Equity and Exact Credibility
نویسندگان
چکیده
منابع مشابه
Equity and Exact Credibility
We consider an alternative to the usual credibility premium that arises from squared-error loss, namely, a so-called equitable credibility premium (Promislow and Young, 1999). We derive formulas for the credibility weight in certain cases and give sufficient conditions for exact credibility.
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 2000
ISSN: 0515-0361,1783-1350
DOI: 10.2143/ast.30.1.504623