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Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm - MaRDI portal

Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm (Q6573825)

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scientific article; zbMATH DE number 7882282
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English
Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm
scientific article; zbMATH DE number 7882282

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    Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm (English)
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    17 July 2024
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    regularized EM algorithm
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    Shannon entropy
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    size-biased mixture
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    lognormal distribution
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    left-truncated insurance losses
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