Some Bayesian credibility premiums obtained by using posterior regret \(\Gamma\)-minimax methodology (Q5962440)

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scientific article; zbMATH DE number 6541220
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Some Bayesian credibility premiums obtained by using posterior regret \(\Gamma\)-minimax methodology
scientific article; zbMATH DE number 6541220

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    Some Bayesian credibility premiums obtained by using posterior regret \(\Gamma\)-minimax methodology (English)
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    12 February 2016
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    classes of distributions
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    credibility
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    minimax
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    premium
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    posterior regret
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    robustness
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