Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm
Guangyuan Gao
| Year of publication: |
2024
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|---|---|
| Authors: | Gao, Guangyuan |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 114.2024, p. 29-42
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| Subject: | Exponential dispersion family | Generalized linear model | The EM algorithm | Tweedie distribution | Tweedie's compound Poisson model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2023.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015049354