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Eberhard Karls Universität Tübingen >
Wirtschaftswissenschaftliche Fakultät, Universität Tübingen >
Tübinger Diskussionsbeiträge, Universität Tübingen >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/40307
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Maier, Ramona | | en_US |
| dc.contributor.author | | Merz, Michael | | en_US |
| dc.date.accessioned | | 2009-05-29 | | en_US |
| dc.date.accessioned | | 2010-09-24T14:42:18Z | | - |
| dc.date.available | | 2010-09-24T14:42:18Z | | - |
| dc.date.issued | | 2008 | | en_US |
| dc.identifier.pi | | urn:nbn:de:bsz:21-opus-36102 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/40307 | | - |
| 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_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Univ., Wirtschaftswiss. Fak. Tübingen | | en_US |
| dc.relation.ispartofseries | | Tübinger Diskussionsbeitrag 318 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.stw | | Schätztheorie | | en_US |
| dc.subject.stw | | Zustandsraummodell | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | Credibility theory and filter theory in discrete and continuous time | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 600762688 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | Tübinger Diskussionsbeiträge, Universität Tübingen
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