Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/42607
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dc.contributor.authorGómez-Déniz, E.en_US
dc.contributor.authorCalderín-Ojeda, E.en_US
dc.contributor.authorCabrera-Ortega, I.en_US
dc.date.accessioned2018-11-21T10:20:15Z-
dc.date.available2018-11-21T10:20:15Z-
dc.date.issued2006en_US
dc.identifier.issn0361-0926en_US
dc.identifier.urihttp://hdl.handle.net/10553/42607-
dc.description.abstractIn this article we measure the local or infinitesimal sensitivity of a kind of Bayes estimates which appear in bonus-malus systems. Bonus-malus premiums can be viewed as a functional depending on the prior distribution. To measure when small changes in the prior cause large changes in the premium we compute the norm of the Fréchet derivative and propose a simple procedure to decide if a bonus-malus premium is robust. As an application, an example where the risk has a Poisson distribution and its parameter follows a Gamma prior distribution is presented under the net and variance premium principles.en_US
dc.languageengen_US
dc.publisher0361-0926-
dc.relation.ispartofCommunications in Statistics - Theory and Methodsen_US
dc.sourceCommunications in Statistics - Theory and Methods[ISSN 0361-0926],v. 35, p. 583-591en_US
dc.subject12 Matemáticasen_US
dc.subject.otherBayesian robustnessen_US
dc.subject.otherComputation theoryen_US
dc.titleA simple method to study sensitivity of BMP'sen_US
dc.typeinfo:eu-repo/semantics/Articlees
dc.typeArticlees
dc.identifier.doi10.1080/03610920500498766
dc.identifier.scopus33645078889-
dc.identifier.isi000236011300003
dc.contributor.authorscopusid15724912000-
dc.contributor.authorscopusid23479414700-
dc.contributor.authorscopusid12787268400-
dc.description.lastpage591-
dc.description.firstpage583-
dc.relation.volume35-
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.contributor.daisngid610603
dc.contributor.daisngid1844848
dc.contributor.daisngid34034776
dc.contributor.wosstandardWOS:Gomez-Deniz, E
dc.contributor.wosstandardWOS:Calderin-Ojeda, E
dc.contributor.wosstandardWOS:Cabrera-Ortega, I
dc.date.coverdateMarzo 2006
dc.identifier.ulpgces
dc.description.jcr0,234
dc.description.jcrqQ4
dc.description.scieSCIE
item.grantfulltextnone-
item.fulltextSin texto completo-
crisitem.author.deptGIR TIDES- Técnicas estadísticas bayesianas y de decisión en la economía y empresa-
crisitem.author.deptIU de Turismo y Desarrollo Económico Sostenible-
crisitem.author.deptDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.deptGIR Análisis funcional y ecuaciones integrales-
crisitem.author.orcid0000-0002-5072-7908-
crisitem.author.parentorgIU de Turismo y Desarrollo Económico Sostenible-
crisitem.author.parentorgDepartamento de Matemáticas-
crisitem.author.fullNameGómez Déniz, Emilio-
crisitem.author.fullNameCabrera Ortega,Ignacio José-
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