The Esscher premium principle in risk theory: A Bayesian sensitivity study
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Publication:1974036
DOI10.1016/S0167-6687(99)00018-9zbMath0944.62094MaRDI QIDQ1974036
Agustín Hernández-Bastida, Emilio Gómez-Déniz, Francisco José Vázquez Polo
Publication date: 8 May 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
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- An overview of robust Bayesian analysis. (With discussion)
- Sensitivity in Bayesian Statistics: The Prior and the Likelihood
- Range of posterior measures for priors with arbitrary contaminations
- Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
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