Some Bayesian credibility premiums obtained by using posterior regret -minimax methodology

DOI10.1214/09-BA408zbMATH Open1330.62124MaRDI QIDQ5962440FDOQ5962440

Authors: Emilio Gómez-Déniz 

Publication date: 12 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340370276

Recommendations

• On the use of posterior regret \(\Gamma\)-minimax actions to obtain credibility premiums
• Credibility premiums for natural exponential family and general 0-1 loss function
• A gamma-minimax result in credibility theory
• Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model
• Exact credibility reference Bayesian premiums

zbMATH Keywords

minimaxrobustnesscredibilitypremiumposterior regretclasses of distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Cited In (15)

• Bayesian credibility premium with GB2 copulas
• Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model
• Adding a parameter to the exponential and Weibull distributions with applications
• Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
• Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions
• Identifiability problems related with credibility: a survey with applications
• Title not available (Why is that?)
• Bayesian Θ-free credibility
• FAIR ACTUARIAL VALUES FOR DEDUCTIBLE INSURANCE POLICIES IN THE PRESENCE OF PARAMETER UNCERTAINTY
• A gamma-minimax result in credibility theory
• Exact credibility reference Bayesian premiums
• Deriving robust Bayesian premiums under bands of prior distributions with applications
• Credibility premiums for natural exponential family and general 0-1 loss function
• On the use of posterior regret \(\Gamma\)-minimax actions to obtain credibility premiums
• Extension and application of credibility models in predicting claim frequency

This page was built for publication: Some Bayesian credibility premiums obtained by using posterior regret \(\Gamma\)-minimax methodology

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5962440)