Title of article
Burr regression and portfolio segmentation
Author/Authors
Beirlant، نويسنده , , Jan and Goegebeur، نويسنده , , Yuri and Verlaak، نويسنده , , Robert and Vynckier، نويسنده , , Petra، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
20
From page
231
To page
250
Abstract
Two Burr regression models are proposed. These models extend existing log-logistic regression models. An algorithm for computing the maximum likelihood estimators is proposed. Graphical techniques for model validation are incorporated. An actuarial application to portfolio segmentation for fire insurance is included.
Keywords
Burr distribution , Regression , Risk tarification
Journal title
Insurance Mathematics and Economics
Serial Year
1998
Journal title
Insurance Mathematics and Economics
Record number
1542166
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