Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/40307
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dc.contributor.authorMaier, Ramonaen_US
dc.contributor.authorMerz, Michaelen_US
dc.date.accessioned2009-05-29en_US
dc.date.accessioned2010-09-24T14:42:18Z-
dc.date.available2010-09-24T14:42:18Z-
dc.date.issued2008en_US
dc.identifier.piurn:nbn:de:bsz:21-opus-36102en_US
dc.identifier.urihttp://hdl.handle.net/10419/40307-
dc.description.abstractIt 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_US
dc.language.isoengen_US
dc.publisher|aUniv., Wirtschaftswiss. Fak. |cTübingenen_US
dc.relation.ispartofseries|aTübinger Diskussionsbeitrag |x318en_US
dc.subject.ddc330en_US
dc.subject.stwSchätztheorieen_US
dc.subject.stwZustandsraummodellen_US
dc.subject.stwTheorieen_US
dc.titleCredibility theory and filter theory in discrete and continuous timeen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn600762688en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:tuedps:318-

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