next article in this issue  |
|
Document Details : Title: Equity and Exact Credibility Author(s): PROMISLOW, D. , YOUNG, V.R. Journal: ASTIN Bulletin Volume: 30 Issue: 1 Date: May 2000 Pages: 3-12 DOI: 10.2143/AST.30.1.504623 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. |
