Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model

DOI10.1080/02664760802510059zbMath1473.62348OpenAlexW2026503591MaRDI QIDQ3184501

José M. Pérez-Sánchez, Emilio Gómez-Déniz, Agustín Hernández-Bastida

Publication date: 21 October 2009

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760802510059

zbMATH Keywords

generalized hypergeometric functionBessel functionBayesian robustnesscompoundnet premiumclass of distributions

Mathematics Subject Classification ID

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

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