Collective risk model: Poisson–Lindley and exponential distributions for Bayes premium and operational risk
From MaRDI portal
Publication:3019827
DOI10.1080/00949650903486609zbMath1221.62013MaRDI QIDQ3019827
Emilio Gómez-Déniz, Agustín Hernández-Bastida, M. P. Fernández-Sánchez
Publication date: 29 July 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650903486609
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F15: Bayesian inference
62C10: Bayesian problems; characterization of Bayes procedures
Related Items
Bayesian modelling of health insurance losses, A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model, Adding a parameter to the exponential and Weibull distributions with applications, The Log-Lindley distribution as an alternative to the beta regression model with applications in insurance, A new R package for actuarial survival models, Optimal lot disposition from Poisson-Lindley count data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On modeling count data: a comparison of some well-known discrete distributions
- Zero-truncated Poisson-Lindley distribution and its application
- Statistical decision theory and Bayesian analysis. 2nd ed
- Decision theoretic foundations of credibility theory
- Bayesian models in actuarial mathematics
- A note on experience rating, reinsurance and premium principles
- A mixed bivariate distribution with exponential and geometric marginals
- Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
- Mixed Poisson Distributions
- Compound mixed Poisson distributions I
- Compound Mixed Poisson Distributions II
- Estimation methods for the discrete Poisson–Lindley distribution
- Solvency
