Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction

DOI10.1007/S10182-013-0222-0zbMath1443.62356OpenAlexW2064193840MaRDI QIDQ1621675

Ali Karimnezhad, Ahmad Parsian

Publication date: 9 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-013-0222-0

zbMATH Keywords

Bayesian analysisrobust Bayesian analysiscredibility premiumgeneral entropy lossprequential analysis

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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