Premium adjustment by generalized adaptive exponential smoothing
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Publication:1892993
DOI10.1016/0167-6687(94)90795-1zbMath0827.62098MaRDI QIDQ1892993
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
random systems with complete connections; generalized exponential smoothing; Markovian claim sequence; premium adjustment to a claim sequence
62P05: Applications of statistics to actuarial sciences and financial mathematics
60J25: Continuous-time Markov processes on general state spaces
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
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