Abstract

In this paper, we consider the Zeghdoudi distribution as the conditional distribution of Xn | θ, we focus on estimation of the Bayesian premium under three loss functions (squared error which is symmetric, Linex and entropy, which are asymmetric), using non-informative and informative priors (the extension of Jeffreys and Gamma priors) respectively. Because of its difficulty and non linearity, we use a numerical approximation for computing the Bayesian premium.

Details

Title
Bayesian Premium Estimators for Mixture of Two Gamma Distributions Under Squared Error, Entropy and Linex Loss Functions: With Informative and Non Informative Priors
Author
Attoui, Fatma Zohra 1 ; Zeghdoudi, Halim 1 ; Saadoun, Ahmed 1 

 Badji-Mokhtar University, LaPS Laboratory, Annaba, Algeria (GRID:grid.440473.0) (ISNI:0000 0004 0410 1298) 
Pages
661-673
Publication year
2018
Publication date
Dec 2018
Publisher
Springer Nature B.V.
ISSN
15387887
e-ISSN
22141766
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
2911680885
Copyright
© The Authors. Published by Atlantis Press SARL 2018. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.