The Esscher premium principle in risk theory: A Bayesian sensitivity study

Insurance: Mathematics and Economics

Volumn 25, Issue 3, 1999, Pages 387-395

  Gomez Deniz E ^a   Hernandez Bastida A ^b   Vazquez Polo F J ^a  

^a UNIVERSITY OF LAS PALMAS DE GRAN CANARIA   (Spain)

^b UNIVERSITY OF GRANADA   (Spain)

Author keywords

Bayesian robustness; C11; Esscher premium principle; Contamination class

Indexed keywords

EID: 0010698154     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00018-9     Document Type: Article

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