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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Bauwens, Luc"
~person:"Francq, Christian"
~person:"Koop, Gary"
~person:"Shi, Yanlin"
~subject:"ARCH model"
~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
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Deutschland
Forecasting model
ARCH model
Estimation theory
Approximate restricted or residual maximum likelihood (approximate REML)
1
Chain-ladder technique
1
Double Poisson distribution
1
Incurred but not reported (IBNR) claims
1
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Over-dispersed Poisson model
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Bauwens, Luc
Francq, Christian
Koop, Gary
Shi, Yanlin
Guillou, Armelle
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Peng, Liang
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Pitselis, Georgios
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Taylor, Greg
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Zhang, Zhimin
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Gao, Guangyuan
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Genest, Christian
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Qin, Jing
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Insurance / Mathematics & economics
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18
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Bayesian methods applied to time series data
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Dispersion modelling of outstanding claims with double Poisson regression models
Gao, Guangyuan
;
Meng, Shengwang
;
Shi, Yanlin
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 572-586
Persistent link: https://www.econbiz.de/10012793953
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