Use the result for a transparent first-pass actuarial calculation when the probability, interest, exposure, and timing assumptions are already defined on a consistent basis.

Exposure units

Total exposure weight of the experience data.

Process variance

Expected variance of observations around their risk's own mean.

Variance of hypothetical means

Variance of the means across risks.

Weight experience against the prior mean using the Buhlmann-Straub credibility factor from total exposure and the variance components. The tool evaluates the supplied inputs together and returns the named outputs below; it does not infer omitted operating conditions or change the units shown.^[1]

Credibility factor

Weight applied to the observed experience.

• Actuarial results are conditional on the supplied mortality, survival, loss, interest, or development assumptions. They are not a premium opinion, reserve certification, or substitute for experience analysis and regulatory judgment.
• Use finite inputs in the displayed units and preserve more precision than the final presentation requires. Independently verify safety-critical, financial, compliance, or production decisions.

Compare the result with a second reserving, credibility, or life-contingency method and test how it changes under plausible assumption ranges. Retain the basis and valuation date with the result.

• Limited-Fluctuation Credibility Factor Calculator

  Assign partial credibility to experience with the square root rule relative to the full credibility claim count.

• Compound Poisson Total Variance Calculator

  Calculate the variance of aggregate claims for a compound Poisson model as the claim frequency times the second moment of severity.

• Experience Modification Factor Calculator

  Calculate a workers' compensation experience modification factor using primary losses, weighted excess losses, expected losses, and a ballast value.