DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS
DOI10.1017/asb.2018.36zbMath1415.62081OpenAlexW2901140483WikidataQ128903763 ScholiaQ128903763MaRDI QIDQ4629475
Emilio Gómez-Déniz, Alfonso Suárez-Llorens, Miguel A. Sordo, Marta Sánchez-Sánchez
Publication date: 27 March 2019
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2018.36
stochastic orderscredibilityrobust Bayesian analysisclass of priorsdistortion functionspremium calculation principleKolmogorov and Kantorovich metrics
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Cites Work
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