Subjective risk measures: Bayesian predictive scenarios analysis
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Publication:1962825
DOI10.1016/S0167-6687(99)00031-1zbMath0954.62125OpenAlexW2071673347MaRDI QIDQ1962825
Publication date: 29 January 2001
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00031-1
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)
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Uses Software
Cites Work
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- Axiomatic characterization of insurance prices
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- Risk-adjusted credibility premiums using distorted probabilities
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