Volume 17, Issue 4, December 2018, Pages 661 - 673
Bayesian Premium Estimators for Mixture of Two Gamma Distributions Under Squared Error, Entropy and Linex Loss Functions: With Informative and Non Informative Priors
Authors
Fatma Zohra Attoui1, Halim Zeghdoudi1, *, Ahmed Saadoun1
1LaPS Laboratory, Badji-Mokhtar University, Box 12, Annaba, 23000, Algeria
*
Corresponding author. Email: zehdoudihalim@yahoo.fr
Received 2 January 2018, Accepted 1 April 2018, Available Online 31 December 2018.
- DOI
- 10.2991/jsta.2018.17.4.8How to use a DOI?
- Keywords
- Zeghdoudi distribution; gamma distribution; loss function; Bayesian premium
- Abstract
In this paper, we consider the Zeghdoudi distribution as the conditional distribution of 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.
- Copyright
- © 2018 The Authors. Published by Atlantis Press SARL.
- Open Access
- This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).
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TY - JOUR AU - Fatma Zohra Attoui AU - Halim Zeghdoudi AU - Ahmed Saadoun PY - 2018 DA - 2018/12/31 TI - Bayesian Premium Estimators for Mixture of Two Gamma Distributions Under Squared Error, Entropy and Linex Loss Functions: With Informative and Non Informative Priors JO - Journal of Statistical Theory and Applications SP - 661 EP - 673 VL - 17 IS - 4 SN - 2214-1766 UR - https://doi.org/10.2991/jsta.2018.17.4.8 DO - 10.2991/jsta.2018.17.4.8 ID - Attoui2018 ER -