Robust Bayesian premium principles in actuarial science

Journal of the Royal Statistical Society Series D: The Statistician

Volumn 49, Issue 2, 2000, Pages 241-252

  Deniz, E G ^a   Vazquez Polo, F J ^a   Bastida, A H ^b  

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

^b UNIVERSITY OF GRANADA   (Spain)

Author keywords

Bayesian robustness; Credibility theory; Esscher and variance premium principle

Indexed keywords

EID: 0347742796     PISSN: 00390526     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9884.00234     Document Type: Article

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