Positivity properties of the ARFIMA specifications and credibility analysis of frequency risks
Year of publication: |
2020
|
---|---|
Authors: | Pinquet, Jean |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 95.2020, p. 159-165
|
Subject: | ARFIMA (0, d, 0) specifications | Poisson mixtures | Semiparametric analysis | Linear credibility | Spectral measure of stationary random effects | Nichtparametrisches Verfahren | Nonparametric statistics | Glaubwürdigkeit | Credibility | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model |
-
Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan, (2000)
-
A comparative note about estimation of the fractional parameter under additive outliers
Rodriguez, Gabriel, (2013)
-
Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan, (2000)
- More ...
-
Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data
Pinquet, Jean, (2011)
-
Optimal risk financing in large corporations through insurance captives
Picard, Pierre, (2011)
-
L'assurance-chômage des emprunteurs
Chiappori, Pierre-André, (1999)
- More ...