Forecasting aggregate claims using score‐driven time series models
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Publication:6067571
DOI10.1111/STAN.12139OpenAlexW2799800469WikidataQ129956336 ScholiaQ129956336MaRDI QIDQ6067571FDOQ6067571
Authors: Cristiano Fernandes, Eduardo Fraga L. de Melo 
Publication date: 14 December 2023
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/stan.12139
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Cites Work
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- An Algorithm for the Machine Calculation of Complex Fourier Series
- Loss models. From data to decisions
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- Information-theoretic optimality of observation-driven time series models for continuous responses
- Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?
- Recursive evaluation of aggregate claims distributions.
- On the computation of aggregate claims distributions: some new approximations
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- Numerische Berechnung von Gesamtschadenverteilungen
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