Please use this identifier to cite or link to this item:
http://hdl.handle.net/10553/47675
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Martel Escobar, María Carmen | en_US |
dc.contributor.author | Hernández Bastida, A. | en_US |
dc.contributor.author | Vázquez Polo, Francisco José | en_US |
dc.contributor.other | Vazquez Polo, Francisco Jose | - |
dc.contributor.other | Martel-Escobar, Maria | - |
dc.date.accessioned | 2018-11-23T15:29:06Z | - |
dc.date.available | 2018-11-23T15:29:06Z | - |
dc.date.issued | 2012 | en_US |
dc.identifier.issn | 0378-4754 | en_US |
dc.identifier.uri | http://hdl.handle.net/10553/47675 | - |
dc.description.abstract | This 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.language | eng | en_US |
dc.publisher | 0378-4754 | |
dc.relation.ispartof | Mathematics and Computers in Simulation | en_US |
dc.source | Mathematics and Computers in Simulation[ISSN 0378-4754],v. 82, p. 1419-1431 | en_US |
dc.subject | 530202 Modelos econométricos | en_US |
dc.subject.other | Estadística bayesiana | en_US |
dc.subject.other | Modelos actuariales | en_US |
dc.title | On the independence between risk profiles in the compound collective risk actuarial model | en_US |
dc.type | info:eu-repo/semantics/Article | es |
dc.type | Article | es |
dc.identifier.doi | 10.1016/j.matcom.2012.01.003 | |
dc.identifier.scopus | 84860369776 | - |
dc.identifier.isi | 000304430000004 | - |
dcterms.isPartOf | Mathematics And Computers In Simulation | |
dcterms.source | Mathematics And Computers In Simulation[ISSN 0378-4754],v. 82 (8), p. 1419-1431 | |
dc.contributor.authorscopusid | 57155024100 | - |
dc.contributor.authorscopusid | 6506113782 | - |
dc.contributor.authorscopusid | 6602318225 | - |
dc.description.lastpage | 1431 | - |
dc.description.firstpage | 1419 | - |
dc.relation.volume | 82 | - |
dc.investigacion | Ciencias Sociales y Jurídicas | en_US |
dc.type2 | Artículo | en_US |
dc.identifier.wos | WOS:000304430000004 | - |
dc.contributor.daisngid | 8577537 | - |
dc.contributor.daisngid | 4140188 | |
dc.contributor.daisngid | 3536871 | - |
dc.contributor.daisngid | 1028174 | - |
dc.contributor.daisngid | 29952969 | |
dc.identifier.investigatorRID | C-9730-2009 | - |
dc.identifier.investigatorRID | No ID | - |
dc.utils.revision | Sí | en_US |
dc.contributor.wosstandard | WOS:Martel-Escobar, M | |
dc.contributor.wosstandard | WOS:Hernandez-Bastida, A | |
dc.contributor.wosstandard | WOS:Vazquez-Polo, FJ | |
dc.date.coverdate | Abril 2012 | |
dc.identifier.ulpgc | Sí | es |
dc.description.sjr | 0,61 | |
dc.description.jcr | 0,836 | |
dc.description.sjrq | Q2 | |
dc.description.jcrq | Q2 | |
dc.description.scie | SCIE | |
item.fulltext | Sin texto completo | - |
item.grantfulltext | none | - |
crisitem.author.dept | GIR TIDES- Técnicas estadísticas bayesianas y de decisión en la economía y empresa | - |
crisitem.author.dept | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.dept | Departamento de Métodos Cuantitativos en Economía y Gestión | - |
crisitem.author.dept | GIR TIDES- Técnicas estadísticas bayesianas y de decisión en la economía y empresa | - |
crisitem.author.dept | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.dept | Departamento de Métodos Cuantitativos en Economía y Gestión | - |
crisitem.author.orcid | 0000-0002-7013-4747 | - |
crisitem.author.orcid | 0000-0002-0632-6138 | - |
crisitem.author.parentorg | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.parentorg | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.fullName | Martel Escobar, María Carmen | - |
crisitem.author.fullName | Vázquez Polo, Francisco José | - |
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