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Using Convex Combination of Copulas and EM Algorithm for Credibility - MaRDI portal

Using Convex Combination of Copulas and EM Algorithm for Credibility

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Publication:5419362

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DOI10.1080/03610926.2012.668604zbMath1462.62095OpenAlexW2003991879MaRDI QIDQ5419362

Dawei Lu, Fang Liu, Lixin Song

Publication date: 6 June 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.668604

zbMATH Keywords

copula EM algorithm longitudinal data convex combination credibility

Mathematics Subject Classification ID

Combinatorial probability (60C05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

Credibility Using Copulas

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