The name is self type annotation. It is explained in §5.1 (Templates) of the Scala Language Specification, as follows:
The sequence of template statements may be prefixed with a formal parameter definition and an arrow, e.g. x =>, or x:T =>. If a formal parameter is given, it can be used as an alias for the reference this throughout the body of the template. If the formal parameter comes with a type T, this definition affects the self type S of the underlying class or object as follows: Let C be the type of the class or trait or object defining the template. If a type T is given for the formal self parameter, S is the greatest lower bound of T and C. If no type T is given, S is just C. Inside the template, the type of this is assumed to be S.
The self type of a class or object must conform to the self types of all classes which are inherited by the template t.
A second form of self type annotation reads just this: S =>. It prescribes the type S for this without introducing an alias name for it.