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DOI10.1007/BF02808263zbMath0836.62087MaRDI QIDQ4859994

Erhard Kremer

Publication date: 14 January 1996

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

zbMATH Keywords

integer-valued autoregressive processesIBNR-predictions

Mathematics Subject Classification ID

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

Related Items (2)

Robust lagfactors ⋮ Discrete-Time Risk Models Based on Time Series for Count Random Variables

Cites Work

• A class of autoregressive models for predicting the final claims amount
• Random coefficient autoregressive loss reserving
• Modelling Claims Runoff Triangles with Two-dimensional Time Series
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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