Ordinary and Markov-switching autoregressive models for firm-level underwriting data
Year of publication: |
2019
|
---|---|
Authors: | Feng, Frank Y. ; Powers, Michael R. |
Published in: |
Asia-Pacific journal of risk and insurance : APJRI. - Berlin : De Gruyter, ISSN 2153-3792, ZDB-ID 2541118-4. - Vol. 13.2019, 2, p. 1-16
|
Subject: | autoregressive process | cycles | Markov switching | regimes | underwriting profitability | Autokorrelation | Autocorrelation | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | VAR-Modell | VAR model | Theorie | Theory | Schätzung | Estimation |
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