Pure robust versus robust portfolio unbiased-Credibility and asymptotic optimality

► We combine robust statistics with empirical linear Bayes estimation. ► We derive asymptotic optimality for the robust Bühlmann's classical model. ► We derive asymptotic optimality for the robust Hachemeister's model. ► We apply two different alternatives for bias treatment of robust credibility estimation. ► We suggest premium's credible ratemaking.