@misc{10481/29609,
year = {2011},
url = {http://hdl.handle.net/10481/29609},
abstract = {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.},
abstract = {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.},
organization = {AHB and EGD thank the Spanish Ministry of Education and 
Science (project ECO-2009-14152) for partial support of this study.},
publisher = {Asociación de Economía Aplicada},
keywords = {Bayes},
keywords = {Modelo colectivo de riesgo},
keywords = {Principio de Varianza},
keywords = {Prima colectiva},
keywords = {Prima Bayes},
keywords = {Contaminación},
keywords = {Collective risk model},
keywords = {Variance Principle},
keywords = {Collective Premium},
keywords = {Bayes Premium},
keywords = {Contamination},
title = {A desirable aspect in the variance premium in a collective risk model},
author = {Hernánde-Bastida, Agustín and Fernández Sánchez, María Del Pilar and Gómez-Déniz, Emilio},
}