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Credibility Theory/Evidence
Method evidence record

Credibility Theory

Credibility Theory is an actuarial framework for estimating the pure premium of an individual risk by blending its own observed loss experience with the collective (portfolio) mean. Introduced by Hans Bühlmann in 1967, the method derives the optimal linear combination—the credibility-weighted premium—that minimises mean squared error. It extends classical experience rating to a rigorous statistical footing rooted in Bayesian and linear estimation principles.

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Actuarial Credibility Theory (Bühlmann)
Taxonomic method record · regression-model / actuarial-science
  • Bühlmann, H. (1967). Experience rating and credibility. ASTIN Bulletin, 4(3), 199–207. · DOI 10.1017/S0515036100008989
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Related methods

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See alsoBayesian Hierarchical Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketBonus-Malus Systemmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketLoss Distribution Modelmachine-suggested · Relational suggestion, not evidence.

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Sources

1 recorded citation, copied from the method source record.

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