EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION (Q4563784)
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scientific article; zbMATH DE number 6880343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION |
scientific article; zbMATH DE number 6880343 |
Statements
EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION (English)
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4 June 2018
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Erlang mixture
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EM algorithm
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iSCAD penalty
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VaR
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TVaR
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