A logistic credibility model with data-driven temporal decay restores calibration slope to 1.00 and reduces exposure-weighted error by 38% versus standard Bühlmann-Straub on US commercial auto held-out data.
Hans Bühlmann and Erwin Straub
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Logistic Credibility with Temporal Decay: Extending B\"uhlmann--Straub for Commercial Lines
A logistic credibility model with data-driven temporal decay restores calibration slope to 1.00 and reduces exposure-weighted error by 38% versus standard Bühlmann-Straub on US commercial auto held-out data.