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Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/42938
DC FieldValueLanguage
dc.contributor.authorHernández Bastida, A.en_US
dc.contributor.authorFernández Sánchez, M. P.en_US
dc.contributor.authorGómez Déniz, Emilioen_US
dc.date.accessioned2018-11-21T11:46:09Z-
dc.date.available2018-11-21T11:46:09Z-
dc.date.issued2011en_US
dc.identifier.issn0094-9655en_US
dc.identifier.urihttp://hdl.handle.net/10553/42938-
dc.description.abstractIn this paper the collective risk model with Poisson-Lindley and exponential distributions as the primary and secondary distributions, respectively, is developed in a detailed way. It is applied to determine the Bayes premium used in actuarial science and also to compute the regulatory capital in the analysis of operational risk. The results are illustrated with numerous examples and compared with other approaches proposed in the literature for these questions, with considerable differences being observed.en_US
dc.languageengen_US
dc.publisher0094-9655
dc.relation.ispartofJournal of Statistical Computation and Simulationen_US
dc.sourceJournal of Statistical Computation and Simulation[ISSN 0094-9655],v. 81, p. 759-778en_US
dc.subject1209 Estadísticaen_US
dc.subject.otherRiesgoen_US
dc.subject.otherMétodos bayesianosen_US
dc.titleCollective risk model: Poisson-Lindley and exponential distributions for Bayes premium and operational risken_US
dc.typeinfo:eu-repo/semantics/Articlees
dc.typeArticlees
dc.identifier.doi10.1080/00949650903486609
dc.identifier.scopus79957544963-
dc.identifier.isi000290680600007
dc.contributor.authorscopusid6506113782
dc.contributor.authorscopusid27967717500
dc.contributor.authorscopusid15724912000
dc.description.lastpage778-
dc.description.firstpage759-
dc.relation.volume81-
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.contributor.daisngid3536871
dc.contributor.daisngid4072871
dc.contributor.daisngid610603
dc.contributor.wosstandardWOS:Hernandez-Bastida, A
dc.contributor.wosstandardWOS:Fernandez-Sanchez, MP
dc.contributor.wosstandardWOS:Gomez-Deniz, E
dc.date.coverdateJunio 2011
dc.identifier.ulpgcSíes
dc.description.sjr0,495
dc.description.jcr0,497
dc.description.sjrqQ3
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.orcid0000-0002-5072-7908-
crisitem.author.parentorgIU de Turismo y Desarrollo Económico Sostenible-
crisitem.author.fullNameGómez Déniz, Emilio-
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