Abstract The credibility premiums based on the quantile and trimming under the exponential premium principle are discussed, respectively. Thus the credibility estimates of the future claim under the single contract and multi contracts are obtained, and the corresponding credibility premiums are derived, which generalizes the classical credibility theory.
ZHAO Zhen, WU Li-jun. Credibility theory of the exponential premium principle based on quantile and trimming. Applied Mathematics A Journal of Chinese Universities, 2015, 30(3): 340-346.
