A Desirable Aspect in the Variance Premium in a Collective Risk Model/Un aspecto deseable de la Prima Varianza en el Modelo Colectivo de Riesgo
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References listed on IDEAS
- Panjer, Harry H. & Willmot, Gordon E., 1983. "Compound poisson models in actuarial risk theory," Journal of Econometrics, Elsevier, vol. 23(1), pages 63-76, September.
- Heilmann, Wolf-Rudiger, 1989. "Decision theoretic foundations of credibility theory," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 77-95, March.
- Agustin Hernandez Bastida & Emilio Gomez Deniz & Jose Maria Perez Sanchez, 2009. "Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(8), pages 853-869.
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KeywordsBayes; Modelo Colectivo de Riesgo; Prima varianza; Prima colectiva; Prima de Bayes; contaminación. ; Bayes; Collective Risk Model; Variance Principle; Collective Premium; Bayes Premium; contamination..;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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