Credibility theory for some evolutionary models
- 1 July 1982
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1982 (3-4) , 129-142
- https://doi.org/10.1080/03461238.1982.10405260
Abstract
In this paper general recursion formulas for linear credibility estimators are presented for a class of evolutionary models. The results are derived by applying the well developed theory of prediction in stationary time series. The paper is mainly of theoretical interest, since most results are of an asymptotic nature.Keywords
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