Deriving robust Bayesian premiums under bands of prior distributions with applications (Q4629475)

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scientific article; zbMATH DE number 7043116
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    Deriving robust Bayesian premiums under bands of prior distributions with applications
    scientific article; zbMATH DE number 7043116

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      DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS (English)
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      27 March 2019
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      credibility
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      class of priors
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      distortion functions
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      Kolmogorov and Kantorovich metrics
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      premium calculation principle
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      robust Bayesian analysis
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      stochastic orders
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