Application of a Linear Gaussian Space Model and the Kalman Filter to Estimate Logarithmic Monthly Returns of UK General and Life Insurance Companies
Year of publication: |
[2021]
|
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Authors: | Guirguis, Michel |
Publisher: |
[S.l.] : SSRN |
Subject: | Lebensversicherung | Life insurance | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 8, 2021 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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