The Esscher premium principle in risk theory: A Bayesian sensitivity study
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Cites work
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
- scientific article; zbMATH DE number 107531 (Why is no real title available?)
- scientific article; zbMATH DE number 3566008 (Why is no real title available?)
- scientific article; zbMATH DE number 1128584 (Why is no real title available?)
- A gamma-minimax result in credibility theory
- An overview of robust Bayesian analysis. (With discussion)
- Decision theoretic foundations of credibility theory
- Range of posterior measures for priors with arbitrary contaminations
- Ranges of posterior measures for priors with unimodal contaminations
- Sensitivity in Bayesian Statistics: The Prior and the Likelihood
- Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
- Statistical decision theory and Bayesian analysis. 2nd ed
Cited in
(12)- A study of Bayesian local robustness with applications in actuarial statistics
- The credibility premiums based on estimated moment-generating function
- Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
- Bayes, E-Bayes and robust Bayes premium estimation and prediction under the squared log error loss function
- Measuring sensitivity in a bonus-malus system.
- Testing for random effects in compound risk models via Bregman divergence
- Exact credibility reference Bayesian premiums
- Bayesian Risk Measures for Derivatives via Random Esscher Transform
- Deriving robust Bayesian premiums under bands of prior distributions with applications
- Principal Applications of Bayesian Methods in Actuarial Science
- Hierarchical Bayesian collective risk model: an application to health insurance
- On the consistency of credibility premiums regarding Esscher principle
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