Credibility premium for rate-making systems

Amir T. Payandeh Najafabadi, Fatemeh Atatalab and Maryam Omidi Najafabadi

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 1, 415-426

Abstract: Credibility formula has been developed in many fields of actuarial sciences. Based upon Payandeh (2010), this article extends concept of credibility formula to relatively premium of a given rate-making system. More precisely, it calculates Payandeh’s (2010) credibility factor for zero-inflated Poisson gamma distributions with respect to several loss functions. A comparison study has been given.

Date: 2017
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DOI: 10.1080/03610926.2014.995823

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