LRMoE.jl : a software package for insurance loss modelling using mixture of experts regression model
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 : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. 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 |
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