Fitting the Erlang mixture model to data via a GEM-CMM algorithm (Q1643834): Difference between revisions

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+Toward a Unified Approach to Fitting Loss Models
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+TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts
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+Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation
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+ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS
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+ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS
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+Modeling loss data using mixtures of distributions
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+EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION
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+Q2866005
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+Multivariate mixtures of Erlangs for density estimation under censoring
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+FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM
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+Q4851818
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+Computational Statistics
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+Q4727203
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+Q5483032
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+Fitting and validation of a bivariate model for large claims
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+Understanding Relationships Using Copulas
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+Fitting bivariate loss distributions with copulas
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