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source:"econis"
~person:"Cipra, Tomáš"
~subject:"Stochastischer Prozess"
~type:"article"
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Stochastischer Prozess
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Cipra, Tomáš
Phillips, Peter C. B.
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Tauchen, George Eugene
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Chan, Joshua
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McAleer, Michael
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Benth, Fred Espen
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Gil-Alaña, Luis A.
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Yu, Jun
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Asai, Manabu
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Li, Jia
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Cross, Jamie
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Park, Joon Y.
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Kim, Donggyu
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Nonejad, Nima
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Chambers, Marcus J.
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ASTIN bulletin : the journal of the International Actuarial Association
2
Journal of risk
1
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ECONIS (ZBW)
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Applying state space models to stochastic claims reserving
Hendrych, Radek
;
Cipra, Tomáš
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 267-301
Persistent link: https://www.econbiz.de/10012437283
Saved in:
2
Applying state space models to stochastic claims reserving
Hendrych, Radek
;
Cipra, Tomáš
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 267-301
Persistent link: https://www.econbiz.de/10012437284
Saved in:
3
Recursive estimation of the exponentially weighted moving average model
Hendrych, Radek
;
Cipra, Tomáš
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012117479
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