DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS (Q4629475): Difference between revisions

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Revision as of 23:22, 18 July 2024

scientific article; zbMATH DE number 7043116
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English
DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS
scientific article; zbMATH DE number 7043116

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    DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS (English)
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    27 March 2019
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    credibility
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    class of priors
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    distortion functions
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    Kolmogorov and Kantorovich metrics
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    premium calculation principle
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    robust Bayesian analysis
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    stochastic orders
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