Badescu, Tsz Chai Fung and X. Sheldon Lin
| Year of publication: |
2021
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|---|---|
| Authors: | Tseung, Spark C. ; Badescu, Andrei L. ; Fung, Tsz Chai ; Lin, X. Sheldon |
| Published in: |
Annals of actuarial science. - Cambridge : Cambridge University Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 15.2021, 2, p. 419-440
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| Subject: | Censoring and truncation | Expectation conditional maximisation algorithm | Insurance ratemaking and reserving | julia | Multivariate regression analysis | Regressionsanalyse | Regression analysis | Software | Versicherung | Insurance | Schätztheorie | Estimation theory | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499521000087 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012593587