Abstract
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.
Volume
30:1
Page
3-11
Year
2000
Categories
Financial and Statistical Methods
Credibility
Publications
ASTIN Bulletin
