Empirical investigation of insurance claim dependencies using mixture models
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Publication:487617
DOI10.1007/S13385-014-0088-XzbMath1304.62129OpenAlexW3122740134MaRDI QIDQ487617
Publication date: 22 January 2015
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-014-0088-x
beta-binomial distributionlogit-normal mixture modelsprobit-normal mixture modelsrelative risk measuresrisk dependencies
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cites Work
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