Calendar effect and in-sample forecasting
Year of publication: |
2021
|
---|---|
Authors: | Mammen, Enno ; Martinez Miranda, Maria Dolores ; Nielsen, Jens Perch ; Vogt, Michael |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 96.2021, p. 31-52
|
Subject: | Nonparametric density estimation | Kernel smoothing | Backfitting | Continuous chain ladder | Age-period-cohort model | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Core | Schätztheorie | Estimation theory |
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