Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. (Q1423358): Difference between revisions

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Revision as of 14:59, 6 June 2024

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Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
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    Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. (English)
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    14 February 2004
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    Time-varying random effects
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    Autocorrelation function for stationary random
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    effects
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    Generalized estimating equations
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