Modelling losses using an exponential-inverse Gaussian distribution

DOI10.1016/j.insmatheco.2004.04.005zbMath1054.62127OpenAlexW2129249522MaRDI QIDQ1888893

Dimitris Karlis, Nikolaos E. Frangos

Publication date: 29 November 2004

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.04.005

zbMATH Keywords

EM algorithmCar insuranceClaim size distributionMixed exponential distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Bayesian inference (62F15)

Related Items (7)

Estimating a tail of the mixture of log-normal and inverse Gaussian distribution ⋮ AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION ⋮ GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA ⋮ Gamma-Generalized Inverse Gaussian Class of Distributions with Applications ⋮ A Class of Improved Estimators for the Scale Parameter of a Mixture Model of Exponential Distribution with Unknown Location ⋮ Properties and applications of the Poisson-reciprocal inverse Gaussian distribution ⋮ The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes

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