Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling (Q782645)
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scientific article; zbMATH DE number 7225401
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| English | Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling |
scientific article; zbMATH DE number 7225401 |
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Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling (English)
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28 July 2020
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regression models
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heavy-tailed distributions
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explicit MLE
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insurance claim modeling
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0.8452500700950623
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0.7898696064949036
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0.785855770111084
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0.7668961882591248
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