Bounds for ratios of posterior expectations: Applications in the collective risk model

Scandinavian Actuarial Journal

Volumn 2002, Issue 1, 2002, Pages 37-44

  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; Collective risk model; Esscher and variance premium principles; contaminated classes of priors

Indexed keywords

EID: 25444484562     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230110106246     Document Type: Article

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