Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model
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Publication:4780928
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Cites work
- scientific article; zbMATH DE number 1128584 (Why is no real title available?)
- A gamma-minimax result in credibility theory
- An overview of robust Bayesian analysis. (With discussion)
- Bayesian Forecasting for Accident Proneness Evaluation
- Decision theoretic foundations of credibility theory
- Loss robustness via Fisher-weighted squared-error loss function
- On the robustness of premium principles
- Ranges of posterior measures for priors with unimodal contaminations
- Robust Bayesian Credibility Using Semiparametric Models
- Robust Bayesian analysis: sensitivity to the prior
- Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
- Statistical decision theory and Bayesian analysis. 2nd ed
Cited in
(8)- Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
- Collective risk model based on the contaminated gamma distribution and its application to risk classification
- On bounds for ratios of posterior expectations under asymmetric loss functions
- Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach
- Testing for random effects in compound risk models via Bregman divergence
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