A Simple Method to Study Sensitivity of BMP's

DOI10.1080/03610920500498766MaRDI QIDQ5484653zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1423122 (Why is no real title available?)
• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
• Infinitesimal sensitivity of posterior distributions
• Joint sensitivity in Bayesian decision theory
• Local Sensitivity of Inferences to Prior Marginals
• Local sensitivity diagnostics for Bayesian inference
• Local sensitivity of posterior expectations
• Measuring sensitivity in a bonus-malus system.
• On the consistency of Bayes estimates

Cited in

(4)

• 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.
• Construction of rating systems using global sensitivity analysis: a numerical investigation

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