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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English | 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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