Credibility theory, linear Bayesian estimation and Kalman filter
Piet de Jong and Ben Zehnwirth. [Macquaire University, School of Economic and Financial Studies]
| Year of publication: |
1981
|
|---|---|
| Authors: | Jong, Piet de ; Zehnwirth, Ben |
| Publisher: |
[North Ryde] |
| Subject: | Versicherung | Mathematik | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Schätzung | Estimation | Glaubwürdigkeit | Credibility |
| Extent: | 22 S. 4° |
|---|---|
| Series: | Research paper ; Nr 239 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-85837-471-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003592882