Early warning

DOI10.1080/03461238.1987.10413824zbMath0656.62108OpenAlexW4256504855MaRDI QIDQ3804051

Walther Neuhaus

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/03461238.1987.10413824

zbMATH Keywords

predictionparameter identificationKalman filterdynamic linear modelforecasting in general insurance

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Related Items (2)

Dynamic credibility with outliers and missing observations ⋮ Empirical kalman-Credibility

Cites Work

• Unnamed Item
• Stochastic processes and filtering theory
• Book Reviews

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