Restricted Kalman filter applied to dynamic style analysis of actuarial funds (Q5414521)
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scientific article; zbMATH DE number 6292452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Restricted Kalman filter applied to dynamic style analysis of actuarial funds |
scientific article; zbMATH DE number 6292452 |
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Restricted Kalman filter applied to dynamic style analysis of actuarial funds (English)
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6 May 2014
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actuarial funds
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dynamic style analysis
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exact initialization
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Kalman filter
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insurance companies
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state space models
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