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Robust Bayesian Premium Principles in Actuarial Science

✍ Scribed by E. G. Deniz; F. J. Vazquez Polo; A. H. Bastida


Book ID
108549133
Publisher
John Wiley and Sons
Year
2000
Weight
223 KB
Volume
49
Category
Article
ISSN
0039-0526

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In this paper the Esscher premium calculation principle is applied to the non-compound collective model in a robust Bayesian context. We consider that uncertainty with regard to the prior distribution can be represented by the assumption that the unknown prior distribution belongs to a class of dist