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Credibility formula has been developed in many fields of actuarial sciences.BaseduponPayandeh(2010),thisarticleextendsconceptofcredibility formula to relatively premium of a given rate-making system. Moreprecisely,itcalculatesPayandeh’s(2010)credibilityfactorforzeroinflated Poisson gamma distributions with respect to several loss functions.Acomparisonstudyhasbeengiven.
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This page is a summary of: Credibility premium for rate-making systems, Communication in Statistics- Theory and Methods, September 2016, Taylor & Francis,
DOI: 10.1080/03610926.2014.995823.
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