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collective risk model 1credibility ordering 1experience rating 1insurance ratemaking 1monotonicity 1

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stat.AP2026

Can a small additional claim lower the premium? Credibility orders for collective risk models

Jihyun Park, Jieun Kim, Taehan Bae +1

The paper investigates monotonicity in insurance premium calculations for collective risk models, showing that adding a small claim can paradoxically lower premiums and providing c…