Pages that link to "Item:Q5119568"
From MaRDI portal
The following pages link to AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION (Q5119568):
Displaying 7 items.
- Earthquake parametric insurance with Bayesian spatial quantile regression (Q2172022) (← links)
- Gamma mixture density networks and their application to modelling insurance claim amounts (Q2665857) (← links)
- Dispersion modelling of outstanding claims with double Poisson regression models (Q2665876) (← links)
- Loss amount prediction from textual data using a double GLM with shrinkage and selection (Q2677931) (← links)
- A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data (Q6573814) (← links)
- EM estimation for the mixed Pareto regression model for claim severities (Q6579727) (← links)
- A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data (Q6662598) (← links)
