Testing constant serial dynamics in two-step risk inference for longitudinal actuarial data
Tsz Chai Fung, Yinhuan Li, Liang Peng, and Linyi Qian
| Year of publication: |
2024
|
|---|---|
| Authors: | Fung, Tsz Chai ; Li, Yinhuan ; Peng, Liang ; Qian, Linyi |
| Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 28.2024, 4, p. 861-881
|
| Subject: | Theorie | Theory | Risiko | Risk | Induktive Statistik | Statistical inference | Zeitreihenanalyse | Time series analysis | Versicherungsmathematik | Actuarial mathematics | Risikomodell | Risk model | Statistischer Test | Statistical test | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2023.2292711 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015189603