Pages that link to "Item:Q4780928"
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The following pages link to Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model (Q4780928):
Displaying 5 items.
- Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model (Q3184501) (← links)
- Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach (Q3592030) (← links)
- On bounds for ratios of posterior expectations under asymmetric loss functions (Q4582493) (← links)
- TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE (Q5140080) (← links)
- (Q5461149) (← links)