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Predictive stop-loss premiums and Student's \(t\)-distribution - MaRDI portal

Predictive stop-loss premiums and Student's \(t\)-distribution (Q1902632)

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scientific article; zbMATH DE number 819419
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English
Predictive stop-loss premiums and Student's \(t\)-distribution
scientific article; zbMATH DE number 819419

    Statements

    Predictive stop-loss premiums and Student's \(t\)-distribution (English)
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    20 May 1996
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    Student's \(t\)-distribution
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    normal prior
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    Bayesian stop-loss prediction model
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    mixture
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    gamma conjugate prior
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    Bower's distribution
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    conditional measure of safeness
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    normal approximation
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    simulations
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    Identifiers