An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims-Reference-Cited by-同舟云学术

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An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims

Published:2017-11-07 Issue:4 Volume:5 Page:60
ISSN:2227-9091
Container-title:Risks
language:en
Short-container-title:Risks

Author:

Calderín-Ojeda Enrique,Fergusson Kevin,Wu Xueyuan^ORCID

Publisher

MDPI AG

Subject

Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting

Link

http://www.mdpi.com/2227-9091/5/4/60/pdf

Reference19 articles.

1. A new model of income distribution: The Pareto lognormal distribution;Colombi,1990

2. Maximum likelihood estimation from incomplete data via the EM algorithm;Dempster;Journal of the Royal Statistical Society Series B,1977

3. Predictive Modeling Applications in Actuarial Science, Volume 1;Frees,2014a

4. Predictive Modeling Applications in Actuarial Science, Volume 2;Frees,2014b

5. Hierarchical Insurance Claims Modeling

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