Some Bayesian credibility premiums obtained by using posterior regret \(\Gamma\)-minimax methodology

DOI10.1214/09-BA408zbMath1330.62124MaRDI QIDQ5962440

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Publication date: 12 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340370276

zbMATH Keywords

minimaxrobustnesscredibilityclasses of distributionsposterior regretpremium

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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