Robust Bayesian insurance premium in a collective risk model with distorted priors under the generalised Bregman loss

Agata Boratyńska ()
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Agata Boratyńska: Warsaw School of Economics SGH, Collegium of Economic Analysis, Institute of Econometrics, Al. Niepodległości 162, 02-554 Warszawa, Poland

Statistics in Transition New Series, 2021, vol. 22, issue 3, 123-140

Abstract: The article presents a collective risk model for the insurance claims. The objective is to estimate a premium, which is...

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:22:y:2021:i:3:p:123-140

DOI: 10.21307/stattrans-2021-030

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