Centro de Documentacion de Fundación MAPFRE - Sample size determination for credibility estimation

MAP20230012437

Sample size determination for credibility estimation / Liang Hong

Sumario: The 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

En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 05/12/2022 Tomo 26 Número 4 - 2022 , p. 485-495

1. Cálculo actuarial . 2. Credibilidad . 3. Análisis de siniestralidad . 4. Métodos de estimación objetiva . 5. Toma de muestras . I. Título.