Box-Jenkins credibility

DOI10.1007/BF02808821zbMath0689.62083MaRDI QIDQ3031812

Erhard Kremer

Publication date: 1988

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

numerical solutionARMA models of the time seriescredibility estimation of premiumsevolutionalry models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Credibility for stationarity

Cites Work

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• Exponential smoothing and credibility theory
• Bonus hunger and credibility estimators with geometric weights
• On optimal parameter estimation in credibility
• Parameter estimation in some credibility models
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Rekursive SchÄtzverfahren in der KredibilitÄtstheorie
• Empirical Bayes credibility
• Recursive credibility estimation
• Credibility theory for some evolutionary models
• Two classes of covariance matrices giving simple linear forecasts

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