An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
Year of publication: |
2020
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Authors: | Tzougas, George ; Karlis, Dimitris |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 2, p. 555-583
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Subject: | Mixed exponential distributions | EM algorithm | regression models for the mean and dispersion | parameters | non-life insurance | heavy-tailed losses | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
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