Identificador persistente para citar o vincular este elemento: http://hdl.handle.net/10553/42947
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dc.contributor.authorHernández Bastida, A.en_US
dc.contributor.authorFernández Sánchez, M. P.en_US
dc.contributor.authorGómez Déniz, Emilioen_US
dc.date.accessioned2018-11-21T11:48:18Z-
dc.date.available2018-11-21T11:48:18Z-
dc.date.issued2009en_US
dc.identifier.issn0167-6687en_US
dc.identifier.urihttp://hdl.handle.net/10553/42947-
dc.description.abstractIn Bayesian analysis it is usual to assume that the risk profiles Θ1 and Θ2 associated with the random variables "number of claims" and "amount of a single claim", respectively, are independent. A few studies have addressed a model of this nature assuming some degree of dependence between the two random variables (and most of these studies include copulas). In this paper, we focus on the collective and Bayes net premiums for the aggregate amount of claims under a compound model assuming some degree of dependence between the random variables Θ1 and Θ2. The degree of dependence is modelled using the Sarmanov-Lee family of distributions [Sarmanov, O.V., 1966. Generalized normal correlation and two-dimensional Frechet classes. Doklady (Soviet Mathematics) 168, 596-599 and Ting-Lee, M.L., 1996. Properties and applications of the Sarmanov family of bivariate distributions. Communications Statistics: Theory and Methods 25 (6) 1207-1222], which allows us to study the impact of this assumption on the collective and Bayes net premiums. The results obtained show that a low degree of correlation produces Bayes premiums that are highly sensitive.en_US
dc.languageengen_US
dc.publisher0167-6687
dc.relation.ispartofInsurance: Mathematics and Economicsen_US
dc.sourceInsurance: Mathematics and Economics[ISSN 0167-6687],v. 45, p. 247-254en_US
dc.subject1209 Estadísticaen_US
dc.subject.otherRiesgoen_US
dc.subject.otherMétodos bayesianosen_US
dc.titleThe net Bayes premium with dependence between the risk profilesen_US
dc.typeinfo:eu-repo/semantics/Articlees
dc.typeArticlees
dc.identifier.doi10.1016/j.insmatheco.2009.07.002
dc.identifier.scopus70349232255-
dc.identifier.isi000271335800013
dc.contributor.authorscopusid6506113782
dc.contributor.authorscopusid27967717500
dc.contributor.authorscopusid15724912000
dc.description.lastpage254-
dc.description.firstpage247-
dc.relation.volume45-
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.coverdateOctubre 2009
dc.identifier.ulpgces
dc.description.jcr0,96
dc.description.jcrqQ2
dc.description.scieSCIE
dc.description.ssciSSCI
item.fulltextSin texto completo-
item.grantfulltextnone-
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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