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

zbMATH Keywords

stochastic orderscredibilityrobust Bayesian analysisclass of priorsdistortion functionspremium calculation principleKolmogorov and Kantorovich metrics

Mathematics Subject Classification ID

Related Items (4)

Exact credibility reference Bayesian premiums ⋮ Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves ⋮ TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE ⋮ On a new class of multivariate prior distributions: theory and application in reliability

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