Calculation of Bayes premium for conditional elliptical risks (Q2447418): Difference between revisions

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Revision as of 21:10, 19 March 2024

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Calculation of Bayes premium for conditional elliptical risks
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    Calculation of Bayes premium for conditional elliptical risks (English)
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    25 April 2014
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    Bayes premium
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    credibility premium
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    elliptically symmetric distribution
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    Stein's lemma
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    Brown identity
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