Mixtures of tails in clustered automobile collision claims

DOI10.1016/0167-6687(95)00029-1zbMath0864.62071OpenAlexW2044678752MaRDI QIDQ2563878

Guyonne R. J. Kalb, Ton Vorst, Paul Kofman

Publication date: 22 June 1997

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

Full work available at URL: http://repub.eur.nl/pub/72211

zbMATH Keywords

EM-algorithmmixtures of distributionstail parametermaximum likelihood approachautomobile collision claimsbest asymptotic normalitylikelihood based teststail shape of claim distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (4)

Kernel density estimation of actuarial loss functions ⋮ A new financial stress index model based on support vector regression and control chart ⋮ Modeling Hidden Exposures in Claim Severity Via the Em Algorithm ⋮ On monitoring financial stress index with extreme value theory

Cites Work

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