Modeling loss data using mixtures of distributions
Year of publication: |
September 2016
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Authors: | Miljkovic, Tatjana ; Grün, Bettina |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 70.2016, p. 387-396
|
Subject: | Mixtures | Non-Gaussian distributions | EM algorithm | Risk measures | Danish Fire insurance losses | Statistische Verteilung | Statistical distribution | Dänemark | Denmark | Risikomaß | Risk measure | Theorie | Theory | Verlust | Loss | Messung | Measurement | Feuerversicherung | Fire insurance |
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