Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/40307 
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dc.contributor.authorMaier, Ramonaen
dc.contributor.authorMerz, Michaelen
dc.date.accessioned2009-05-29-
dc.date.accessioned2010-09-24T14:42:18Z-
dc.date.available2010-09-24T14:42:18Z-
dc.date.issued2008-
dc.identifier.piurn:nbn:de:bsz:21-opus-36102en
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
dc.language.isoengen
dc.publisher|aEberhard Karls Universität Tübingen, Wirtschaftswissenschaftliche Fakultät |cTübingenen
dc.relation.ispartofseries|aTübinger Diskussionsbeiträge |x318en
dc.subject.ddc330en
dc.subject.stwSchätztheorieen
dc.subject.stwZustandsraummodellen
dc.subject.stwTheorieen
dc.titleCredibility theory and filter theory in discrete and continuous time-
dc.typeWorking Paperen
dc.identifier.ppn600762688en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:tuedps:318en

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