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Robust Bayesian bonus-malus premiums under the conditional specification model

Robust Bayesian bonus-malus premiums under the conditional specification model

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_855673533

Robust Bayesian bonus-malus premiums under the conditional specification model

About this item

Full title

Robust Bayesian bonus-malus premiums under the conditional specification model

Publisher

Berlin/Heidelberg: Springer-Verlag

Journal title

Statistical papers (Berlin, Germany), 2009-06, Vol.50 (3), p.465-480

Language

English

Formats

Publication information

Publisher

Berlin/Heidelberg: Springer-Verlag

More information

Scope and Contents

Contents

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...

Alternative Titles

Full title

Robust Bayesian bonus-malus premiums under the conditional specification model

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_proquest_miscellaneous_855673533

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_855673533

Other Identifiers

ISSN

0932-5026

E-ISSN

1613-9798

DOI

10.1007/s00362-007-0085-0

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