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Title: Burr regression and portfolio segmentation
Authors: Beirlant, Jan ×
Goegebeur, Yuri
Verlaak, Robert
Vynckier, P #
Issue Date: 1998
Publisher: Elsevier science bv
Series Title: Insurance mathematics & economics vol:23 issue:3 pages:231-250
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. (C) 1998 Elsevier Science B.V. All rights reserved.
ISSN: 0167-6687
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Statistics Section
Department of Accountancy, Finance and Insurance (AFI), Leuven - miscellaneous
Quantitative Psychology and Individual Differences
× corresponding author
# (joint) last author

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