برآورد بی رویه و پیش بینی ذخایر در مدل نمایشی با واریانس درجه دوم

The exponential families with quadratic variance function, conjugate families of priors and square loss function is applied to the prediction of claim reserves. The robustness with respect to the priors is considered. The uncertainty of the prior information is modeled by two different classes of priors. The posterior regret Γ-minimax estimators and predictors are constructed.