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Title:Credibility theory and filter theory in discrete and continuous time PDF Logo
Authors:Maier, Ramona
Merz, Michael
Issue Date:2008
Series/Report no.:Tübinger Diskussionsbeitrag 318
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.
Persistent Identifier of the first edition:urn:nbn:de:bsz:21-opus-36102
Document Type:Working Paper
Appears in Collections:Tübinger Diskussionsbeiträge, Universität Tübingen

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