Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
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- García, V.J. & Gómez-Déniz, E. & Vázquez-Polo, F.J., 2010. "A new skew generalization of the normal distribution: Properties and applications," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 2021-2034, August.
- Hernández-Bastida, A. & Fernández-Sánchez, M.P. & Gómez-Déniz, E., 2009. "The net Bayes premium with dependence between the risk profiles," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 247-254, October.
- Hernández-Bastida, Agustin & Fernández-Sánchez, Mª Pilar & Gómez-Déniz, Emilio, 2011. "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," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 29, pages 395(18.)-39, Abril.
- Gómez Déniz, Emilio & Calderín Ojeda, Enrique, 2013. "The Compound DGL/Erlang Distribution in the Collective Risk Model || La distribución compuesta DGL/Erlang en el modelo de riesgo colectivo," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 16(1), pages 121-142, December.
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KeywordsBayesian robustness; Bessel function; class of distributions; compound; generalized hypergeometric function; net premium;
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