Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/42943
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dc.contributor.authorGómez Déniz, Emilioen_US
dc.contributor.authorCalderín Ojeda, Enriqueen_US
dc.date.accessioned2018-11-21T11:47:22Z-
dc.date.available2018-11-21T11:47:22Z-
dc.date.issued2010en_US
dc.identifier.issn0266-4763en_US
dc.identifier.urihttp://hdl.handle.net/10553/42943-
dc.description.abstractLocal or infinitesimal Bayesian robustness is a powerful tool to study the sensitivity of posterior magnitudes, which cannot be expressed in a simple manner. For these expressions, the global Bayesian robustness methodology does not seem adequate since the practitioner cannot avoid using inappropriate classes of prior distributions in order to make the model mathematically tractable. This situation occurs, for example, when we compute some types of premiums in actuarial statistics in order to fix the premium to be charged to an insurance policy. In this paper, analytical and simple expressions that allow us to study the sensitivity of premiums, which are usually used in automobile insurance are provided by using the local Bayesian robustness methodology. Some examples are examined by using real automobile claim insurance data.en_US
dc.languageengen_US
dc.publisher0266-4763
dc.relation.ispartofJournal of Applied Statisticsen_US
dc.sourceJournal of Applied Statistics[ISSN 0266-4763],v. 37, p. 1537-1546en_US
dc.subject1209 Estadísticaen_US
dc.subject.otherMétodos bayesianosen_US
dc.subject.otherInformáticaen_US
dc.titleA study of Bayesian local robustness with applications in actuarial statisticsen_US
dc.typeinfo:eu-repo/semantics/Articlees
dc.typeArticlees
dc.identifier.doi10.1080/02664760903082156
dc.identifier.scopus77956410374-
dc.identifier.isi000281652200009
dc.contributor.authorscopusid15724912000
dc.contributor.authorscopusid23479414700
dc.description.lastpage1546-
dc.description.firstpage1537-
dc.relation.volume37-
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.contributor.daisngid610603
dc.contributor.daisngid1844848
dc.contributor.wosstandardWOS:Gomez-Deniz, E
dc.contributor.wosstandardWOS:Calderin-Ojeda, E
dc.date.coverdateSeptiembre 2010
dc.identifier.ulpgces
dc.description.jcr0,306
dc.description.jcrqQ4
dc.description.scieSCIE
item.grantfulltextnone-
item.fulltextSin texto completo-
crisitem.author.deptGIR 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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