Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm
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Cites work
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- Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
- Composite lognormal-Pareto model with random threshold
- Efficient estimation of Erlang mixtures using iSCAD penalty with insurance application
- Estimating conditional tail expectation with actuarial applications in view
- Estimating the dimension of a model
- Extending composite loss models using a general framework of advanced computational tools
- Finite mixture models
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
- scientific article; zbMATH DE number 4159863 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1301888 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 3336477 (Why is no real title available?)
- Loss models. From data to decisions
- Mixture modeling of data with multiple partial right-censoring levels
- Modeling actuarial data with a composite lognormal-Pareto model
- Modeling claims data with composite Stoppa models
- Modeling dependent risks with multivariate Erlang mixtures
- Modeling loss data using composite models
- Modeling loss data using mixtures of distributions
- Modeling severity and measuring tail risk of Norwegian fire claims
- Modeling with Weibull-Pareto models
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- On composite lognormal-Pareto models
- On modeling left-truncated loss data using mixtures of distributions
- On the class of Erlang mixtures with risk theoretic applications
- On the mixtures of length-biased Weibull distributions for loss severity modeling
- Practical Bayesian Density Estimation Using Mixtures of Normals
- Ridge Regression: Applications to Nonorthogonal Problems
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Size-biased risk measures of compound sums
- Statistical guarantees for the EM algorithm: from population to sample-based analysis
- The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family
- The Weibull–Pareto Composite Family with Applications to the Analysis of Unimodal Failure Rate Data
- Using model averaging to determine suitable risk measure estimates
- Weighted Distributions and Size-Biased Sampling with Applications to Wildlife Populations and Human Families
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