Early warning

DOI10.1080/03461238.1987.10413824MaRDI QIDQ3804051zbMATH OpenOpenAlexFDO

Authors Walther Neuhaus

Publication date 1987

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1987.10413824

zbMATH Keywords

dynamic linear modelforecasting in general insuranceKalman filterparameter identificationprediction

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Bayesian Estimation of Outstanding Claim Reserves
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Cites work

• Book Reviews
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• Stochastic processes and filtering theory

Cited in

(5)

• A comparison of an analytical approach and a standard simulation approach in Bayesian forecasting applied to monthly data from insurance of companies
• Dynamic credibility with outliers and missing observations
• scientific article; zbMATH DE number 2011596 (Why is no real title available?)
• Bayesian Forecasting for Accident Proneness Evaluation
• Empirical kalman-Credibility

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