The credibility premiums for exponential principle

Li, Wen; Wang, Wei; Wang, Jing Long

doi:10.1007/s10114-011-9198-4

Cited by 3 publications

(3 citation statements)

References 10 publications

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“…Penelitian terkait penentuan premi dengan kredibilitas Bühlmann dan Bühlmann-Straub telah banyak dilakukan. Beberapa di antaranya yang dilakukan oleh [5] yang meneliti tentang premi kredibilitas pada data yang berdistribusi eksponen. [6]…”

Section: Pendahuluanunclassified

Model Kredibilitas Bühlmann-Straub untuk Frekuensi Klaim Berdistribusi Binomial Negatif–Lindley

Maulidi

Uswah

Oktavia

et al. 2023

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Salah satu alat yang dapat digunakan untuk penentuan premi berbasis risiko adalah teori kredibilitas. Pendekatan yang dapat digunakan salah satunya adalah dengan pendekatan akurasi terbaik Bühlmann-Straub. Artikel ini mengkaji model kredibilitas Bühlmann-Straub parametrik di mana data frekuensi klaim diasumsikan mengikuti distribusi Binomial Negatif-Lindley (NB-L). Penentuan parameter kredibilitas Bühlmann-Straub ditentukan menggunakan kaidah dasar dalam teori peluang. Dari kajian yang telah dilakukan diperoleh persamaan eksplisit untuk menentukan premi kredibilitas Bühlmann-Straub. Simulasi penerapan model pada data juga diberikan dengan mengasumsikan data mengikuti distribusi NB-L. Parameter distribusi NB-L diduga dengan menggunakan metode momen dan penduga maksimum likelihood. Dari simulasi yang dilakukan diperoleh bahwa data yang digunakan memiliki nilai faktor kredibilitas yang tinggi, sehingga data dapat dianggap sangat baik untuk menduga premi di masa mendatang.

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Section: Pendahuluanunclassified

Model Kredibilitas Bühlmann-Straub untuk Frekuensi Klaim Berdistribusi Binomial Negatif–Lindley

Maulidi

Uswah

Oktavia

et al. 2023

LIMITS

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“…Various changes were proposed, which extended or adjusted the Bühl-mann approach, see [5], [8]- [16]. Most of the new methods were based on modifications of loss function.…”

Section: Introductionmentioning

confidence: 99%

On optimal credibility premiums in multiperiod insurance

Antoniak

Kałuszka

2014

Appl. Math. (Warsaw)

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Abstract. This paper focuses on the problem of an optimal stream of premiums in a multiperiod credibility model. Formulas are derived for given claim history (screening) and individual information unknown for insurance company (signaling) but under the assumption that the coverage period is not fixed because of e.g. lapses, renewals, deaths, total losses etc. It is shown that the derived stream reflects better the corresponding risk than other approaches.

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“…并给出了 Esscher 保费估计的相合性证明。指数保费原理是精算学中最为重要的保费原理之一，是除期望值原理之外满足最多优良性质的保费原理，而且形式上简单。文献 [4] 在平方损失函数下建立了指数保费原理下的信度模型，并多数学者在利用保单组合来预测未来索赔…”

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A generalization Credibility Premium Estimator with Dependent Risk Structure under the Exponential Premium Principle

Zhang¹,

Zhang²

2014

Advances in Intelligent Systems Research

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In classical credibility models, claims are assumed to be independent and identically distributed. In many practical situations, however, claims are not identically distributed. In this paper, we present the assumptions of risk heterogeneous portfolio, the credibility models with dependent risk structure have been built under exponential principle. By means of the orthogonal projection method, the credibility estimator is obtained. The results generalize some well known existing results in credibility theory.

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The credibility premiums for exponential principle

Cited by 3 publications

References 10 publications

Model Kredibilitas Bühlmann-Straub untuk Frekuensi Klaim Berdistribusi Binomial Negatif–Lindley

Model Kredibilitas Bühlmann-Straub untuk Frekuensi Klaim Berdistribusi Binomial Negatif–Lindley

On optimal credibility premiums in multiperiod insurance

A generalization Credibility Premium Estimator with Dependent Risk Structure under the Exponential Premium Principle

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