Details about Hernández-Bastida Agustín

Access statistics for papers by Hernández-Bastida Agustín.

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Short-id: pag46

Working Papers

2007

1. BAYESIAN ANALYSIS OF THE COMPOUND COLLECTIVE MODEL: THE NET PREMIUM PRINCIPLE WITH EXPONENTIAL POISSON AND GAMMA–GAMMA DISTRIBUTIONS
   FEG Working Paper Series, Faculty of Economics and Business (University of Granada)
2. BAYESIAN ANALYSIS OF THE COMPOUND COLLECTIVE MODEL; THE VARIANCE PREMIUM PRINCIPLE WITH EXPONENTIAL POISSON AND GAMMA-GAMMA DISTRIBUTIONS
   FEG Working Paper Series, Faculty of Economics and Business (University of Granada)

Journal Articles

2012

1. A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
   Statistical Methods & Applications, 2012, 21, (4), 391-409 View citations (3)

2009

2. Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
   Journal of Applied Statistics, 2009, 36, (8), 853-869 View citations (4)
3. Developing an alert system for local governments in financial crisis
   Public Money & Management, 2009, 29, (3), 175-181 View citations (15)
4. The net Bayes premium with dependence between the risk profiles
   Insurance: Mathematics and Economics, 2009, 45, (2), 247-254

2005

5. Analysing the independence hypothesis in models for rare errors: an application to auditing
   Journal of the Royal Statistical Society Series C, 2005, 54, (4), 795-804

2002

6. Measuring sensitivity in a bonus-malus system
   Insurance: Mathematics and Economics, 2002, 31, (1), 105-113 View citations (1)

1999

7. The Esscher premium principle in risk theory: a Bayesian sensitivity study
   Insurance: Mathematics and Economics, 1999, 25, (3), 387-395 View citations (3)

1998

8. A note on the Quasi-Bayesian audit risk model for dollar unit sampling1
   European Accounting Review, 1998, 6, (3), 501-507

1987

9. A note on maximized likelihood sets
   European Journal of Operational Research, 1987, 32, (2), 291-293 View citations (1)