Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction-Reference-Cited by-同舟云学术

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Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction

Published:2013-11-22 Issue:3 Volume:98 Page:287-303
ISSN:1863-8171
Container-title:AStA Advances in Statistical Analysis
language:en
Short-container-title:AStA Adv Stat Anal

Author:

Karimnezhad Ali,Parsian Ahmad

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Modeling and Simulation,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/s10182-013-0222-0.pdf

Reference37 articles.

1. Aitchison, J., Dunsmore, I.R.: Statistical Prediction Analysis. Cambridge University Press, Cambridge (1975)

2. Berger, J.O.: An overview of robust Bayesian analysis. Test 3, 5–124 (1984)

3. Berger, J.O.: Statistical Decision Theory and Bayesian Analysis, 2nd edn. Springer, New York (1985)

4. Berger, J.O.: Robust Bayesian analysis: sensitivity to the prior. J Stat. Plan Inference 25, 303–328 (1990)

5. Berger, J.O., Moreno, E.: Bayesian robustness in bidimensional models prior independence. J Stat. Plan Inference 40, 161–176 (1994)

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