A Simple Method to Study Sensitivity of BMP's

DOI10.1080/03610920500498766zbMath1093.62097OpenAlexW2023849903MaRDI QIDQ5484653

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Publication date: 21 August 2006

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500498766

zbMATH Keywords

Bayesian robustnessBonus--Malus premium

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (1)

A study of Bayesian local robustness with applications in actuarial statistics

Cites Work

• On the consistency of Bayes estimates
• Measuring sensitivity in a bonus-malus system.
• Joint sensitivity in Bayesian decision theory
• Local sensitivity diagnostics for Bayesian inference
• Local sensitivity of posterior expectations
• Local Sensitivity of Inferences to Prior Marginals
• Infinitesimal sensitivity of posterior distributions
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