Abstract
Different approximation methods to find a full credibility level in limited fluctuation credibility are studied, and it is concluded that, in most cases, there is no significant difference between the various results. Since Venter [9] presented an opposite conclusion, it is emphasized that his approach to the problem is different and that the formula he derives should be used only in his given
context.
Volume
LXXXIV
Page
533-552
Year
1997
Categories
Financial and Statistical Methods
Credibility
Publications
Proceedings of the Casualty Actuarial Society
