DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS
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DOI: 10.1017/asb.2018.36
Abstract: Abstract We study the propagation of uncertainty from a class of priors introduced by Arias-Nicolás et al. [(2016) Bayesian Analysis, 11(4), 1107–1136] to the premiums (both the collective and the Bayesian), for a wide family… read more here.
Keywords: bands prior; bayesian premiums; deriving robust; robust bayesian ... See more keywords