Prediction in a non-homogeneous Poisson cluster model
Muneya Matsui
| Year of publication: |
2014
|
|---|---|
| Authors: | Matsui, Muneya |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 10-17
|
| Subject: | Poisson cluster model | Prediction | Conditional expectation | Claims reserving | Insurance | Lévy process | Shot noise | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Theorie | Theory | Regionales Cluster | Regional cluster |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010366215