On the use of posterior regret Γ-minimax actions to obtain credibility premiums

Insurance: Mathematics and Economics

Volumn 39, Issue 1, 2006, Pages 115-121

  Gomez Deniz E ^a   Perez Sanchez J M ^b   Vazquez Polo F J ^a  

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

^b UNIVERSITY OF GRANADA   (Spain)

Author keywords

Bayesian methodology; Classes of prior distributions; IM30; Posterior regret minimax

Indexed keywords

EID: 33745606995     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2006.01.007     Document Type: Article

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