The Esscher premium principle in risk theory: A Bayesian sensitivity study
type: Item
instance of: scholarly article
title: The Esscher premium principle in risk theory: A Bayesian sensitivity study
zbMATH Open document ID: 0944.62094
DOI: 10.1016/S0167-6687(99)00018-9
published in: Insurance Mathematics \& Economics
publication date: 2000-05-08T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1441566
zbMATH Keywords: Esscher premium principle
zbMATH Keywords: Bayesian robustness
zbMATH Keywords: epsilon-contamination class
author: Emilio Gómez-Déniz
author: A. Hernández-Bastida
author: F. J. Vázquez-Polo
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1441566