Modelling losses using an exponential-inverse Gaussian distribution

Insurance: Mathematics and Economics

Volumn 35, Issue 1, 2004, Pages 53-67

  Frangos, Nikolaos ^a   Karlis, Dimitris ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Car insurance; Claim size distribution; EM algorithm; Mixed exponential distribution

Indexed keywords

EID: 4344602425     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.04.005     Document Type: Article

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