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Sample size determination for credibility estimation

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<dc:creator>Hong, Liang</dc:creator>
<dc:date>2022-12-05</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/183246.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Credibilidad</dc:subject>
<dc:subject xml:lang="es">Análisis de siniestralidad</dc:subject>
<dc:subject xml:lang="es">Métodos de estimación objetiva</dc:subject>
<dc:subject xml:lang="es">Toma de muestras</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Sample size determination for credibility estimation</dc:title>
<dc:relation xml:lang="es">En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 05/12/2022 Tomo 26 Número 4 - 2022 , p. 485-495</dc:relation>
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