Early warning
- 1 July 1987
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1987 (3-4) , 128-156
- https://doi.org/10.1080/03461238.1987.10413824
Abstract
The paper describes the development of an integrated system for short-term forecasting in general insurance. The Kalman filter is used in forecasting. We discuss the choice of appropriate models, prediction techniques and parameter identification. A numerical example is given.Keywords
This publication has 1 reference indexed in Scilit:
- Linear Filtering and Recursive Credibility EstimationASTIN Bulletin, 1985