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Ausgleichsrechnungen mit Gauß Markow Modellen am Beispiel eines fiktiven Stornobestandes

Author

Listed:
  • Heep-Altiner, Maria
  • Münchow, Philipp
  • Scuzzarello, Vanessa

Abstract

Die lineare Regression ist das bekannteste Verfahren zur Fehlerausgleichung, welches relativ einfach umgesetzt werden kann. Verallgemeinerte lineare Modelle sind eine zweckmäßige Erweiterung dieses Verfahrens, können aber aufgrund ihrer hohen Komplexität i. d. R. nur mit spezieller Software gerechnet werden. Aus diesem Grund wird in dieser Arbeit anhand eines fiktiven Storno-bestandes illustriert, wie man Ausgleichsrechnungen auch mit Hilfe von Gauß Markow Modellen durchführen kann, die mittels EXCEL und Visual Basic ebenfalls noch vergleichsweise einfach umsetzbar sind.

Suggested Citation

  • Heep-Altiner, Maria & Münchow, Philipp & Scuzzarello, Vanessa, 2014. "Ausgleichsrechnungen mit Gauß Markow Modellen am Beispiel eines fiktiven Stornobestandes," Forschung am ivwKöln 8/2014, Technische Hochschule Köln – University of Applied Sciences, Institute for Insurance Studies.
    • Handle: RePEc:zbw:thkivw:82014
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