Time-varying credibility for frequency risk models

被引：0
|
作者：
Pinquet, J
Guillen, M
Bolance, C
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2003年 / 32卷 / 01期
关键词：
credibility; frequency risk model;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：160 / 160
页数：1
相关论文
共 50 条
  • [41] Dynamical models of love with time-varying fluctuations
    Wauer, J.
    Schwarzer, D.
    Cai, G. Q.
    Lin, Y. K.
    APPLIED MATHEMATICS AND COMPUTATION, 2007, 188 (02) : 1535 - 1548
  • [42] Time-varying smooth transition autoregressive models
    Lundbergh, S
    Teräsvirta, T
    van Dijk, D
    JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2003, 21 (01) : 104 - 121
  • [43] An Instantaneous Frequency Identification Algorithm for Time-Varying Frequency Signals
    Li Xiaocong
    Meng Xuanren
    IEEE ACCESS, 2019, 7 : 165345 - 165355
  • [44] Time-Varying Autoregressive Models for Economic Forecasting
    Inayati, Syarifah
    Iriawan, Nur
    Irhamah
    MATEMATIKA, 2024, 40 (03) : 131 - 142
  • [45] Trending time-varying coefficient market models
    Zhang, Chongshan
    Yin, Xiangrong
    QUANTITATIVE FINANCE, 2012, 12 (10) : 1533 - 1546
  • [46] Specification tests for time-varying coefficient models
    Fu, Zhonghao
    Hong, Yongmiao
    Su, Liangjun
    Wang, Xia
    JOURNAL OF ECONOMETRICS, 2023, 235 (02) : 720 - 744
  • [47] Time-Varying Additive Models for Longitudinal Data
    Zhang, Xiaoke
    Park, Byeong U.
    Wang, Jane-Ling
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2013, 108 (503) : 983 - 998
  • [48] Wavelet estimation in time-varying coefficient models
    Zhou, Xingcai
    Ni, Beibei
    Zhu, Chunhua
    LITHUANIAN MATHEMATICAL JOURNAL, 2019, 59 (02) : 276 - 293
  • [49] TIME-VARYING COEFFICIENT MODELS AND THEIR FORECASTING PERFORMANCE
    RIDDINGTON, GL
    OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 1993, 21 (05): : 573 - 583
  • [50] Hierarchical Shrinkage in Time-Varying Parameter Models
    Belmonte, Miguel A. G.
    Koop, Gary
    Korobilis, Dimitris
    JOURNAL OF FORECASTING, 2014, 33 (01) : 80 - 94
12345