Finite credibility formulae in evolutionary models
From MaRDI portal
Publication:3040382
DOI10.1080/03461238.1983.10408696zbMath0526.62094OpenAlexW2019619440MaRDI QIDQ3040382
Publication date: 1983
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1983.10408696
Kalman filterrecursive procedureevolutionary modelsARMA modelcredibility estimationexpected claim amountfinite credibility formulae
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (8)
Credibility and old estimates ⋮ A simple Bayesian state-space approach to the collective risk models ⋮ A seemingly unrelated regression model in a credibility framework. ⋮ BAP and credibility ⋮ Credibility theory and the Kalman filter ⋮ Empirical kalman-Credibility ⋮ Credibility for stationarity ⋮ Linearly sufficient fun with credibility
Cites Work
This page was built for publication: Finite credibility formulae in evolutionary models