Premium adjustment by generalized adaptive exponential smoothing

DOI10.1016/0167-6687(94)90795-1MaRDI QIDQ1892993zbMATH OpenOpenAlexFDO

Authors Ulrich Herkenrath

Publication date 3 July 1995

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(94)90795-1

zbMATH Keywords

generalized exponential smoothingMarkovian claim sequencepremium adjustment to a claim sequencerandom systems with complete connections

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Continuous-time Markov processes on general state spaces (60J25) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A comparison of the ordinary and a varying parameter exponential smoothing
• General Irreducible Markov Chains and Non-Negative Operators
• Generalized adaptive exponential smoothing procedures
• scientific article; zbMATH DE number 44591 (Why is no real title available?)
• scientific article; zbMATH DE number 3309776 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Markov processes and learning models

Cited in

(1)

• On the uniform ergodicity of Markov processes of order 2

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