EM estimation for the mixed Pareto regression model for claim severities

DOI10.1080/03610926.2023.2221358MaRDI QIDQ6579727zbMATH OpenFDO

Authors G. Tzougas, Deepesh Bhati

Publication date 26 July 2024

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2023.2221358

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A new class of models for heavy tailed distributions in finance and insurance risk
• An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
• Bayesian inference for double Pareto lognormal queues
• Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data
• Hierarchical insurance claims modeling
• scientific article; zbMATH DE number 3768770 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• On generalized log-Moyal distribution: a new heavy tailed size distribution
• Predictive modeling with longitudinal data: a case study of Wisconsin nursing homes
• Statistical Size Distributions in Economics and Actuarial Sciences

This page was built for publication: EM estimation for the mixed Pareto regression model for claim severities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579727)