Collective risk model: Poisson–Lindley and exponential distributions for Bayes premium and operational risk
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Publication:3019827
DOI10.1080/00949650903486609zbMath1221.62013MaRDI QIDQ3019827
Agustín Hernández-Bastida, Emilio Gómez-Déniz, 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
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Uses Software
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