Robust Bayesian Credibility Using Semiparametric Models

DOI10.2143/AST.28.2.519065zbMath1162.91445MaRDI QIDQ3632878

Virginia R. Young

Publication date: 15 June 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (8)

Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model ⋮ DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS ⋮ TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE ⋮ Scale Mixtures Distributions in Insurance Applications ⋮ On Bayesian Mixture Credibility ⋮ Families of update rules for non-additive measures: applications in pricing risks. ⋮ Credibility using semiparametric models and a loss function with a constancy penalty ⋮ Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed

Cites Work

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• Allocations of probability
• Prior envelopes based on belief functions
• Non-additive measure and integral
• An overview of robust Bayesian analysis. (With discussion)
• Approximation Theorems of Mathematical Statistics
• Belief functions and statistical inference
• Upper and Lower Probabilities Induced by a Multivalued Mapping

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