Pan, Maolin; Wang, Rongming; Wu, Xianyi - In: Insurance: Mathematics and Economics 42 (2008) 1, pp. 119-126
In this paper, we investigate the problems of convergence of experience-based ratemakings regarding the Esscher principle. In addition to the Bayes and the classical credibility premiums, we suggest a new credibility formula for the Esscher premium. Then we show the convergence of the Bayes and...