1. accedaCRIS
  2. Publicaciones
  3. Artículos
Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/42959
DC FieldValueLanguage
dc.contributor.authorGómez Déniz, Emilioen_US
dc.contributor.authorHernández Bastida, A.en_US
dc.contributor.authorVázquez Polo, Francisco Joséen_US
dc.contributor.otherVazquez Polo, Francisco Jose
dc.contributor.otherGomez-Deniz, Emilio
dc.date.accessioned2018-11-21T11:51:10Z-
dc.date.available2018-11-21T11:51:10Z-
dc.date.issued1999en_US
dc.identifier.issn0167-6687en_US
dc.identifier.urihttp://hdl.handle.net/10553/42959-
dc.description.abstractIn this paper the Esscher premium calculation principle is applied to the non-compound collective model in a robust Bayesian context. We consider that uncertainty with regard to the prior distribution can be represented by the assumption that the unknown prior distribution belongs to a class of distributions Γ and examine the ranges of the Bayesian premium when the priors belong to such a class. The assessment of the influence of the prior is termed sensitivity analysis or robustness analysis.en_US
dc.languageengen_US
dc.publisher0167-6687
dc.relation.ispartofInsurance: Mathematics and Economicsen_US
dc.sourceInsurance: Mathematics and Economics[ISSN 0167-6687],v. 25, p. 387-395en_US
dc.subject1209 Estadísticaen_US
dc.subject.otherRiesgoen_US
dc.subject.otherMétodos bayesianosen_US
dc.titleThe Esscher premium principle in risk theory: a Bayesian sensitivity studyen_US
dc.typeinfo:eu-repo/semantics/Articlees
dc.typeArticlees
dc.relation.conference2nd IME Conference
dc.identifier.doi10.1016/S0167-6687(99)00018-9
dc.identifier.scopus0010698154-
dc.identifier.isi000088133200010-
dcterms.isPartOfInsurance Mathematics & Economics
dcterms.sourceInsurance Mathematics & Economics[ISSN 0167-6687],v. 25 (3), p. 387-395
dc.contributor.authorscopusid15724912000
dc.contributor.authorscopusid6506113782
dc.contributor.authorscopusid6602318225
dc.description.lastpage395-
dc.description.firstpage387-
dc.relation.volume25-
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.identifier.wosWOS:000088133200010
dc.contributor.daisngid610603
dc.contributor.daisngid3536871
dc.contributor.daisngid29952969
dc.contributor.daisngid1028174
dc.identifier.investigatorRIDC-9730-2009-
dc.identifier.investigatorRIDNo ID-
dc.contributor.wosstandardWOS:Gomez-Deniz, E
dc.contributor.wosstandardWOS:Hernandez-Bastida, A
dc.contributor.wosstandardWOS:Vazquez-Polo, FJ
dc.date.coverdateDiciembre 1999
dc.identifier.conferenceidevents120276
dc.identifier.ulpgcSíes
dc.description.jcr0,103
dc.description.jcrqQ4
dc.description.scieSCIE
dc.description.ssciSSCI
item.grantfulltextnone-
item.fulltextSin texto completo-
crisitem.event.eventsstartdate26-07-1998-
crisitem.event.eventsenddate29-07-1998-
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 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.orcid0000-0002-0632-6138-
crisitem.author.parentorgIU de Turismo y Desarrollo Económico Sostenible-
crisitem.author.parentorgIU de Turismo y Desarrollo Económico Sostenible-
crisitem.author.fullNameGómez Déniz, Emilio-
crisitem.author.fullNameVázquez Polo, Francisco José-
Appears in Collections:Artículos
Show simple item record

SCOPUSTM   
Citations

14
checked on Mar 30, 2025

WEB OF SCIENCETM
Citations

12
checked on Mar 30, 2025

Page view(s)

35
checked on Jul 8, 2023

Google ScholarTM

Check

Altmetric


Share


Export metadata


Items in accedaCRIS are protected by copyright, with all rights reserved, unless otherwise indicated.