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Sample size determination for credibility estimation

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003  MAP
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008  230613e20221205usa|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
100  ‎$0‎MAPA20150005984‎$a‎Hong, Liang
24510‎$a‎Sample size determination for credibility estimation‎$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
7730 ‎$w‎MAP20077000239‎$g‎05/12/2022 Tomo 26 Número 4 - 2022 , p. 485-495‎$x‎1092-0277‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-
85600‎$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