Mixtures of conjugate prior distributions and large deviations for level crossing probabilities
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Publication:3580558
zbMATH Open1192.62086MaRDI QIDQ3580558FDOQ3580558
Authors: Claudio Macci, Lea Petrella 
Publication date: 13 August 2010
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Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10)
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- Risk processes with shot noise Cox claim number process and reserve dependent premium rate
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- Extension of some large deviation results for posterior distributions
- Large deviations for estimators of unknown probabilities, with applications in risk theory
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