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2004
- handle: 10670/1.auuv86
- 1133-3197
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Estudios de Economía Aplicada
Mots-clés
Economía y Finanzas Bad Good risk ε Credibility TheorySujets proches
Falsehood Credibility Untruthfulness Believability LyingCiter ce document
F.J. Vázquez Polo et al., « A note on mixture prior distributions with applications in actuarial statistic », Estudios de Economía Aplicada, ID : 10670/1.auuv86
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Résumé
"The paper presents a Bayesian sensitivity analysis for the credibility theory related to the net premiumprinciple. Thus, the mixture model in prior distribution is used for the separation of subpopulations.This construction is adapted to the usual robust Bayesian results and these are exploited to obtain lowerand upper bounds for the premium. Two realistic examples illustrate the application of this method."