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Some Results on Unique Relationship between Structure Functions and Credibility Expressions
Some Results on Unique Relationship between Structure Functions and Credibility Expressions Premium computation in a Bayesian context requires the use of a prior distribution [structure function] ...- Authors: E Gomez-Deniz, Enrique Calderin-Ojeda
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Bayesian methods
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The Variance Premium Principle: A Bayesian Robustness Analysis
The Variance Premium Principle: A Bayesian Robustness Analysis In this paper, the Bayesian model of collective risk theory is extended in the sense that a large class of distributions is used ...- Authors: E Gomez-Deniz, F J Vazquez-Polo, A Hernandez-Bastida
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods