Measuring Bayesian sensitivity in the compound Poisson process

DOI10.1007/S11749-025-00970-0MaRDI QIDQ6925506zbMATH OpenFDO

Authors Fabrizio Ruggeri, Marta Sánchez-Sánchez, Alfonso Suárez-Llorens

Publication date 25 September 2025

Published in Test (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11749-025-00970-0

zbMATH Keywords

bonus-malus systemcompound Poisson processpremium calculation principlerobust Bayesian analysisstochastic ordersweighted densities

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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