Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
type: Item
instance of: scholarly article
title: Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
zbMATH Open document ID: 1443.62356
author: Ali Karimnezhad
author: Ahmad Parsian
published in: AStA. Advances in Statistical Analysis
publication date: 2018-11-09T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 6975999
zbMATH Keywords: Bayesian analysis
zbMATH Keywords: credibility premium
zbMATH Keywords: general entropy loss
zbMATH Keywords: prequential analysis
zbMATH Keywords: robust Bayesian analysis
MaRDI profile type: Publication
full work available at URL: s10182-013-0222-0
OpenAlex ID: W2064193840
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DOI: 10.1007/S10182-013-0222-0
description: scientific article; zbMATH DE number 6975999