Premium adjustment by generalized adaptive exponential smoothing

DOI10.1016/0167-6687(94)90795-1zbMath0827.62098OpenAlexW1970067442MaRDI QIDQ1892993

Ulrich Herkenrath

Publication date: 3 July 1995

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(94)90795-1

zbMATH Keywords

random systems with complete connectionsgeneralized exponential smoothingMarkovian claim sequencepremium adjustment to a claim sequence

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on general state spaces (60J25) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

On the uniform ergodicity of Markov processes of order 2

Cites Work

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• Markov processes and learning models
• General Irreducible Markov Chains and Non-Negative Operators
• A comparison of the ordinary and a varying parameter exponential smoothing
• Generalized adaptive exponential smoothing procedures

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