Properties and applications of the Poisson-reciprocal inverse Gaussian distribution

DOI10.1080/00949655.2017.1387917OpenAlexW2765670645MaRDI QIDQ4960544

Emilio Gómez-Déniz, Enrique Calderín Ojeda

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1387917

zbMATH Keywords

EM algorithmPoisson distributioncovariatesclaim frequencyreciprocal inverse Gaussian distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Exact distribution theory in statistics (62E15)

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