Inferring Changes in Expectation Behavior over Time: An Application of Nonlinear Time-Varying-Parameters Estimation

1992 ◽  
Vol 10 (2) ◽  
pp. 169 ◽  
Author(s):  
Jeffrey C. Fuhrer
Keyword(s):  
Parameters Estimation ◽  
Time Varying ◽  
Varying Parameters ◽  
Time Varying Parameters ◽  
Over Time

scholarly journals Credibility Models with Time-Varying Trend Components

1991 ◽  
Vol 21 (1) ◽  
pp. 73-91 ◽  
Author(s):  
Johannes Ledolter ◽  
Stuart Klugman ◽  
Chang-Soo Lee
Keyword(s):  
Automobile Insurance ◽  
Time Varying ◽  
Ample Evidence ◽  
Varying Parameters ◽  
Deterministic Trend ◽  
Time Varying Parameters ◽  
Over Time

AbstractTraditional credibility models have treated the process generating the losses as stable over time, perhaps with a deterministic trend imposed. However, there is ample evidence that these processes are not stable over time. What is required is a method that allows for time-varying parameters in the process, yet still provides the shrinkage needed for sound ratemaking. In this paper we use an automobile insurance example to illustrate how this can be accomplished.

Synchronization of Chaotic Systems with Uncertain Time-Varying Parameters

2015 ◽  
Vol 9 (6) ◽  
pp. 568
Author(s):  
Ahmad Al-Jarrah ◽  
Mohammad Ababneh ◽  
Suleiman Bani Hani ◽  
Khalid Al-Widyan
Keyword(s):  
Chaotic Systems ◽  
Time Varying ◽  
Varying Parameters ◽  
Time Varying Parameters ◽  
Uncertain Time
Sign in / Sign up

Export Citation Format

Share Document