The linear growth credibility model |
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| Authors: | E. Kremer |
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| Affiliation: | Institut für Mathematische Stochastik , Universit?t Hamburg , Bundesstra?e 55, 2000 , Hamburg 13 , West-Germany |
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| Abstract: | 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. |
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