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  • Search: subject:"dispersion and shape parameters"
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Year of publication
Subject
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EM Algorithm 2 Exponential-Generalized Inverse Gaussian Distribution 2 dispersion and shape parameters 2 heavy-tailed losses 2 non-life insurance 2 regression models for the mean 2 Algorithm 1 Algorithmus 1 Estimation theory 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Jeong, Himchan 2 Tzougas, George 2
Published in...
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Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount
Tzougas, George; Jeong, Himchan - In: Risks 9 (2021) 1, pp. 1-17
This article presents the Exponential-Generalized Inverse Gaussian regression model with varying dispersion and shape. The EGIG is a general distribution family which, under the adopted modelling framework, can provide the appropriate level of flexibility to fit moderate costs with high...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013200689
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Cover Image
An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount
Tzougas, George; Jeong, Himchan - In: Risks : open access journal 9 (2021) 1/19, pp. 1-17
This article presents the Exponential-Generalized Inverse Gaussian regression model with varying dispersion and shape. The EGIG is a general distribution family which, under the adopted modelling framework, can provide the appropriate level of flexibility to fit moderate costs with high...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012423047
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