IDEAS home Printed from https://ideas.repec.org/a/bpj/strimo/v18y2000i4p429-442n5.html
   My bibliography  Save this article

Statistical Decision Problems And Linear Prediction Under Vague Prior Information

Author

Listed:
  • Schmidt Klaus D.

Abstract

No abstract is available for this item.

Suggested Citation

  • Schmidt Klaus D., 2000. "Statistical Decision Problems And Linear Prediction Under Vague Prior Information," Statistics & Risk Modeling, De Gruyter, vol. 18(4), pages 429-442, April.
    • Handle: RePEc:bpj:strimo:v:18:y:2000:i:4:p:429-442:n:5
    DOI: 10.1524/strm.2000.18.4.429
    as

    Download full text from publisher

    File URL: https://doi.org/10.1524/strm.2000.18.4.429
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.
    File URL: https://libkey.io/10.1524/strm.2000.18.4.429?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Schmidt, Klaus D., 1990. "Convergence of Bayes and Credibility Premiums," ASTIN Bulletin, Cambridge University Press, vol. 20(2), pages 167-172, November.
    2. Eichenauer, Jurgen & Lehn, Jurgen & Rettig, Stefan, 1988. "A gamma-minimax result in credibility theory," Insurance: Mathematics and Economics, Elsevier, vol. 7(1), pages 49-57, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Klaus Schmidt, 2012. "Loss prediction based on run-off triangles," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(2), pages 265-310, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gómez Déniz, E. & Pérez Sánchez, J. M., 2001. "Fijación de primas de seguros bajo técnicas de robustez bayesiana," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 19, pages 5-20, Diciembre.
    2. Gómez Déniz, E. & Hernández Bastida, A. & Vázquez Polo, F.J., 1998. "Un Análisis de Sensibilidad del Proceso de Tarificación en los Seguros Generales," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 9, pages 19-34, Junio.
    3. Canan Hamurkaroğlu & Sümeyra Sezer Kaplan, 2024. "Actuarial premium calculation for beekeeping insurance in Turkiye," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(3), pages 448-473, July.
    4. Sánchez-Sánchez, M. & Sordo, M.A. & Suárez-Llorens, A. & Gómez-Déniz, E., 2019. "Deriving Robust Bayesian Premiums Under Bands Of Prior Distributions With Applications," ASTIN Bulletin, Cambridge University Press, vol. 49(1), pages 147-168, January.
    5. .Fernández Huerga, E., 2004. "Causas de la utilización del empleo temporal y la subcontratación: Análisis empírico de las industrias extractivas en León," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 371(30á)-37, Agosto.
    6. Gomez-Deniz, E. & Perez-Sanchez, J.M. & Vazquez-Polo, F.J., 2006. "On the use of posterior regret [Gamma]-minimax actions to obtain credibility premiums," Insurance: Mathematics and Economics, Elsevier, vol. 39(1), pages 115-121, August.
    7. Klaus Schmidt, 2012. "Loss prediction based on run-off triangles," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(2), pages 265-310, June.
    8. Gomez-Deniz, E. & Hernandez-Bastida, A. & Vazquez-Polo, F. J., 1999. "The Esscher premium principle in risk theory: a Bayesian sensitivity study," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 387-395, December.
    9. Emilio Gomez-deniz & Francisco Vazquez-polo, 2005. "Modelling uncertainty in insurance Bonus-Malus premium principles by using a Bayesian robustness approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(7), pages 771-784.
    10. Pérez-Hornero, Patricia & Arias-Nicolás, José Pablo & Pulgarín, Antonio A. & Pulgarín, Antonio, 2013. "An annual JCR impact factor calculation based on Bayesian credibility formulas," Journal of Informetrics, Elsevier, vol. 7(1), pages 1-9.
    11. A.Hernández-Bastida & J. M. Pérez–Sánchez & E. Gómez-Deniz, 2007. "Bayesian Analysis Of The Compound Collective Model: The Net Premium Principle With Exponential Poisson And Gamma–Gamma Distributions," FEG Working Paper Series 07/03, Faculty of Economics and Business (University of Granada).
    12. Kim, Joseph H.T. & Jeon, Yongho, 2013. "Credibility theory based on trimming," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 36-47.
    13. A.Hernández-Bastida & M.P. Fernández-Sánchez & E. Gómez-Deniz, 2007. "Bayesian Analysis Of The Compound Collective Model; The Variance Premium Principle With Exponential Poisson And Gamma-Gamma Distributions," FEG Working Paper Series 07/02, Faculty of Economics and Business (University of Granada).
    14. Pitselis, Georgios, 2013. "Pure robust versus robust portfolio unbiased—Credibility and asymptotic optimality," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 391-403.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:strimo:v:18:y:2000:i:4:p:429-442:n:5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.