On an exact probability matching property of right-invariant priors
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Cited by:
- Thomas J. DiCiccio & Todd A. Kuffner & G. Alastair Young, 2017. "A Simple Analysis of the Exact Probability Matching Prior in the Location-Scale Model," The American Statistician, Taylor & Francis Journals, vol. 71(4), pages 302-304, October.
- Valeria Bignozzi & Andreas Tsanakas, 2016. "Parameter Uncertainty and Residual Estimation Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 949-978, December.
- Andreas Frohlich & Annegret Weng, 2016. "Parameter uncertainty and reserve risk under Solvency II," Papers 1612.03066, arXiv.org, revised Apr 2017.
- Fröhlich, Andreas & Weng, Annegret, 2018. "Parameter uncertainty and reserve risk under Solvency II," Insurance: Mathematics and Economics, Elsevier, vol. 81(C), pages 130-141.
- R. Gerrard & A. Tsanakas, 2011. "Failure Probability Under Parameter Uncertainty," Risk Analysis, John Wiley & Sons, vol. 31(5), pages 727-744, May.
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