방법 비교

	신용 이론	파산 이론
분야	보험계리학	보험계리학
계열	Regression model	Regression model
기원 연도	1967	2010
창시자	Hans Bühlmann	Filip Lundberg; Harald Cramér
유형	Weighted linear blend of individual and collective experience	Stochastic risk process model
원전	Bühlmann, H. (1967). Experience rating and credibility. ASTIN Bulletin, 4(3), 199–207.	Asmussen, S., & Albrecher, H. (2010). Ruin Probabilities (2nd ed.). World Scientific. ISBN: 978-981-4282-52-9
별칭	Bühlmann Credibility, Experience Rating, Linear Credibility Estimator, Güvenilirlik Teorisi	Collective Risk Theory, Cramér-Lundberg Theory, Probability of Ruin Analysis, Hasar Süreci Çöküş Teorisi
관련	3	3
요약	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.	Ruin Theory models the stochastic surplus process of an insurance company to quantify the probability that accumulated losses eventually exceed available capital. Introduced by Filip Lundberg in his 1903 doctoral thesis and rigorously unified by Harald Cramér in 1930, the classical Cramér-Lundberg model assumes premiums arrive at a constant rate, claims follow a compound Poisson process, and individual claim sizes are independent and identically distributed. It remains the foundational framework of collective risk theory in actuarial science.