Time-varying credibility for frequency risk models : Estimation and tests for autoregressive specifications on the random effects
| Year of publication: |
2002
|
|---|---|
| Authors: | Bolancé, C. ; Guillén, M. ; Pinquet, J. |
| Institutions: | Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2002-18 |
| Source: |
Persistent link: https://www.econbiz.de/10005695691