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Document Details :
Title: Convergence of Bayes and Credibility Premiums
Author(s): SCHMIDT, Klaus D.
Journal: ASTIN Bulletin
Volume: 20 Issue: 2 Date: November 1990
For a risk whose annual claim amounts are conditionally i.i.d, with respect to a risk parameter, it is known that the Bayes and credibility premiums are asymptotically optimal in terms of losses. In the present note it is shown that the Bayes and credibility premiums actually converge to the individual premium.