Calendar effect and in-sample forecasting
Enno Mammen, María Dolores Martínez-Miranda, Jens Perch Nielsen, Michael Vogt
| 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 | Schätztheorie | Estimation theory | Core |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012482744