Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling

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Date
2019Dewey
Probabilités et mathématiques appliquéesSujet
Regression models; Heavy-tailed distributions; Explicit MLE; Insurance claim modelingJournal issue
Computational StatisticsVolume
35Publication date
2019Article pages
689–724Publisher
SpringerForthcoming
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Brouste, Alexandre
90071 Laboratoire Manceau de Mathématiques [LMM]
Dutang, Christophe
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Rohmer, Tom
90071 Laboratoire Manceau de Mathématiques [LMM]