Credibility Theory and Filter Theory in Discrete and Continuous Time

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dc.contributor.author Maier, Ramona de_DE
dc.contributor.author Merz, Michael de_DE
dc.date.accessioned 2008-11-06 de_DE
dc.date.accessioned 2014-03-18T10:02:55Z
dc.date.available 2008-11-06 de_DE
dc.date.available 2014-03-18T10:02:55Z
dc.date.issued 2008 de_DE
dc.identifier.other 287719200 de_DE
dc.identifier.uri http://nbn-resolving.de/urn:nbn:de:bsz:21-opus-36102 de_DE
dc.identifier.uri http://hdl.handle.net/10900/47596
dc.description.abstract It is well known that credibility theory in discrete time is closely related to the discrete technique of Kalman filtering. In this paper we show the close relationship between credibility theory and filter theory in discrete and continuous time as well as between credibility theory in a discrete and continuous time setting. en
dc.language.iso en de_DE
dc.publisher Universität Tübingen de_DE
dc.rights ubt-podno de_DE
dc.rights.uri http://tobias-lib.uni-tuebingen.de/doku/lic_ohne_pod.php?la=de de_DE
dc.rights.uri http://tobias-lib.uni-tuebingen.de/doku/lic_ohne_pod.php?la=en en
dc.subject.classification Wirtschaft de_DE
dc.subject.ddc 330 de_DE
dc.subject.other Kredibilitätstheorie de_DE
dc.subject.other Credibility theory , filter theory , discrete time , continuous time en
dc.title Credibility Theory and Filter Theory in Discrete and Continuous Time en
dc.type WorkingPaper de_DE
utue.publikation.fachbereich Wirtschaftswissenschaften de_DE
utue.publikation.fakultaet 6 Wirtschafts- und Sozialwissenschaftliche Fakultät de_DE
dcterms.DCMIType Text de_DE
utue.publikation.typ workingPaper de_DE
utue.opus.id 3610 de_DE
utue.opus.portal wiwidisk de_DE
utue.opus.portalzaehlung 318.00000 de_DE
utue.publikation.source Tübinger Diskussionsbeiträge der Wirtschaftswissenschaftlichen Fakultät ; 318 de_DE
utue.publikation.reihenname Tübinger Diskussionsbeitrag de_DE
utue.publikation.zsausgabe 318
utue.publikation.erstkatid 2136475-8

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