FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM. Issue 3 (20th July 2015)
- Record Type:
- Journal Article
- Title:
- FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM. Issue 3 (20th July 2015)
- Main Title:
- FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM
- Authors:
- Verbelen, Roel
Gong, Lan
Antonio, Katrien
Badescu, Andrei
Lin, Sheldon - Abstract:
- <abstract abstract-type="normal"> <title>Abstract</title> <p>We discuss how to fit mixtures of Erlangs to censored and truncated data by iteratively using the EM algorithm. Mixtures of Erlangs form a very versatile, yet analytically tractable, class of distributions making them suitable for loss modeling purposes. The effectiveness of the proposed algorithm is demonstrated on simulated data as well as real data sets.</p> </abstract>
- Is Part Of:
- ASTIN bulletin. Volume 45:Issue 3(2015)
- Journal:
- ASTIN bulletin
- Issue:
- Volume 45:Issue 3(2015)
- Issue Display:
- Volume 45, Issue 3 (2015)
- Year:
- 2015
- Volume:
- 45
- Issue:
- 3
- Issue Sort Value:
- 2015-0045-0003-0000
- Page Start:
- 729
- Page End:
- 758
- Publication Date:
- 2015-07-20
- Subjects:
- Insurance -- Mathematics -- Periodicals
Risk (Insurance) -- Mathematics -- Periodicals
368.01 - Journal URLs:
- http://journals.cambridge.org/action/displayBackIssues?jid=ASB ↗
http://poj.peeters-leuven.be/content.php?url=journal&journal_code=AST ↗
http://www.casact.org/library/astin/ ↗ - DOI:
- 10.1017/asb.2015.15 ↗
- Languages:
- English
- ISSNs:
- 0515-0361
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 3443.xml