Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model

DOI10.1080/03461230110106246zbMath1007.91026OpenAlexW2011417058MaRDI QIDQ4780928

Agustín Hernández-Bastida, Emilio Gómez-Déniz, Francisco José Vázquez Polo

Publication date: 21 November 2002

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230110106246

zbMATH Keywords

Bayesian robustnesscollective risk modelvariance premium principlesEsscher premium principle

Mathematics Subject Classification ID

Related Items (3)

Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model ⋮ TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE ⋮ Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach

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• Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles

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