On the use of Posterior Regret Gamma-Minimax actions to obtain Credibility Premiums

On the use of Posterior Regret Gamma-Minimax actions to obtain Credibility Premiums
E. Gómez-Déniz, J.M. Pérez-Sánchez, F.J. Vázquez-Polo. Insurance: Mathematics and Economics, 2006, 39 (1), pp. 115 - 121.   Fulltext   Abstract
Journal article