عنوان
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E-Bayesian and Hierarchical Bayesian Estimation of Risk Premium
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نوع پژوهش
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مقاله ارائه شده
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کلیدواژهها
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Bayesian premium, E-Bayesian premium, Hierarchical Bayesian premium.
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چکیده
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This article deals with the problem of the E-Bayesian and hierarchical Bayesian estimation of risk premium when the claim sizes of single risks coming from the exponential distribution. E-Bayesian and hierarchical Bayesian estimates of premium are derived and their performances are investigated using a simulation study. Finally, air insurance data is analyzed for illustrating the results.
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پژوهشگران
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آزاده کیاپور (نفر دوم)، مهران نقی زاده قمی (نفر اول)
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