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A Class of conjugate priors for log-normal claims based on conditional specification
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MAP20071507384
A Class of conjugate priors for log-normal claims based on conditional specification / José María Sarabia ... [et al.]
In this article, the authors present the possibility using given conditional distributions. It has provided a significant extension to the usual normal-gamma model widely used in the actuarial literature under lognormal sampling scheme
En: The Journal of risk and insurance. - Orlando. - Volume 72, number 3, September 2005 ; p. 479-495
1. Matemática del seguro ‌. 2. Métodos de análisis ‌. 3. Modelos estadísticos ‌. 4. Distribuciones de probabilidad ‌. I. Sarabia, José María ‌. II. Título. III. Título: The Journal of risk and insurance.