Two classes of covariance matrices giving simple linear forecasts

DOI10.1080/03461238.1976.10405932zbMath0369.62073OpenAlexW1984467979MaRDI QIDQ4148691

William S. Jewell

Publication date: 1976

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://pure.iiasa.ac.at/id/eprint/499/1/RM-75-017.pdf

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (8)

Credibility theory for some evolutionary models ⋮ The linear growth credibility model ⋮ On multiple counting processes with the Markov property ⋮ A seemingly unrelated regression model in a credibility framework. ⋮ Box-Jenkins credibility ⋮ Recursive credibility estimation ⋮ Eine nÄhere Betrachtung der die Forderungen beeinflussenden Faktoren bei erfahrungstarifiertem Portefeuille ⋮ Ruin theory in the linear model

Cites Work

• On inverting a class of patterned matrices
• Fredholm resolvents, Wiener-Hopf equations, and Riccati differential equations
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