Volume 10, Issue 3 (11-2024)                   mmr 2024, 10(3): 123-135 | Back to browse issues page

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sanei F, naghizadeh M, kiapour A. Expected Bayesian estimations of premium and their comparisons using expected posterior mean square error. mmr 2024; 10 (3) :123-135
URL: http://mmr.khu.ac.ir/article-1-3293-en.html
Expected Bayesian estimations of premium and their comparisons using expected posterior mean square error
Farzaneh Sanei , Mehran Naghizadeh * 1, Azadeh Kiapour
1- , m.naghizadeh@umz.ac.ir
Abstract:   (208 Views)

In this paper‎, ‎Bayesian and expected Bayesian (E-Bayesian) estimation of premium with exponential claim size is considered‎. ‎After calculation of premium using Heilmann principal‎, ‎its Bayesian and E-Bayesian estimation under three priors of hyper-parameters are obtained‎. ‎Then‎, ‎formulas for E-MSE are provided‎. ‎A Monte Carlo simulation is conducted for comparison of E-Bayesian estimators of premium‎. ‎A real example is presented for illustration of the results‎.

Keywords: E-Bayesian estimation‎, ‎Premium‎, ‎E-MSE‎, ‎Claim size.
Full-Text [PDF 967 kb]   (171 Downloads)    
Type of Study: Research Paper | Subject: stat
Received: 2022/10/14 | Revised: 2024/11/11 | Accepted: 2024/07/2 | Published: 2024/11/6 | ePublished: 2024/11/6
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