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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 Pages: 167-172 DOI: 10.2143/AST.20.2.2005439 Abstract : 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. |
