Search Results - subject:"Robust Bayesian analysis"

A simple robust asset pricing model under statistical ambiguity

García-Feijóo, Luis; Viale, Ariel M. - In: Quantitative finance 22 (2022) 5, pp. 861-869

Persistent link: https://www.econbiz.de/10013367865

Deriving robust bayesian premiums under bands of prior distributions with applications

Sánchez-Sánchez, M.; Sordo, M. A.; Suárez-Llorens, A.; … - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 147-168

Persistent link: https://www.econbiz.de/10012105432

Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction

Karimnezhad, Ali; Parsian, Ahmad - In: AStA Advances in Statistical Analysis 98 (2014) 3, pp. 287-303

terms of the prior knowledge, robust Bayesian analysis provides a way to consider the prior knowledge in terms of a class of …

Persistent link: https://www.econbiz.de/10010998851

Bayesian and Robust Bayesian analysis under a general class of balanced loss functions

Jozani, Mohammad Jafari; Marchand, Éric; Parsian, Ahmad - In: Statistical Papers 53 (2012) 1, pp. 51-60

Persistent link: https://www.econbiz.de/10010998658

Confidence estimation for tolerance intervals

Tsao, C.; Tseng, Yu-Ling - In: Annals of the Institute of Statistical Mathematics 58 (2006) 3, pp. 441-456

Persistent link: https://www.econbiz.de/10005616296

A statistical treatment of the problem of division

Tsao, C. Andy; Tseng, Yu-Ling - In: Metrika 59 (2004) 3, pp. 289-303

The problem of division is one of the most important problems in the emergence of probability. It has been long considered “solved” from a probabilistic viewpoint. However, we do not find the solution satisfactory. In this study, the problem is recasted as a statistical problem. The outcomes...

Persistent link: https://www.econbiz.de/10005375899