Robust Bayesian Experience Rating

DOI10.2143/AST.34.1.504959zbMath1092.62114OpenAlexW4233559184MaRDI QIDQ4661701

René Schnieper

Publication date: 30 March 2005

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

Full work available at URL: https://doi.org/10.2143/ast.34.1.504959

zbMATH Keywords

Markov chain Monte CarloBayesian statisticscredibilityexperience ratingrobust Bayesian statisticsrobust credibility

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS

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