Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects

Catalina Bolance, Montserrat Guillen and Jean Pinquet

Insurance: Mathematics and Economics, 2003, vol. 33, issue 2, 273-282

Date: 2003
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Working Paper: Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects (2003)
Working Paper: Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:33:y:2003:i:2:p:273-282

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