Efficient estimation of erlang mixtures using iSCAD penalty with insurance application
By Cuihong Yin and X. Sheldon Lin
| Year of publication: |
2016
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|---|---|
| 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
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| Subject: | Erlang mixture | EM algorithm | iSCAD penalty | VaR | TVaR | Theorie | Theory | Strafe | Punishment | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2016.14 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011670006