On the independence between risk profiles in the compound collective risk actuarial model

DOI10.1016/j.matcom.2012.01.003zbMath1306.91082MaRDI QIDQ449658

M. Martel-Escobar, Francisco José Vázquez Polo, Agustín Hernández-Bastida

Publication date: 31 August 2012

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2012.01.003

zbMATH Keywords

Bayesian analysis; Poisson-Lindley distribution; Bayes premium; Farlie-Gumbel-Morgenstern distributions; risk profile dependence

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F15: Bayesian inference

60E05: Probability distributions: general theory

Related Items

A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model

Uses Software

• QRM

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