Please use this identifier to cite or link to this item:
http://hdl.handle.net/10553/42607
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Gómez-Déniz, E. | en_US |
dc.contributor.author | Calderín-Ojeda, E. | en_US |
dc.contributor.author | Cabrera-Ortega, I. | en_US |
dc.date.accessioned | 2018-11-21T10:20:15Z | - |
dc.date.available | 2018-11-21T10:20:15Z | - |
dc.date.issued | 2006 | en_US |
dc.identifier.issn | 0361-0926 | en_US |
dc.identifier.uri | http://hdl.handle.net/10553/42607 | - |
dc.description.abstract | In 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.language | eng | en_US |
dc.publisher | 0361-0926 | - |
dc.relation.ispartof | Communications in Statistics - Theory and Methods | en_US |
dc.source | Communications in Statistics - Theory and Methods[ISSN 0361-0926],v. 35, p. 583-591 | en_US |
dc.subject | 12 Matemáticas | en_US |
dc.subject.other | Bayesian robustness | en_US |
dc.subject.other | Computation theory | en_US |
dc.title | A simple method to study sensitivity of BMP's | en_US |
dc.type | info:eu-repo/semantics/Article | es |
dc.type | Article | es |
dc.identifier.doi | 10.1080/03610920500498766 | |
dc.identifier.scopus | 33645078889 | - |
dc.identifier.isi | 000236011300003 | |
dc.contributor.authorscopusid | 15724912000 | - |
dc.contributor.authorscopusid | 23479414700 | - |
dc.contributor.authorscopusid | 12787268400 | - |
dc.description.lastpage | 591 | - |
dc.description.firstpage | 583 | - |
dc.relation.volume | 35 | - |
dc.investigacion | Ciencias Sociales y Jurídicas | en_US |
dc.type2 | Artículo | en_US |
dc.contributor.daisngid | 610603 | |
dc.contributor.daisngid | 1844848 | |
dc.contributor.daisngid | 34034776 | |
dc.contributor.wosstandard | WOS:Gomez-Deniz, E | |
dc.contributor.wosstandard | WOS:Calderin-Ojeda, E | |
dc.contributor.wosstandard | WOS:Cabrera-Ortega, I | |
dc.date.coverdate | Marzo 2006 | |
dc.identifier.ulpgc | Sí | es |
dc.description.jcr | 0,234 | |
dc.description.jcrq | Q4 | |
dc.description.scie | SCIE | |
item.grantfulltext | none | - |
item.fulltext | Sin texto completo | - |
crisitem.author.dept | GIR TIDES- Técnicas estadísticas bayesianas y de decisión en la economía y empresa | - |
crisitem.author.dept | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.dept | Departamento de Métodos Cuantitativos en Economía y Gestión | - |
crisitem.author.dept | GIR Análisis funcional y ecuaciones integrales | - |
crisitem.author.orcid | 0000-0002-5072-7908 | - |
crisitem.author.parentorg | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.parentorg | Departamento de Matemáticas | - |
crisitem.author.fullName | Gómez Déniz, Emilio | - |
crisitem.author.fullName | Cabrera Ortega,Ignacio José | - |
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