Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach

DOI10.1080/02664760500079746zbMath1121.62380OpenAlexW2050848932MaRDI QIDQ3592030

Emilio Gómez-Déniz, Francisco José Vázquez Polo

Publication date: 11 September 2007

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

Full work available at URL: https://doi.org/10.1080/02664760500079746

zbMATH Keywords

Bayesian robustnessbonus-malusgeneralized moments conditions\(\epsilon\)-contamination class

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Robust Bayesian bonus-malus premiums under the conditional specification model, TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE

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