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

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  • Gomez-Deniz, E.
  • Hernandez-Bastida, A.
  • Vazquez-Polo, F. J.

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  • Gomez-Deniz, E. & Hernandez-Bastida, A. & Vazquez-Polo, F. J., 1999. "The Esscher premium principle in risk theory: a Bayesian sensitivity study," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 387-395, December.
  • Handle: RePEc:eee:insuma:v:25:y:1999:i:3:p:387-395
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    References listed on IDEAS

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    1. James Berger & Elías Moreno & Luis Pericchi & M. Bayarri & José Bernardo & Juan Cano & Julián Horra & Jacinto Martín & David Ríos-Insúa & Bruno Betrò & A. Dasgupta & Paul Gustafson & Larry Wasserman &, 1994. "An overview of robust Bayesian analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 3(1), pages 5-124, June.
    2. Eichenauer, Jurgen & Lehn, Jurgen & Rettig, Stefan, 1988. "A gamma-minimax result in credibility theory," Insurance: Mathematics and Economics, Elsevier, vol. 7(1), pages 49-57, January.
    3. Heilmann, Wolf-Rudiger, 1989. "Decision theoretic foundations of credibility theory," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 77-95, March.
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    Cited by:

    1. .Fernández Huerga, E., 2004. "Causas de la utilización del empleo temporal y la subcontratación: Análisis empírico de las industrias extractivas en León," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 371(30á)-37, Agosto.
    2. Migon, Helio S. & Moura, Fernando A.S., 2005. "Hierarchical Bayesian collective risk model: an application to health insurance," Insurance: Mathematics and Economics, Elsevier, vol. 36(2), pages 119-135, April.
    3. Gómez Déniz, E. & Pérez Sánchez, J. M., 2001. "Fijación de primas de seguros bajo técnicas de robustez bayesiana," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 19, pages 5-20, Diciembre.

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