Robust Bayesian bonus-malus premiums under the conditional specification model
Robust Bayesian bonus-malus premiums under the conditional specification model
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Berlin/Heidelberg: Springer-Verlag
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English
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Berlin/Heidelberg: Springer-Verlag
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The conditional specification technique introduced by Arnold et al. (Conditional specification of statistical models. Springer series in statistics. Springer, New York, 1999) was used in Sarabia et al. (Astin Bull 34(1):85–98, 2004) to obtain bonus-malus premiums. The Poisson distribution for which the parameter is a function of the classical struc...
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Robust Bayesian bonus-malus premiums under the conditional specification model
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TN_cdi_proquest_miscellaneous_855673533
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_855673533
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ISSN
0932-5026
E-ISSN
1613-9798
DOI
10.1007/s00362-007-0085-0