A linear filtering theory approach to recursive credibility estimation
By: Ben Zehnwirth.
Series: Research paper ;; no. 274; Research paper (Macquarie University. School of Economic and Financial Studies) ;; no. 274.
Publisher: Macquarie University, School of Economic and Financial Studies
Published: 1983
Place of publication: [North Ryde, Australia]
Language: eng
Number of pages: 27
Subjects: System analysis.; Estimation theory.; Kalman filtering.
Notes: Bibliography: p. 27.
"April 1983."