On the use of posterior regret [Gamma]-minimax actions to obtain credibility premiums
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- 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, pages 5-124.
- Eichenauer, Jurgen & Lehn, Jurgen & Rettig, Stefan, 1988. "A gamma-minimax result in credibility theory," Insurance: Mathematics and Economics, Elsevier, pages 49-57.
- Makov, Udi E., 1995. "Loss robustness via Fisher-weighted squared-error loss function," Insurance: Mathematics and Economics, Elsevier, pages 1-6.
- Heilmann, Wolf-Rudiger, 1989. "Decision theoretic foundations of credibility theory," Insurance: Mathematics and Economics, Elsevier, pages 77-95.
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