Equity and Exact Credibility

ASTIN Bulletin

Volumn 30, Issue 1, 2000, Pages 3-11

  Promislow, S David ^a   Young, Virginia R ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011528305     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.30.1.504623     Document Type: Article

References (10)

1. Bühlmann, H. (1967) Experience rating and credibility, ASTIN Bulletin. 4, 199–207.
2. Bühlmann, H. (1970) Mathematical Models in Risk Theory, Springer-Verlag, New York.
3. Jewell, W.S. (1974a) Credibility is exact Bayesian for exponential families, ASTIN Bulletin. 8, 77–90.
4. Jewell, W.S. (1974b) Regularity conditions for exact credibility, ASTIN Bulletin. 8, 336–341.
5. Klugman, S., Panjer, H., and Willmot, (1998). Loss Models: From Data to Decisions, Wiley, New York.
6. Lehmann, E.L. (1991) Theory of Point Estimation, Wadsworth, Pacific Grove, California.
7. Promislow, S.D. (1987) Measurement of equity, Transactions of the Society of Actuaries. 39, 215–256.
8. Promislow, S.D. (1991) An axiomatic characterization of some measures of unfairness, Journal of Economic Theory. 53, 345–368.
9. Promislow, S.D. and Young, V.R. (1999) Equity and credibility, Scandinavian Actuarial Journal, to appear.
10. Venter, G. (1990) Credibility, Foundations of Casualty Actuarial Science, Casualty Actuarial Society, New York.