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Exponential smoothing and credibility theory
8 references·0 citing·23 second hop
Exponential smoothing and credibility theory (1982)Exponential smoothing and credibility the…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Credibility theory for some evolutionary models (1982)Credibility theory for some e…Recursive credibility estimation (1981)Recursive credibility estimat…The credibility approach to experience rating (1979)The credibility approach to e…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Forecasting Economic Time Series (1977)Forecasting Economic Time Ser…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Experience Rating and Credibility (1967)Experience Rating and Credibi…Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk Theory. (1971)A Statistical Approach to IBNR-Reserves in Marine Reinsurance (1985)Claim dependence with common effects in credibility models (2006)The Analytics of Risk Model Validation (2008)Time Series Analysis Forecasting and Control (1971)Finite credibility formulae in evolutionary models (1983)Credibility estimators with geometric weights (1988)Credibility Models with Time-Varying Trend Components (1991)A multivariate evolutionary credibility model for mortality improvement rates (2016)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)The Relationship Between Employee Job Change and Job Satisfaction: The Honeymoon-Hangover Effect. (2005)Asymptotics for out of sample tests of Granger causality (2006)Decision theoretic foundations of credibility theory (1989)A longitudinal data analysis interpretation of credibility models (1999)actuar: AnRPackage for Actuarial Science (2008)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1977Forecasting Economic Time Series697 cited
  • 1967Experience Rating and Credibility438 cited
  • 1979The credibility approach to experience rating62 cited
  • 1981Recursive credibility estimation55 cited
  • 1982Credibility theory for some evolutionary models25 cited

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