1. accedaCRIS
  2. Publicaciones
  3. Artículos
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.grantfulltextnone-
item.fulltextSin texto completo-
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-
Appears in Collections:Artículos
Show simple item record

SCOPUSTM   
Citations

3
checked on Mar 30, 2025

WEB OF SCIENCETM
Citations

2
checked on Mar 30, 2025

Page view(s)

115
checked on Nov 1, 2024

Google ScholarTM

Check

Altmetric


Share


Export metadata


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