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Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/48780
DC FieldValueLanguage
dc.contributor.authorGómez, E.en_US
dc.contributor.authorHernández, A.en_US
dc.contributor.authorPérez, J. M.en_US
dc.contributor.authorVázquez-Polo, Francisco Joséen_US
dc.date.accessioned2018-11-24T00:52:09Z-
dc.date.available2018-11-24T00:52:09Z-
dc.date.issued2002en_US
dc.identifier.issn0167-6687en_US
dc.identifier.urihttp://hdl.handle.net/10553/48780-
dc.description.abstractIn performing Bayesian analysis of a bonus-malus system (BMS) it is normal to choose a parametric structure, 70(.), in the insurer's portfolio. According to Bayesian sensitivity analysis the structure function can be modelled by specifying a class F of priors instead of a single prior. In this paper, we examine the ranges of the relativities, i.e. delta(pi) = E[lambdapi (lambda\data)/E[lambdapi(lambda)], pi is an element of Gamma. We illustrate our method with data from [Astin Bulletin 10 (3) (1979) 274]. (C) 2002 Elsevier Science B.V. All rights reserved.en_US
dc.languagespaen_US
dc.publisher0167-6687
dc.relation.ispartofInsurance: Mathematics and Economicsen_US
dc.sourceInsurance: Mathematics and Economics[ISSN 0167-6687],v. 31, p. 105-113en_US
dc.subject.otherRobust Bayesian-Analysisen_US
dc.subject.otherPosterior Measuresen_US
dc.subject.otherMomentsen_US
dc.subject.otherRangesen_US
dc.subject.otherPriorsen_US
dc.titleMeasuring sensitivity in a bonus-malus systemen_US
dc.typeinfo:eu-repo/semantics/Articleen_US
dc.typeArticleen_US
dc.relation.conference5th International Congress on Insurance Mathematics and Economics
dc.identifier.doi10.1016/S0167-6687(02)00125-7en_US
dc.identifier.scopus0037143976-
dc.identifier.isi000178730200006-
dc.contributor.authorscopusid55977824500-
dc.contributor.authorscopusid57214492610-
dc.contributor.authorscopusid55437101000-
dc.contributor.authorscopusid56683702300-
dc.contributor.authorscopusid6602318225-
dc.description.lastpage113en_US
dc.description.firstpage105en_US
dc.relation.volume31en_US
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.contributor.daisngid30617317-
dc.contributor.daisngid11452119-
dc.contributor.daisngid29908854-
dc.contributor.daisngid29952969-
dc.utils.revisionSíen_US
dc.contributor.wosstandardWOS:Gomez, E-
dc.contributor.wosstandardWOS:Hernandez, A-
dc.contributor.wosstandardWOS:Perez, JM-
dc.contributor.wosstandardWOS:Vazquez-Polo, FJ-
dc.date.coverdateAgosto 2002en_US
dc.identifier.conferenceidevents120329-
dc.identifier.ulpgcSíen_US
dc.contributor.buulpgcBU-ECOen_US
dc.description.jcr0,606
dc.description.jcrqQ3
dc.description.scieSCIE
dc.description.ssciSSCI
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.orcid0000-0002-0632-6138-
crisitem.author.parentorgIU de Turismo y Desarrollo Económico Sostenible-
crisitem.author.fullNameVázquez Polo, Francisco José-
crisitem.event.eventsstartdate23-07-2001-
crisitem.event.eventsenddate25-07-2001-
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