Keywords and phrases: Gamma distribution, mixture, EM algorithm.
Received: April 7, 2023; Accepted: May 18, 2023; Published: June 24, 2023
How to cite this article: Richard L. K. Tinega, Calvin B. Maina, Joash M. Kerongo and Joseph A. M. Ottieno, The EM algorithm for Gamma-gamma mixtures with application to insurance losses, Advances and Applications in Statistics 88(2) (2023), 175-200. http://dx.doi.org/10.17654/0972361723045
This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License
References: [1] S. K. Bhattacharya, A modified Bessel function model in life testing, Metrika 11(1) (1967), 133-144. [2] S. K. Bhattacharya and S. Kumar, E-IG model in life testing, Calcutta Statist. Assoc. Bull. 35(1-2) (1986), 85-90. [3] A. P. Dempster, N. M. Laird and D. B. Rubin, Maximum likelihood from incomplete data via the EM algorithm, Journal of the Royal Statistical Society: Series B (Methodological) 39(1) (1977), 1-22. [4] N. Frangos and D. Karlis, Modelling losses using an exponential-inverse Gaussian distribution, Insurance Math. Econom. 35(1) (2004), 53-67. [5] E. Gómez-Déniz, E. Calderín-Ojeda and J. M. Sarabia, Gamma generalized inverse Gaussian class of distributions with applications, Comm. Statist. Theory Methods 42(6) (2013), 919-933. [6] D. Karlis, An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution, Statist. Probab. Lett. 57(1) (2002), 43-52. [7] D. Karlis and E. Xekalaki, Mixed Poisson distributions, International Statistical Review 73 (2005), 35-58. [8] R. A. Kempton, A generalized form of Fisher’s logarithmic series, Biometrika 62(1) (1975), 29-38. [9] F. Kostas, Tests of fit for symmetric variance gamma distributions, UADPhilEcon, National and Kapodistrian University of Athens, Athens, 2007. [10] S. Nadarajah and S. Kotz, Compound mixed Poisson distributions I, Scand. Actuar. J. 2006(3) (2006), 141-162. [11] K. O. Nyawade, Generalized inverse Gaussian distributions under different parametrizations research report in mathematics, Doctoral dissertation, University of Nairobi, 2018.
|