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Keywords: Erlang mixture distribution
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Journal Articles
Journal:
Agricultural Finance Review
Agricultural Finance Review (2014) 74 (2): 162–187.
Published: 01 July 2014
... – The generating process of the historical loss cost ratio's (LCR's) are reviewed, and the Erlang mixture distribution is proposed. A modified credibility approach is developed based on the Erlang mixture distribution and the liability weighted LCR, and information from the observed data of the individual region...
