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

Aggoun, Lakhdar. "Recursive estimation of the claim rates and sizes in an insurance model.." Journal of Applied Mathematics and Stochastic Analysis 2004.3 (2004): 245-259. <http://eudml.org/doc/53627>.

@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 -