Deriving robust bayesian premiums under bands of prior distributions with applications
By M. Sánchez-Sánchez, M.A. Sordo, A. Suárez-Llorens and E. Gómez-Déniz
| Year of publication: |
2019
|
|---|---|
| Authors: | Sánchez-Sánchez, M. ; Sordo, M. A. ; Suárez-Llorens, A. ; Gómez-Déniz, E. |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 1, p. 147-168
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| Subject: | Credibility | class of priors | distortion functions | Kolmogorov and Kantorovich metrics | premium calculation principle | robust Bayesian analysis | stochastic orders | Bayes-Statistik | Bayesian inference | Theorie | Theory | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2018.36 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012105432