1403/01/10
مهران نقی زاده قمی

مهران نقی زاده قمی

مرتبه علمی: دانشیار
ارکید:
تحصیلات: دکترای تخصصی
اسکاپوس:
دانشکده: دانشکده علوم ریاضی
نشانی:
تلفن: 01135302473

مشخصات پژوهش

عنوان
E-Bayesian and Hierarchical Bayesian Estimation of Risk Premium
نوع پژوهش
Presentation
کلیدواژه‌ها
Bayesian premium, E-Bayesian premium, Hierarchical Bayesian premium.
سال
2020
پژوهشگران Mehran Naghizadeh Qomi ، azadeh kiapour

چکیده

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.