The linear growth credibility model

Authors
Citation
E. Kremer,, The linear growth credibility model, Scandinavian actuarial journal , 1984(3), 1984, pp. 143-149
ISSN journal
03461238
Volume
1984
Issue
3
Year of publication
1984
Pages
143 - 149
Database
ACNP
SICI code
Abstract
The investigation of evolutionary models, i.e. models allowing the risk parameter to change in time, has been one of the main topics of research in credibility theory in the last few years. In the present paper a very special (but rather practicable) evolutionary model is defined and recursions for the credibility estimator are stated.