Exact credibility reference Bayesian premiums
Year of publication: |
2022
|
---|---|
Authors: | Gómez-Déniz, Emilio ; Vázquez-Polo, Francisco José |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 105.2022, p. 128-143
|
Subject: | Bayesian | Credibility | Premium | Reference decision | Robustness | Theorie | Theory | Bayes-Statistik | Bayesian inference | Glaubwürdigkeit | Robustes Verfahren | Robust statistics | Risikoprämie | Risk premium |
-
Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
Hong, Liang, (2020)
-
Anderson, Ewan W., (2021)
-
Monetary policy in an uncertain world : probability models and the design of robust monetary rules
Levine, Paul, (2012)
- More ...
-
On modelling insurance data by using a generalized lognormal distribution
García, Victoriano J., (2014)
-
El modelo de Borel-Tanner como distribución primaria en modelos de riesgo colectivo
Gómez-Déniz, Emilio, (2013)
-
Una distribución de Borel-Tanner modificada y aplicaciones
Gómez-Déniz, Emilio, (2013)
- More ...