An EM algorithm for Double-Pareto-lognormal generalized linear model applied to heavy-tailed insurance claims
Year of publication: |
December 2017
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Authors: | Calderín-Ojeda, Enrique ; Fergusson, Kevin ; Wu, Xueyuan |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 5.2017, 4, p. 1-24
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Subject: | insurance claim | double Pareto lognormal distribution | heavy-tailed | generalized beta distribution of the second kind | EM algorithm | Theorie | Theory | Statistische Verteilung | Statistical distribution | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks5040060 [DOI] hdl:10419/195789 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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