Forecasting aggregate claims using score‐driven time series models (Q6067571)
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scientific article; zbMATH DE number 7778339
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| default for all languages | No label defined |
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| English | Forecasting aggregate claims using score‐driven time series models |
scientific article; zbMATH DE number 7778339 |
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Forecasting aggregate claims using score‐driven time series models (English)
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14 December 2023
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aggregate loss
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collective risk model
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fast Fourier transform
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GAS models
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random sum
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0.7333897352218628
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0.7290807962417603
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0.7234025001525879
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0.7211933135986328
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0.7177209258079529
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