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  • A Note on Credibility Using a Varying Parameter Model
    ones. The equation (5) implies that bit = bi0 + ∑t s=1 vit and yit = bi0 + ∑t i=1 vit + ²it. The covariance ... consists of information from I = 5 states in the U.S. during T = 12 quarters, from the third quarter ...

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    • Authors: JUNGSYWAN H SEPANSKI
    • Date: Jan 2003
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House