EM Algorithm for Mixed Poisson and Other Discrete Distributions

DOI10.2143/AST.35.1.583163zbMATH Open1100.62026OpenAlexW4250422866MaRDI QIDQ5490576FDOQ5490576

Authors: Dimitris Karlis 

Publication date: 4 October 2006

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

Full work available at URL: https://doi.org/10.2143/ast.35.1.583163

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zbMATH Keywords

Monte Carlo EMgeometric distributionYule distributionNeyman distributionbeta binomial

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

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• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
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• Simulated maximum likelihood estimation of multivariate mixed‐Poisson regression models, with application
• Computation of probabilities of a generalized log-series and related distributions
• Estimation problems for the two-parameter negative binomial distribution
• Unequal sampling for Monte Carlo EM algorithms.
• Recovering extra-binomial variation

Cited In (29)

• The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
• Some properties of multivariate INAR(1) processes
• On the independence between risk profiles in the compound collective risk actuarial model
• Title not available (Why is that?)
• Variational inference for probabilistic Poisson PCA
• A Sequential Test of Traffic Intensity for the M/M/1 Queueing System
• Parameters estimation for a new generalized geometric distribution
• A literature review of (Sparse) exponential family PCA
• Bivariate Mixed Poisson Regression Models with Varying Dispersion
• The estimated frequency of zero for a mixed Poisson distribution
• A note on the exponential Poisson distribution: a nested EM algorithm
• On recovering a mixed Poisson distribution from its left-truncated version
• An EM algorithm for multivariate Poisson distribution and related models
• Phase transitions of composition schemes: Mittag-Leffler and mixed Poisson distributions
• The Poisson-conjugate Lindley mixture distribution
• On a class of bivariate mixed Sarmanov distributions
• An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
• The Geometric ArcTan distribution with applications to model demand for health services
• Title not available (Why is that?)
• Earthquake parametric insurance with Bayesian spatial quantile regression
• Title not available (Why is that?)
• On the type I multivariate zero-truncated hurdle model with applications in health insurance
• Estimation methods for the discrete Poisson–Lindley distribution
• The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
• A two-parameter general inflated Poisson distribution: properties and applications
• A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations
• Zero-one inflated negative binomial - beta exponential distribution for count data with many zeros and ones
• A general method of computing mixed Poisson probabilities by Monte Carlo sampling
• Computation of probabilities of mixed Poisson-Weibull distribution

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