This article proposes a framework for determining credibility premiums for multiple coverages in a compound risk model with Tweedie distribution. The framework builds upon previous results on credibility premium and provides an explicit multivariate credibility premium formula that is applicable to the Tweedie family assuming that the unobserved heterogeneity for the multiple coverage have the common correlation. The practical applicability of the proposed framework is evaluated through simulation and empirical analysis using the LGPIF dataset, which includes claims and policy characteristics data for various types of coverages observed over time. The findings suggest that the proposed framework can be useful in ratemaking practice by incorporating a non-trivial dependence structure among the multiple types of claims.

本文提出了一个框架，用于确定具有 Tweedie 分布的复合风险模型中多种承保范围的可信度溢价。该框架建立在先前关于可信度溢价的结果的基础上，并提供了一个明确的多变量可信度溢价公式，该公式适用于 Tweedie 家族，假设多重覆盖的未观察到的异质性具有共同相关性。通过使用 LGPIF 数据集进行模拟和实证分析来评估所提出框架的实际适用性，该数据集包括随时间观察的各种类型承保范围的索赔和保单特征数据。研究结果表明，通过在多种类型的索赔之间纳入重要的依赖结构，所提出的框架可以在费率制定实践中发挥作用。