Invariantly recursive credibility estimation
نویسندگان
چکیده
منابع مشابه
Linear Filtering and Recursive Credibility Estimation
Recursive credibility estimation is discussed from the viewpoint of linear filtering theory. A conjunction of geometric mterpretation and the innovation approach leads to general algorithms not developed before. Moreover, covariance characterizations considered by other researchers drop our elegantly as a result of geometric considerations. Examples are presented of Kalman type filters valid fo...
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ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 1982
ISSN: 0167-6687
DOI: 10.1016/0167-6687(82)90012-9