Pages that link to "Item:Q5751763"
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The following pages link to Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles (Q5751763):
Displayed 15 items.
- On the independence between risk profiles in the compound collective risk actuarial model (Q449658) (← links)
- Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison (Q753337) (← links)
- Range of the posterior probability of an interval for priors with unimodality preserving contaminations (Q1260715) (← links)
- Bayesian analysis under \(\varepsilon\)-contaminated priors: A trade-off between robustness and precision (Q1329683) (← links)
- Bayesian robustness with more than one class of contaminations (Q1333138) (← links)
- An overview of robust Bayesian analysis. (With discussion) (Q1343681) (← links)
- Measuring sensitivity in a bonus-malus system. (Q1394967) (← links)
- The Esscher premium principle in risk theory: A Bayesian sensitivity study (Q1974036) (← links)
- Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach (Q3592030) (← links)
- Using a Bayesian Hierarchical Model for Fitting Automobile Claim Frequency Data (Q3634547) (← links)
- Sensitivity of the fractional Bayes factor to prior distributions (Q4521143) (← links)
- Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model (Q4780928) (← links)
- Bayesian robustness of credible regions in the presence of nuisance parameters (Q4843754) (← links)
- A study of Bayesian local robustness with applications in actuarial statistics (Q5123636) (← links)
- Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles (Q5751763) (← links)