Finite credibility formulae in evolutionary models
- 1 April 1983
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1983 (2) , 106-116
- https://doi.org/10.1080/03461238.1983.10408696
Abstract
In the present paper we present a recursive procedure for updating of credibility estimators for a class of evolutionary models incorporating the class studied by Kremer (1982). Differing from Kremer's procedures the present procedures are based on observations from only a finite past. In the last section the procedure is compared to an approach based on the Kalman filter.Keywords
This publication has 1 reference indexed in Scilit:
- Experience Rating and CredibilityASTIN Bulletin, 1967