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Enrique Calderin

University of Melbourne, Centre for Actuarial Studies

Senior Lecturer

Victoria , 3010

Australia

  • University of Melbourne, Centre for Actuarial Studies

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Scholarly Papers (1)

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An EM Algorithm for DPLN-Regression Applied to Heavy-Tailed Insurance Claims

Number of pages: 31 Posted: 03 May 2017 Last Revised: 16 Sep 2017
Enrique Calderin, Kevin Fergusson and Xueyuan Wu
University of Melbourne, Centre for Actuarial Studies, Bond University and University of Melbourne - Faculty of Business and Economics
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Abstract:

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Claim size, double Pareto lognormal distribution, heavy-tailed regression, generalised beta distribution of the second kind, EM algorithm