Modeling the Occurrence of Events Subject to a Reporting Delay via an EM Algorithm
Author(s) -
Roel Verbelen,
Katrien Antonio,
Gerda Claeskens,
Jonas Crèvecoeur
Publication year - 2022
Publication title -
statistical science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.204
H-Index - 108
eISSN - 2168-8745
pISSN - 0883-4237
DOI - 10.1214/21-sts831
Subject(s) - computer science , expectation–maximization algorithm , estimation , portfolio , liability , maximization , subject (documents) , data mining , actuarial science , econometrics , algorithm , finance , maximum likelihood , mathematical optimization , business , economics , statistics , mathematics , management , library science
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