Rekursive SchÄtzverfahren in der KredibilitÄtstheorie

DOI10.1007/BF02809697zbMath0653.62075OpenAlexW2312321145MaRDI QIDQ3799529

Klaus-Peter Mangold

Publication date: 1987

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02809697

zbMATH Keywords

algorithmsrecursive formulasHilbert space projectiontime series modelscredibility estimatorevolutionary modellinear dynamic modelHachemeister's regression modelcredibility modelsBest affine-linear estimatorslinear model with recursive covariance structurerecursive computability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Box-Jenkins credibility ⋮ Empirical kalman-Credibility

Cites Work

• Unnamed Item
• Unnamed Item
• The linear growth credibility model
• Parameter estimation in some credibility models
• Recursive credibility estimation
• Credibility theory for some evolutionary models
• Geometrical credibility

This page was built for publication: Rekursive SchÄtzverfahren in der KredibilitÄtstheorie