Mixture modeling of data with multiple partial right-censoring levels

DOI10.1007/s11634-020-00391-xzbMath1459.62183OpenAlexW3018503926MaRDI QIDQ2201324

Semhar Michael, Tatjana Miljkovic, Volodymyr Melnykov

Publication date: 29 September 2020

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11634-020-00391-x

zbMATH Keywords

EM algorithmBICfinite mixture modelsright-censoringinsurance loss modelingpartial censoring

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Censored data models (62N01) Actuarial mathematics (91G05)

Related Items (1)

ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA

Uses Software

• R
• ltmix

Cites Work

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