Abstract
AbstractWe compute the bounds of the Bayesian premium when the prior distribution belongs to the ε‐contaminated class of priors and the loss function is weighted asymmetric Linex, by applying a result of Gomenz–Deniz et al [1]. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have