FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM

DOI10.1017/asb.2015.15zbMath1390.62227OpenAlexW3123194690MaRDI QIDQ4563757

Lan Gong, Sheldon Lin, Roel Verbelen, Katrien Antonio, Andrei L. Badescu

Publication date: 4 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/501142

zbMATH Keywords

truncationmaximum likelihoodcensoringexpectation-maximization algorithmmixture of Erlang distributions with a common scale parameter

Mathematics Subject Classification ID

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Uses Software

• ElemStatLearn
• plfit

Cites Work

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• Estimating the dimension of a model
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• Exact Kolmogorov-Type Tests for Left-Truncated and/or Right-Censored Data
• Distribution Results for Modified Kolmogorov-Smirnov Statistics for Truncated or Censored Samples
• Micro-level stochastic loss reserving for general insurance
• Statistics of Extremes
• Unemployment Insurance Rules, Joblessness, and Part-Time Work
• Toward a Unified Approach to Fitting Loss Models
• On the Class of Erlang Mixtures with Risk Theoretic Applications
• Hierarchical Insurance Claims Modeling
• Microeconometrics
• Loss Models
• A new look at the statistical model identification

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