More on Robust Lagfactors

DOI10.1007/BF02808357zbMath0909.62108OpenAlexW2077397631MaRDI QIDQ4219950

Erhard Kremer

Publication date: 11 November 1998

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

Full work available at URL: https://doi.org/10.1007/bf02808357

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• Claims reserving and generalised additive models
• Ein autoregressives glaubwürdigkeitsmodell für IBNR-reserven;An autoregressive credibility IBNR model

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