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Identificador persistente para citar o vincular este elemento: http://hdl.handle.net/10553/47675
DC FieldValueLanguage
dc.contributor.authorMartel Escobar, María Carmenen_US
dc.contributor.authorHernández Bastida, A.en_US
dc.contributor.authorVázquez Polo, Francisco Joséen_US
dc.contributor.otherVazquez Polo, Francisco Jose-
dc.contributor.otherMartel-Escobar, Maria-
dc.date.accessioned2018-11-23T15:29:06Z-
dc.date.available2018-11-23T15:29:06Z-
dc.date.issued2012en_US
dc.identifier.issn0378-4754en_US
dc.identifier.urihttp://hdl.handle.net/10553/47675-
dc.description.abstractThis paper examines a compound collective risk model in which the primary distribution comprised the Poisson-Lindley distribution with a λ parameter, and where the secondary distribution is an exponential one with a θ parameter. We consider the case of dependence between risk profiles (i.e., the parameters λ and θ), where the dependence is modelled by a Farlie-Gumbel-Morgenstern family. We analyze the consequences of the dependence on the Bayes premium. We conclude that the consequences of the dependence on the Bayes premium may vary considerably.en_US
dc.languageengen_US
dc.publisher0378-4754
dc.relation.ispartofMathematics and Computers in Simulationen_US
dc.sourceMathematics and Computers in Simulation[ISSN 0378-4754],v. 82, p. 1419-1431en_US
dc.subject530202 Modelos econométricosen_US
dc.subject.otherEstadística bayesianaen_US
dc.subject.otherModelos actuarialesen_US
dc.titleOn the independence between risk profiles in the compound collective risk actuarial modelen_US
dc.typeinfo:eu-repo/semantics/Articlees
dc.typeArticlees
dc.identifier.doi10.1016/j.matcom.2012.01.003
dc.identifier.scopus84860369776-
dc.identifier.isi000304430000004-
dcterms.isPartOfMathematics And Computers In Simulation
dcterms.sourceMathematics And Computers In Simulation[ISSN 0378-4754],v. 82 (8), p. 1419-1431
dc.contributor.authorscopusid57155024100-
dc.contributor.authorscopusid6506113782-
dc.contributor.authorscopusid6602318225-
dc.description.lastpage1431-
dc.description.firstpage1419-
dc.relation.volume82-
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.identifier.wosWOS:000304430000004-
dc.contributor.daisngid8577537-
dc.contributor.daisngid4140188
dc.contributor.daisngid3536871-
dc.contributor.daisngid1028174-
dc.contributor.daisngid29952969
dc.identifier.investigatorRIDC-9730-2009-
dc.identifier.investigatorRIDNo ID-
dc.utils.revisionSíen_US
dc.contributor.wosstandardWOS:Martel-Escobar, M
dc.contributor.wosstandardWOS:Hernandez-Bastida, A
dc.contributor.wosstandardWOS:Vazquez-Polo, FJ
dc.date.coverdateAbril 2012
dc.identifier.ulpgcSíes
dc.description.sjr0,61
dc.description.jcr0,836
dc.description.sjrqQ2
dc.description.jcrqQ2
dc.description.scieSCIE
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.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.orcid0000-0002-7013-4747-
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.fullNameMartel Escobar, María Carmen-
crisitem.author.fullNameVázquez Polo, Francisco José-
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