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Document Details :
Title: Equity and Exact Credibility
Author(s): PROMISLOW, D. , YOUNG, V.R.
Journal: ASTIN Bulletin
Volume: 30 Issue: 1 Date: May 2000
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.