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Short communication

Credibility in evolutionary models revisited

Pages 95-96 | Received 01 Apr 1995, Published online: 22 Dec 2011

References

  • Gerber , H. U. and Jones , D. A. 1975 . “ Credibility formulas of the updating type ” . In Credibility: Theory & applications , New York : Academic Press .
  • Goodwin , G. C. and Sin , K. S. 1984 . Adaptive filtering, prediction and control , New Jersey : Prentice Hall .
  • Kremer , E. 1982 . Credibility theory for evolutionary models . Scand. Actuarial J. , : 129 – 142 .
  • Kremer , E. 1996 . Credibility for stationarity . Blätter der Deutschen Gesellschaft für Versicherungsmathematik , XXII forthcoming.
  • Sundt , B. 1981 . Recursive credibility estimation . Scand. Actuarial J. , : 3 – 21 .
  • Sundt , B. 1983 . Finite credibility formulae in evolutionary models . Scand. Actuarial J. , : 106 – 116 .
  • Sundt , B. 1988 . Credibility estimators with geometric weights . Insurance: Math. Econ. , : 113 – 122 .

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