Predictive stop-loss premiums and Student's \(t\)-distribution
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Publication:1902632
DOI10.1016/0167-6687(95)00004-CzbMath0837.62086MaRDI QIDQ1902632
Publication date: 20 May 1996
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
mixture; simulations; normal approximation; Student's \(t\)-distribution; normal prior; Bayesian stop-loss prediction model; Bower's distribution; conditional measure of safeness; gamma conjugate prior
62P05: Applications of statistics to actuarial sciences and financial mathematics
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