Concepedia

Credibility Premium Estimation

Credibility Premium Estimation is a statistical method in actuarial science that determines an optimal weighted average between individual and collective risk experience to produce a more reliable premium rate for insurance contracts.

35

Publications

918

Citations

61

Authors

36

Institutions

Publications per year

2017–2026

3

Parents

Publications

35

The Use of Collateral Data in Credibility Theory: A Hierarchical Model

William S. Jewell · IIASA PURE (International Institute of Applied Systems Analysis) · 1975 · 88 citations · Full text

, , +17

A credibility theory for automobile bonus systems

Ragnar Norberg · Scandinavian Actuarial Journal · 1976 · 77 citations

, , +13

Pair Copula Constructions for Insurance Experience Rating

Peng Shi, Lu Yang · Journal of the American Statistical Association · 2017 · 73 citations · Full text

, , +15

Exponential dispersion models and credibility

Zinoviy Landsman, Udi Makov · Scandinavian Actuarial Journal · 1998 · 50 citations

, , +17

Risk-adjusted credibility premiums using distorted probabilities

Shaun S. Wang, Virginia R. Young · Scandinavian Actuarial Journal · 1998 · 46 citations

, , +16

1–5 of 35

Authors

61

  1. EG
    Emilio Gómez–Déniz

    Universidad de Las Palmas de Gran Canaria, Spain

    4 publications · 81 citations

    4

    h-index

  2. XW
    Xianyi Wu

    East China Normal University, China

    4 publications · 87 citations

    4

    h-index

  3. LP
    Lysa Porth

    University of Manitoba, Canada

    2 publications · 48 citations

    2

    h-index

  4. LW
    Limin Wen

    East China Normal University, China

    2 publications · 50 citations

    2

    h-index

  5. UM
    Udi Makov

    University of Haifa, Israel

    2 publications · 95 citations

    2

    h-index

1–5 of 61

Institutions

36

  1. East China Normal University

    Shanghai, China

    4 h-index

    8 publications

    185 citations

  2. Macquarie University

    Sydney, Australia

    3 h-index

    4 publications

    102 citations

  3. University of Wisconsin–Madison

    Madison, United States

    3 h-index

    4 publications

    139 citations

  4. Universidad de Las Palmas de Gran Canaria

    Las Palmas de Gran Canaria, Spain

    3 h-index

    4 publications

    88 citations

  5. University of Waterloo

    Waterloo, Canada

    3 h-index

    6 publications

    146 citations

  6. Jiangxi Normal University

    Nanchang, China

    3 h-index

    3 publications

    63 citations

  7. Maxwell Institute for Mathematical Sciences

    Edinburgh, United Kingdom

    2 h-index

    2 publications

    22 citations

  8. The University of Melbourne

    Melbourne, Australia

    2 h-index

    4 publications

    51 citations

1–8 of 36

Venues

  1. Astin Bulletin

    9 publications · 135 citations

    9

    h-index

  2. Insurance Mathematics and Economics

    6 publications · 164 citations

    6

    h-index

  3. Scandinavian Actuarial Journal

    4 publications · 183 citations

    4

    h-index

  4. North American Actuarial Journal

    NAAJ · 4 publications · 90 citations

    4

    h-index

  5. Journal of Risk & Insurance

    2 publications · 31 citations

    2

    h-index

1–5