Search Results - subject:"Expectation maximization algorithm"

Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models

Fung, Tsz Chai - In: Insurance 107 (2022), pp. 180-198

Persistent link: https://www.econbiz.de/10013471210

A comparative analysis of housing prices in different cities using the Black-Scholes and Jump Diffusion models

Oh, Sebeom; Ku, Hyejin; Jun, Doobae - In: Finance research letters 46 (2022) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10013339274

Gamma Mixture Density Networks and their application to modelling insurance claim amounts

Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. - In: Insurance 101 (2021) 2, pp. 240-261

Persistent link: https://www.econbiz.de/10012793926

A hybrid approach to real estate price definition : a case study in Western Switzerland

Baillif, Maurin; De Lapparent, Matthieu; Kazagli, Evanthia - In: Revue économique : revue bimestrielle 72 (2021) 6, pp. 1055-1077

Persistent link: https://www.econbiz.de/10012800401

Predicting the loss given default distribution with the zero-inflated censored beta-mixture regression that allows probability masses and bimodality

Hwang, Ruey-Ching; Chu, Chih-Kang; Yu, Kaizhi - In: Journal of financial services research 59 (2021) 3, pp. 143-172

Persistent link: https://www.econbiz.de/10012547106

Factor extraction using Kalman filter and smoothing : this is not just another survey

Poncela, Pilar; Ruiz, Esther; Miranda, Karen - In: International journal of forecasting 37 (2021) 4, pp. 1399-1425

Persistent link: https://www.econbiz.de/10013274284

A regime switching model for temperature modeling and applications to weather derivatives pricing

Türkvatan, Aysun; Hayfavi, Azize; Omay, Tolga - In: Mathematics and financial economics 14 (2020) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10012239952

Frequentist inference in insurance ratemaking models adjusting for misrepresentation

Akakpo, Rexford M.; Xia, Michelle; Polansky, Alan M. - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 117-146

Persistent link: https://www.econbiz.de/10012105415

Remaining Useful Life Prediction of Lithium-Ion Batteries Based on the Wiener Process with Measurement Error

Tang, Shengjin; Yu, Chuanqiang; Wang, Xue; Guo, Xiaosong; … - In: Energies 7 (2014) 2, pp. 520-547

relationship between the classic MLE method and the combination of the Bayesian updating algorithm and the expectation maximization … algorithm for the real time RUL prediction. Interestingly, it is found that the result of the combination algorithm is equal to …

Persistent link: https://www.econbiz.de/10010735109

Multivariate mixtures of Erlangs for density estimation under censoring and truncation

Verbelen, Roel; Antonio, Katrien; Claeskens, Gerda - 2014

Persistent link: https://www.econbiz.de/10010485676