Identifiability problems related with credibility: a survey with applications

MaRDI QIDQ5852407zbMATH OpenFDO

Authors Emilio Gómez-Déniz, E. Calderín-Ojeda

Publication date 27 January 2010

Full work available at URL http://www.scientificadvances.org/journals3P5.htm

zbMATH Keywords

discrete distributionsidentification

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

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Cited in

(3)

• Exact credibility reference Bayesian premiums
• On Bayesian Mixture Credibility
• Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter

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