Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
Year of publication: |
2014
|
---|---|
Authors: | Karimnezhad, Ali ; Parsian, Ahmad |
Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 98.2014, 3, p. 287-303
|
Publisher: |
Springer |
Subject: | Bayesian analysis | Credibility premium | General entropy loss | Prequential analysis | Robust Bayesian analysis |
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