AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION (Q5119568)

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scientific article; zbMATH DE number 7241933
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AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION
scientific article; zbMATH DE number 7241933

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    AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION (English)
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    31 August 2020
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    mixed exponential distributions
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    EM algorithm
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    regression models for the mean and dispersion
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    parameters
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    non-life insurance
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    heavy-tailed losses
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