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- W2023849903 abstract "In this article we measure the local or infinitesimal sensitivity of a kind of Bayes estimates which appear in bonus–malus systems. Bonus–malus premiums can be viewed as a functional depending on the prior distribution. To measure when small changes in the prior cause large changes in the premium we compute the norm of the Fréchet derivative and propose a simple procedure to decide if a bonus–malus premium is robust. As an application, an example where the risk has a Poisson distribution and its parameter follows a Gamma prior distribution is presented under the net and variance premium principles." @default.
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- W2023849903 date "2006-05-01" @default.
- W2023849903 modified "2023-10-01" @default.
- W2023849903 title "A Simple Method to Study Sensitivity of BMP's" @default.
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- W2023849903 doi "https://doi.org/10.1080/03610920500498766" @default.
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