Calculation of Bayes premium for conditional elliptical risks (Q2447418)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculation of Bayes premium for conditional elliptical risks |
scientific article |
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Calculation of Bayes premium for conditional elliptical risks (English)
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25 April 2014
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Bayes premium
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credibility premium
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elliptically symmetric distribution
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Stein's lemma
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Brown identity
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