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An observation-driven state-space model for claims size modelling
Jae Youn Ahn
, Himchan Jeong
, Mario V. Wüthrich
Department of Statistics
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peer-review
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Mathematics
Space Model
100%
Variance
12%
Kalman Filtering
12%
Count Data
12%
Actual Observation
12%
Economics, Econometrics and Finance
State Space Model
100%
Count Data
11%
Earth and Planetary Sciences
Kalman Filter
100%
Social Sciences
Kalman Filter
12%
Computer Science
Typical Example
10%