The following pages link to (Q3071124):
Displayed 7 items.
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving (Q784416) (← links)
- A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
- Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (Q4997703) (← links)
- NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES (Q5045342) (← links)
- Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis (Q5138046) (← links)
- APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (Q5157772) (← links)
- Holt-winters method for run-off triangles in claims reserving (Q6201526) (← links)