Let the exposure period consist of 2 pieces :
Period1 - size A with rate level x =
and =
Period2 - size B with rate level y
Let current level be z and A+B=3D1.
Feldblum=92s formula calculates average historical premium level as xA+yB=
, so =
that the on-level factor is =
z/(xA+yB). =
You calculate separate on-level factors for Period1 (z/x) and for Period2=
(z/y) and =
then average them, getting =
A(z/x)+ B(z/y) =3D z(A/x+B/y)
I know no actuarial interpretation for the weighted average of on-level f=
actors.
Vladimir=