The following pages link to Piet de Jong (Q222117):
Displaying 18 items.
- Insights to systematic risk and diversification across a joint probability distribution (Q282287) (← links)
- (Q659134) (redirect page) (← links)
- Loss reserving using loss aversion functions (Q659135) (← links)
- The ARMA model in state space form (Q868278) (← links)
- The tradeoff insurance premium as a two-sided generalisation of the distortion premium (Q896768) (← links)
- A statistical approach to Saaty's scaling method for priorities (Q1058251) (← links)
- The diffuse Kalman filter (Q1175397) (← links)
- Determining the final form of a linear dynamic econometric model (Q1251445) (← links)
- A more meaningful parameterization of the Lee-Carter model (Q2212133) (← links)
- Credibility theory and the Kalman filter (Q2266333) (← links)
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework (Q2374103) (← links)
- Nonparametric smoothing using state space techniques (Q2738918) (← links)
- Testing for Random Pairing (Q3217452) (← links)
- (Q3218968) (← links)
- (Q3319650) (← links)
- SMOOTHING WITH AN UNKNOWN INITIAL CONDITION (Q3440779) (← links)
- The simulation smoother for time series models (Q4842928) (← links)
- STABLE ALGORITHMS FOR THE STATE SPACE MODEL (Q5751914) (← links)
