Modelling losses using an exponential-inverse Gaussian distribution

DOI10.1016/j.insmatheco.2004.04.005zbMath1054.62127MaRDI QIDQ1888893

Dimitris Karlis, Nikolaos E. Frangos

Publication date: 29 November 2004

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.04.005

zbMATH Keywords

EM algorithm; Car insurance; Claim size distribution; Mixed exponential distribution

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F10: Point estimation

62F15: Bayesian inference

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