Identificador persistente para citar o vincular este elemento:
http://hdl.handle.net/10553/47675
| Título: | On the independence between risk profiles in the compound collective risk actuarial model | Autores/as: | Martel Escobar, María Carmen Hernández Bastida, A. Vázquez Polo, Francisco José |
Clasificación UNESCO: | 530202 Modelos econométricos | Palabras clave: | Estadística bayesiana Modelos actuariales |
Fecha de publicación: | 2012 | Editor/a: | 0378-4754 | Publicación seriada: | Mathematics and Computers in Simulation | Resumen: | 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. | URI: | http://hdl.handle.net/10553/47675 | ISSN: | 0378-4754 | DOI: | 10.1016/j.matcom.2012.01.003 | Fuente: | Mathematics and Computers in Simulation[ISSN 0378-4754],v. 82, p. 1419-1431 |
| Colección: | Artículos |
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