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

DOI10.1016/0167-6687(95)00004-CzbMath0837.62086MaRDI QIDQ1902632

Werner Hürlimann

Publication date: 20 May 1996

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

mixturesimulationsnormal approximationStudent's \(t\)-distributionnormal priorBayesian stop-loss prediction modelBower's distributionconditional measure of safenessgamma conjugate prior

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction ⋮ Predictability of operational processes over finite horizon

Cites Work

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• Decision theoretic foundations of credibility theory
• A note on experience rating, reinsurance and premium principles
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

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