Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. (Q1423358): Difference between revisions
From MaRDI portal
Latest revision as of 10:58, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. |
scientific article |
Statements
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. (English)
0 references
14 February 2004
0 references
Time-varying random effects
0 references
Autocorrelation function for stationary random
0 references
effects
0 references
Generalized estimating equations
0 references
