The object of this paper is to use the E-Bayesian method for estimation of net premium. E-Bayesian estimators and the E-MSE (expected mean square error) formulas of net premium are derived under the scaled squared error loss function when the claim sizes of single risks coming from the exponential distribution. Performances of proposed estimators are investigated using a simulation study on the basis of E-MSE. Finally, aircraft insurance data is analyzed for illustrating the results.
