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

C. Bolancé, Montserrat Guillen and Jean Pinquet

No 2002-18, Thema Working Papers from THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS

Date: 2002
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Related works:
Journal Article: 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 (2003)
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