Calculation of Bayes premium for conditional elliptical risks (Q2447418)
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scientific article; zbMATH DE number 6288463
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Calculation of Bayes premium for conditional elliptical risks |
scientific article; zbMATH DE number 6288463 |
Statements
Calculation of Bayes premium for conditional elliptical risks (English)
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25 April 2014
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Bayes premium
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credibility premium
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elliptically symmetric distribution
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Stein's lemma
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Brown identity
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0.7361125946044922
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0.7303327322006226
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0.7298060059547424
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0.7272638082504272
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0.7235850095748901
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