Recursive estimation of the claim rates and sizes in an insurance model.

@article{Aggoun2004,
author = {Aggoun, Lakhdar},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {heterogeneous risks; claim size; expectation maximization},
language = {eng},
number = {3},
pages = {245-259},
publisher = {Hindawi Publishing Corporation, New York},
title = {Recursive estimation of the claim rates and sizes in an insurance model.},
url = {http://eudml.org/doc/53627},
volume = {2004},
year = {2004},
}

TY - JOUR
AU - Aggoun, Lakhdar
TI - Recursive estimation of the claim rates and sizes in an insurance model.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2004
PB - Hindawi Publishing Corporation, New York
VL - 2004
IS - 3
SP - 245
EP - 259
LA - eng
KW - heterogeneous risks; claim size; expectation maximization
UR - http://eudml.org/doc/53627
ER -