Abstract:We consider the Gamma Lindley distribution (GaL) as the conditional distribution of (X|θ,γ), we focus on the estimation of the Bayesian premium under squared error loss function (symmetric) and linearexponential (Linex) loss function (asymmetric), using informative priors (the Gamma prior). Because of its difficulty and non-linearity, we use a numerical approximation for computing the Bayesian premium. Finally, a simulation and comparative study with varying sample sizes are given.

In this paper, we consider the Zeghdoudi distribution as the conditional distribution of Xn | , 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.

In this paper, we consider the Zeghdoudi distribution as the conditional distribution of Xn | , 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.