Efficient estimation of erlang mixtures using iSCAD penalty with insurance application
Year of publication: |
2016
|
---|---|
Authors: | Yin, Cuihong ; Lin, X. Sheldon |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 3, p. 779-799
|
Subject: | Erlang mixture | EM algorithm | iSCAD penalty | VaR | TVaR | Theorie | Theory | Strafe | Punishment | Statistische Verteilung | Statistical distribution |
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