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

Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction (Q1621675)

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scientific article; zbMATH DE number 6975999
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English
Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
scientific article; zbMATH DE number 6975999

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    Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction (English)
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    9 November 2018
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    Bayesian analysis
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    credibility premium
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    general entropy loss
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    prequential analysis
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    robust Bayesian analysis
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