Credibility theory and the Kalman filter-Reference-Cited by-同舟云学术

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Credibility theory and the Kalman filter

Published:1983-10 Issue:4 Volume:2 Page:281-286
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

de Jong Piet,Zehnwirth Ben

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference16 articles.

1. Glaubwürdigkeit für Schadensatze;Bühlmann;Mitt. Verein. Schweiz. Versicherungsmathematiker,1970

2. Credibility for Regression models with Application to Trend;Hachemeister,1975

3. Linear Bayes Methods;Hartigan;J. Roy. Statist. Soc. Ser. B,1969

4. The use of collateral data in credibility theory: a hierarchical model;Jewell;Giornale dell'Istituto Italiano degli Attuari,1975

5. A new approach to linear filtering and prediction problems;Kalman;J. Basic Eng.,1960

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Controlling the effects of adverse selection in flexible benefit plans: A pricing-based approach;Insurance: Mathematics and Economics;2022-07

2. Kalman Filter: Overview;Wiley StatsRef: Statistics Reference Online;2014-12

3. Kalman Filter;Encyclopedia of Actuarial Science;2004-09-24

4. A seemingly unrelated regression model in a credibility framework;Insurance: Mathematics and Economics;2004-02

5. Kalman Filter;Loss Reserving;2000

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