Operational time and in-sample density forecasting

DOI10.1214/16-AOS1486MaRDI QIDQ2012937zbMATH OpenFDO

Authors Yanyan Li

Publication date 3 August 2017

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aos/1497319696

zbMATH Keywords

backfittingchain ladderdensity estimationin-sample density forecastingkernel smoothingoperational time

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• In-sample forecasting with local linear survival densities
• Asymptotics for in-sample density forecasting
• A comparison of in-sample forecasting methods
• In-sample forecasting: a brief review and new algorithms
• scientific article; zbMATH DE number 5035825

Cited in

(11)

• Generalised additive dependency inflated models including aggregated covariates
• Asymptotics for in-sample density forecasting
• A comparison of in-sample forecasting methods
• Calendar effect and in-sample forecasting
• Estimation of a semiparametric multiplicative density model
• scientific article; zbMATH DE number 4096501 (Why is no real title available?)
• In-sample forecasting: a brief review and new algorithms
• Continuous chain-ladder with paid data
• In-sample forecasting with local linear survival densities
• Smooth Backfitting of Proportional Hazards With Multiplicative Components
• Replicating and Extending Chain-Ladder via an Age–Period–Cohort Structure on the Claim Development in a Run-Off Triangle

This page was built for publication: Operational time and in-sample density forecasting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2012937)