EM estimation for the mixed Pareto regression model for claim severities

DOI10.1080/03610926.2023.2221358MaRDI QIDQ6579727

G. Tzougas, [[Person:6579726|Author name not available (Why is that?)]], Deepesh Bhati

Publication date: 26 July 2024

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

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian inference for double Pareto lognormal queues
• On generalized log-Moyal distribution: a new heavy tailed size distribution
• A new class of models for heavy tailed distributions in finance and insurance risk
• Statistical Size Distributions in Economics and Actuarial Sciences
• Predictive Modeling with Longitudinal Data
• 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
• Hierarchical Insurance Claims Modeling

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