The Robustness for Premium Calculations Using Bayesian Approaches
The Robustness for Premium Calculations Using Bayesian Approaches
复制标题
使用贝叶斯方法进行溢价计算的稳健性
DOI：
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发表时间：
2015
期刊：
影响因子：
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通讯作者：
吴贤毅
中科院分区：
文献类型：
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作者：
吴贤毅
考虑了与保费计算原理相关的三个紧密相关的问题。首先，通过使用与损失原理相关的贝叶斯方法定义贝叶斯保费。然后，两个关于保费计算的稳健性问题（句子似乎不完整）
Three tightly related problems regarding the premium calculation principles are considered. Firstly,Bayesian premiums are defined by using of Bayesian approaches associated with loss principles. Then,two problems regarding the robustness of premium calculation principles are investigated. One is the robustness of nonBayesian premiums with respect to arbitrary contaminations. The other one is the robustness of Bayesian premiums with respect to the prior distributions by means of the e-contamination arguments. Finally,the reaction of a premium with respect to the contaminations and the range of premium using the Esscher principle when the contamination distribution varies in a distribution class are discussed.