Loss modeling using mixtures of Erlangs


At the 2nd R in insurance conference on July 14, 2014 at Cass Business School in London, Roel Verbelen presented his research findings on a class of flexible distributions called mixtures of Erlangs. In several applications in the context of loss modelling, he demonstrated his implemented fitting procedure and graphical tools built in R.

De Actuaris, May 2015, 42–44