@article {10.3844/jmssp.2017.284.291,
article_type = {journal},
title = {On Bayesian Premium Estimators for Gamma Lindley Model under Squared Error Loss Function and Linex Loss Function},
author = {Sadoun, Ahmed and Zeghdoudi, Halim and Attoui, Fatma Zohra and Remita, Mohamed Riad},
volume = {13},
year = {2017},
month = {Sep},
pages = {284-291},
doi = {10.3844/jmssp.2017.284.291},
url = {https://thescipub.com/abstract/jmssp.2017.284.291},
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 linear-exponential (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.},
journal = {Journal of Mathematics and Statistics},
publisher = {Science Publications}
}