This article deals with a fully Bayesian approach to describe the cyclical behaviour of a univariate time series. A damped sine wave where both the period and the damping factor are time varying is assumed as the underlying mathematical model for the cyclical component. The model is applied to two r
โฆ LIBER โฆ
A stochastic approach to insurance cycles
โ Scribed by M.J. Goovaerts; F. De Vylder; R. Kaas
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 847 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
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