The credibility estimator has been successfully and widely applied by practitioners in the insurance industry for … credibility estimator? In particular, is the size of a given claims data set large enough for the credibility estimator to be … accurate? This paper aims to address this issue by first suggesting a sample size criterion for the credibility estimator and …

ameliorates this power versus credibility predicament - preserving most of the power of in-sample testing (by utilizing all of the … sample data in the test), while also retaining most of the credibility of post-sample testing (by always basing model …