The following pages link to Piet de Jong (Q222117):
Displaying 39 items.
- Insights to systematic risk and diversification across a joint probability distribution (Q282287) (← links)
- (Q659134) (redirect page) (← links)
- Loss reserving using loss aversion functions (Q659135) (← links)
- The ARMA model in state space form (Q868278) (← links)
- The tradeoff insurance premium as a two-sided generalisation of the distortion premium (Q896768) (← links)
- A statistical approach to Saaty's scaling method for priorities (Q1058251) (← links)
- The diffuse Kalman filter (Q1175397) (← links)
- Determining the final form of a linear dynamic econometric model (Q1251445) (← links)
- A more meaningful parameterization of the Lee-Carter model (Q2212133) (← links)
- Credibility theory and the Kalman filter (Q2266333) (← links)
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework (Q2374103) (← links)
- Nonparametric smoothing using state space techniques (Q2738918) (← links)
- Testing for Random Pairing (Q3217452) (← links)
- (Q3218968) (← links)
- (Q3319650) (← links)
- SMOOTHING WITH AN UNKNOWN INITIAL CONDITION (Q3440779) (← links)
- Smoothing and Interpolation with the State-Space Model (Q3481129) (← links)
- Determining and Allocating Diversification Benefits for a Portfolio of Risks (Q3569714) (← links)
- Mean and dispersion modelling for policy claims costs (Q3608228) (← links)
- Mortality Projection Based on the Wang Transform (Q3632834) (← links)
- Adverse Selection Spirals (Q3632857) (← links)
- Models and methods for pairing data (Q3713389) (← links)
- STATE TRANSITION SPECIFICATION IN STATE-SPACE MODELS (Q3729870) (← links)
- The likelihood for a state space model (Q3769823) (← links)
- Covariances for smoothed estimates in state space models (Q3796595) (← links)
- A cross-validation filter for time series models (Q3796596) (← links)
- Insurance premiums under demand constraints (Q3902371) (← links)
- (Q4113284) (← links)
- (Q4153496) (← links)
- Diagnosing Shocks in Time Series (Q4216975) (← links)
- STATIONARY AND NON-STATIONARY STATE SPACE MODELS (Q4299016) (← links)
- Fast likelihood evaluation and prediction for nonstationary state space models (Q4299488) (← links)
- The scan sampler for time series models (Q4376603) (← links)
- The simulation smoother for time series models (Q4842928) (← links)
- Forecasting Runoff Triangles (Q5018715) (← links)
- Generalized Linear Models for Insurance Data (Q5444714) (← links)
- Extending Lee–Carter Mortality Forecasting (Q5469976) (← links)
- STABLE ALGORITHMS FOR THE STATE SPACE MODEL (Q5751914) (← links)
- Modeling and smoothing unequally spaced sequence data (Q5952145) (← links)
