A desirable aspect in the variance premium in a collective risk model Hernánde-Bastida, Agustín Fernández Sánchez, María Del Pilar Gómez-Déniz, Emilio Bayes Modelo colectivo de riesgo Principio de Varianza Prima colectiva Prima Bayes Contaminación Collective risk model Variance Principle Collective Premium Bayes Premium Contamination This paper focuses on the study of the Collective and Bayes Premiums, under the Variance Premium Principle, in the classic Collective Risk Poisson-Exponential Model. A bivariate prior distribution is considered for both the parameter of the distribution of the number of claims and that of the distribution of the claim amount, assuming independence between these parameters. Furthermore, we analyze the consequences on these premiums of small levels of contamination in the structure functions, and find that the premiums are not sensitive to small levels of uncertainty. These results extend the conclusions obtained in Gómez-Déniz et al. (2000), where only variations in the parameter for the number of claims and its effects on premiums were studied. En este trabajo se estudia un modelo colectivo de riesgo con distribución primaria una distribución de Poisson y distribución secundaria una distribución Exponencial con perfiles de riesgo (los parámetros de las anteriores distribuciones) independientes. Se calculan la Prima Colectiva y la Prima Bayes y se analiza el rango de variación de las Primas indicadas frente a contaminaciones en las funciones estructura (distribuciones a priori). Los resultados aquí obtenidos extienden los de Gómez-Déniz et al (2000), donde se consideraba un modelo solo para la variable número de reclamaciones. 2013-12-12T12:45:00Z 2013-12-12T12:45:00Z 2011 info:eu-repo/semantics/article Hernández-Bastida, A.; Fernández-Sánchez, P.; Gómez-Déniz, E. A desirable aspect in the variance premium in a collective risk model. Estudios de Economía Aplicada, 29(1): 1-18 (2011). [http://hdl.handle.net/10481/29609] 1697-5731 1133-3197 http://hdl.handle.net/10481/29609 spa info:eu-repo/semantics/openAccess Asociación de Economía Aplicada