TY  - GEN 
AU  - Sánchez Sánchez, Marta
AU  - Sordo Díaz, Miguel Ángel
AU  - Suárez Llorens, Alfonso
AU  - Gómez-Déniz, Emilio
A4  - Estadística e Investigación Operativa
PY  - 2019
SN  - 0515-0361
UR  - http://hdl.handle.net/10498/29875
AB  - We study the propagation of uncertainty from a class of priors introduced by
Arias-Nicolás et al. [(2016) Bayesian Analysis, 11(4), 1107–1136] to the premiums
(both the collective and the Bayesian), for a wide family of premium
principles...
LA  - eng
PB  - Cambridge Unversity Press
KW  - Credibility
KW  - class of priors
KW  - distortion functions
KW  - Kolmogorov and Kantorovich metrics
KW  - premium calculation principle
KW  - robust Bayesian analysis
KW  - stochastic orders
TI  - Deriving Robust Bayesian Premiums under Bands of Prior Distributions with Applications
DO  - 10.1017/asb.2018.36
ER  -