FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM
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Publication:4563757
DOI10.1017/asb.2015.15zbMath1390.62227MaRDI 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
truncation; maximum likelihood; censoring; expectation-maximization algorithm; mixture of Erlang distributions with a common scale parameter
62P05: Applications of statistics to actuarial sciences and financial mathematics
62N01: Censored data models
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Uses Software
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