Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model
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Publication:4780928
DOI10.1080/03461230110106246zbMATH Open1007.91026OpenAlexW2011417058MaRDI QIDQ4780928FDOQ4780928
Authors: Emilio Gómez-Déniz, A. Hernández-Bastida, F. J. Vázquez-Polo 
Publication date: 21 November 2002
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230110106246
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Cites Work
- Statistical decision theory and Bayesian analysis. 2nd ed
- An overview of robust Bayesian analysis. (With discussion)
- Decision theoretic foundations of credibility theory
- Robust Bayesian analysis: sensitivity to the prior
- Ranges of posterior measures for priors with unimodal contaminations
- Title not available (Why is that?)
- Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
- Bayesian Forecasting for Accident Proneness Evaluation
- A gamma-minimax result in credibility theory
- Loss robustness via Fisher-weighted squared-error loss function
- On the robustness of premium principles
- Robust Bayesian Credibility Using Semiparametric Models
Cited In (8)
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- Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model
- Testing for random effects in compound risk models via Bregman divergence
- Collective risk model based on the contaminated gamma distribution and its application to risk classification
- Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
- Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach
- The posterior ratemaking of premium in binary Bayesian collective risk model
- On bounds for ratios of posterior expectations under asymmetric loss functions
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