Modeling loss data using mixtures of distributions
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DOI: 10.1016/j.insmatheco.2016.06.019
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More about this item
Keywords
Mixtures; Non-Gaussian distributions; EM algorithm; Risk measures; Danish Fire insurance losses;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
Statistics
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