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Robust Bayesian bonus-malus premiums under the conditional specification model

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  • Emilio Déniz
  • José Sarabia
  • F. Vázquez Polo

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  • Emilio Déniz & José Sarabia & F. Vázquez Polo, 2009. "Robust Bayesian bonus-malus premiums under the conditional specification model," Statistical Papers, Springer, vol. 50(3), pages 465-480, June.
    • Handle: RePEc:spr:stpapr:v:50:y:2009:i:3:p:465-480
    DOI: 10.1007/s00362-007-0085-0
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    References listed on IDEAS

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    1. Elias Moreno & Francesco Bertolino & Walter Racugno, 2003. "Bayesian Inference Under Partial Prior Information," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(3), pages 565-580, September.
    2. Heilmann, Wolf-Rudiger, 1989. "Decision theoretic foundations of credibility theory," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 77-95, March.
    3. Sarabia, José María & Gómez-Déniz, Emilio & Vázquez-Polo, Francisco J., 2004. "On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems," ASTIN Bulletin, Cambridge University Press, vol. 34(1), pages 85-98, May.
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