Bayesian premium and asymptotic approximation for a class of loss functions

zbMATH Open1150.62443MaRDI QIDQ5458786FDOQ5458786

Roxana Ciumara

Publication date: 23 April 2008

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zbMATH Keywords

Laplace approximationweighted quadratic loss functionsexponentially scaled loss functions

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (3)

• Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking
• Asymptotic Bayes risks for a general class of losses
• An Accurate Asymptotic Approximation for Experience Rated Premiums

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