文章基本信息

标题：Loss distributions modeling for motor TPL insurance class using Gaussian Mixture Method and EM Algorithm
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作者：Sandra Teodorescu
期刊名称：Communications of the IBIMA
电子版ISSN：1943-7765
出版年度：2009
卷号：2009
页码：151-157
出版社：IBIMA Publishing
摘要：The motor insurance is an important branch of non-life insurance in many countries; in some of them, coming first in total premium income category (in Romania, for example). In this paper we present the Gaussian mixture method to model the loss distribution of data from motor compulsory third part liability insurance. The parameters of the mixture are estimated using the Expectation Maximization (EM) algorithm.