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COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING
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- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 2 / May 2018
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- 18 December 2017, pp. 749-777
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- May 2018
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6 - Compound autoregressive processes and defaultable bond pricing
- from Part II - New techniques
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- Developments in Macro-Finance Yield Curve Modelling
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- 05 February 2014
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- 06 February 2014, pp 141-168
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Exogenous and Endogenous Sampling
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- Econometric Theory / Volume 8 / Issue 3 / September 1992
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- 18 October 2010, pp. 427-428
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Mutual Independence of F Test Statistics
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- Econometric Theory / Volume 2 / Issue 1 / April 1986
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- 18 October 2010, p. 156
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A Reappraisal of Misspecified Econometric Models
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- Econometric Theory / Volume 12 / Issue 4 / October 1996
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- 11 February 2009, pp. 597-619
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Testing, Encompassing, and Simulating Dynamic Econometric Models
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- Econometric Theory / Volume 11 / Issue 2 / February 1995
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- 11 February 2009, pp. 195-228
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Mutual Independence off Test Statistics–Solution
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- Econometric Theory / Volume 3 / Issue 3 / June 1987
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- 11 February 2009, p. 464
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Exogenous and Endogenous Sampling
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- Econometric Theory / Volume 7 / Issue 3 / September 1991
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- 11 February 2009, p. 417
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Part I - Traditional Methods
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- Time Series and Dynamic Models
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- 30 January 2010
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- 13 January 1996, pp 17-18
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Chapter 2 - Linear Regression for Seasonal Adjustment
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- Time Series and Dynamic Models
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- 30 January 2010
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- 13 January 1996, pp 19-48
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Index
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- Time Series and Dynamic Models
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- 13 January 1996, pp 665-668
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Part III - Time-series Econometrics: Stationary and Nonstationary Models
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- Time Series and Dynamic Models
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- 30 January 2010
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- 13 January 1996, pp 353-354
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Chapter 10 - Causality, Exogeneity, and Shocks
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- Time Series and Dynamic Models
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- 13 January 1996, pp 355-409
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Chapter 8 - Time-series Representations
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- 13 January 1996, pp 250-301
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Preface
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- Time Series and Dynamic Models
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- 13 January 1996, pp xiii-xvi
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Time Series and Dynamic Models
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- 30 January 2010
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- 13 January 1996
Chapter 9 - Estimation and Testing (Stationary Case)
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- Time Series and Dynamic Models
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- 13 January 1996, pp 302-352
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Frontmatter
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- Time Series and Dynamic Models
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Chapter 15 - State-space Models and the Kalman Filter
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- Time Series and Dynamic Models
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- 13 January 1996, pp 575-600
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Contents
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- Time Series and Dynamic Models
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- 13 January 1996, pp vii-xi
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