scholarly journals Global Robust Bayesian Analysis in Large Models

2019 ◽  
Author(s):  
Paul Ho
Keyword(s):  
Bayesian Analysis ◽  
Robust Bayesian Analysis

Robust Bayesian analysis given priors on partition sets

Test ◽  
1994 ◽  
Vol 3 (2) ◽  
pp. 73-86 ◽  
Author(s):  
Cinzia Carota ◽  
Fabrizio Ruggeri
Keyword(s):  
Bayesian Analysis ◽  
Robust Bayesian Analysis

Bayesian and Robust Bayesian analysis under a general class of balanced loss functions

2010 ◽  
Vol 53 (1) ◽  
pp. 51-60 ◽  
Author(s):  
Mohammad Jafari Jozani ◽  
Éric Marchand ◽  
Ahmad Parsian
Keyword(s):  
Bayesian Analysis ◽  
General Class ◽  
Loss Functions ◽  
Robust Bayesian Analysis ◽  
Balanced Loss Functions

Computing Bonus–Malus Premiums under Partial Prior Information

2005 ◽  
Vol 11 (2) ◽  
pp. 361-374 ◽  
Author(s):  
E. Gómez-Déniz ◽  
L. Bermúdez ◽  
I. Morillo
Keyword(s):  
Bayesian Analysis ◽  
Structure Function ◽  
Loss Function ◽  
Prior Information ◽  
Real Data ◽  
Numerical Example ◽  
Robust Bayesian Analysis ◽  
Very High

ABSTRACTThe use of classical bonus–malus systems entails very high maluses and other problems which, during recent years, have been criticised by actuaries. To avoid these problems, new bonus–malus models have been developed. For instance, it is well known that the use of an exponential loss function reduces the differences between overcharges and undercharges, solving the problem of high maluses. In order to measure the sensitivity of the exponential bonus–malus system, and according to robust Bayesian analysis, we first model the structure function by specifying a subclass of the generalised moments class. We then examine the range of relativities for each prior. Finally, we illustrate our method with a numerical example based on real data.

Robust Bayesian analysis of Weibull failure model

METRON ◽  
2013 ◽  
Vol 72 (1) ◽  
pp. 77-95 ◽  
Author(s):  
Anoop Chaturvedi ◽  
Manaswini Pati ◽  
Sanjeev K. Tomer
Keyword(s):  
Bayesian Analysis ◽  
Failure Model ◽  
Robust Bayesian Analysis
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