TY - JOUR AU - Sadoun, Ahmed AU - Zeghdoudi, Halim AU - Attoui, Fatma Zohra AU - Remita, Mohamed Riad PY - 2017 TI - On Bayesian Premium Estimators for Gamma Lindley Model under Squared Error Loss Function and Linex Loss Function JF - Journal of Mathematics and Statistics VL - 13 IS - 3 DO - 10.3844/jmssp.2017.284.291 UR - https://thescipub.com/abstract/jmssp.2017.284.291 AB - 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.