Equity and Exact Credibility

S. David Promislow and Virginia R. Young

ASTIN Bulletin, 2000, vol. 30, issue 1, 3-11

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.

Date: 2000
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