A Simple Method to Study Sensitivity of BMP's

DOI10.1080/03610920500498766zbMATH Open1093.62097OpenAlexW2023849903MaRDI QIDQ5484653FDOQ5484653

Authors:

Publication date: 21 August 2006

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500498766

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zbMATH Keywords

Bayesian robustnessBonus--Malus premium

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• On the consistency of Bayes estimates
• Local sensitivity diagnostics for Bayesian inference
• Local Sensitivity of Inferences to Prior Marginals
• Title not available (Why is that?)
• Local sensitivity of posterior expectations
• Measuring sensitivity in a bonus-malus system.
• Joint sensitivity in Bayesian decision theory
• Infinitesimal sensitivity of posterior distributions
• Title not available (Why is that?)

Cited In (3)

• Robust Bayesian bonus-malus premiums under the conditional specification model
• A study of Bayesian local robustness with applications in actuarial statistics
• Measuring sensitivity in a bonus-malus system.

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