State Space Models and the Kalman-Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing

Author: Chukhrova Nataliya   Johannssen Arne  

Publisher: MDPI

E-ISSN: 2227-9091|5|2|30-30

ISSN: 2227-9091

Source: Risks, Vol.5, Iss.2, 2017-05, pp. : 30-30

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Abstract