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Search: subject:"recursive calculation"
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recursive calculation
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Cointegration
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chain ladder
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Ahmed, Mostafa Abdelghany
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INFORMS journal on computing : JOC
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1
Recursive
calculation
model for a special multivariate normal probability of first-order stationary sequence
Xie, Jietao
;
Wu, Juan
- In:
INFORMS journal on computing : JOC
32
(
2020
)
1
,
pp. 164-171
Persistent link: https://www.econbiz.de/10012183002
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2
The prediction error of the chain ladder method (with application to real data)
Zohry, Afaf Antar
;
Ahmed, Mostafa Abdelghany
- In:
International journal of economics and finance
12
(
2020
)
12
,
pp. 14-24
Persistent link: https://www.econbiz.de/10012426693
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3
The first difference property of the present value operator
Buser, Stephen Aubrey
;
Jensen, Bjarne Astrup
- In:
The quarterly journal of finance
7
(
2017
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011774155
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