Deriving robust Bayesian premiums under bands of prior distributions with applications
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Cited in
(5)- Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
- Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
- Testing for random effects in compound risk models via Bregman divergence
- Exact credibility reference Bayesian premiums
- On a new class of multivariate prior distributions: theory and application in reliability
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