Sample size determination for credibility estimation
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Tag | 1 | 2 | Value |
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LDR | 00000cab a2200000 4500 | ||
001 | MAP20230012437 | ||
003 | MAP | ||
005 | 20231214134308.0 | ||
008 | 230613e20221205usa|||p |0|||b|eng d | ||
040 | $aMAP$bspa$dMAP | ||
084 | $a6 | ||
100 | $0MAPA20150005984$aHong, Liang | ||
245 | 1 | 0 | $aSample size determination for credibility estimation$cLiang Hong |
520 | $aThe credibility estimator has been successfully and widely applied by practitioners in the insurance industry for decades. However, an important issue remains unresolved: What sample size should the actuary choose when he or she applies the credibility estimator? In particular, is the size of a given claims dataset large enough for the credibility estimator to be accurate? This article aims to address this issue by first suggesting a sample size criterion for the credibility estimator and then proposing a sample size based on that. The proposed sample size is easy to apply, and it guarantees provable accuracy for credibility estimation | ||
650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
650 | 4 | $0MAPA20080663520$aCredibilidad | |
650 | 4 | $0MAPA20080618919$aAnálisis de siniestralidad | |
650 | 4 | $0MAPA20080625894$aMétodos de estimación objetiva | |
650 | 4 | $0MAPA20100047453$aToma de muestras | |
773 | 0 | $wMAP20077000239$g05/12/2022 Tomo 26 Número 4 - 2022 , p. 485-495$x1092-0277$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997- | |
856 | 0 | 0 | $yMÁS INFORMACIÓN$u mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |