Karimnezhad, Ali; Parsian, Ahmad - In: AStA Advances in Statistical Analysis 98 (2014) 3, pp. 287-303
entropy loss function in insurance and pursue two main goals, namely (i) computing premiums and (ii) predicting a future claim … premium computation, (ii) Bayes and posterior regret gamma minimax prediction of a future claim size under the general entropy …> and derive some optimal rules. In this paper, we motivate utilizing robust Bayes methodology under the asymmetric general …