摘要：In credibility theory, the premium charged to a policyholder is computed on the basis of his past claims and the accumulated past claims of the corresponding portfolio of p olicyholders. In order to obtain an appropriate expression for this quantity, di.erent approaches within Bayesian statistical decision theory, such as empirical Bayes, gamma– minimax and posterior regret gamma–minimax estimation have b een proposed in the actuarial literature. This paper introduces a new parametric family of Bayesian estima- tors into the methodology of premium calculation principles. This is achieved by using a general class of 0–1 loss function when the natural exponential family of distribution is used. Consequently, new credibility expressions are obtained.
关键词：Bayesian ; Credibility ; Natural Exponential Family ; Loss Function
