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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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)
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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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