Bayesian solvency analysis with autocorrelated observations (Q3439748)
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scientific article; zbMATH DE number 5158559
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Bayesian solvency analysis with autocorrelated observations |
scientific article; zbMATH DE number 5158559 |
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Bayesian solvency analysis with autocorrelated observations (English)
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29 May 2007
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solvency analysis
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autocorrelated observations
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prediction
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log-normal distribution
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autoregressive model
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dynamic linear model
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0.7648850083351135
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0.7497223615646362
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0.7443098425865173
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0.7410648465156555
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0.7301127314567566
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