Research ArticleOpen accessPhrase in the titleOn Bayesian Premium Estimators for Gamma Lindley Model under Squared Error Loss Function and Linex Loss FunctionAhmed Sadoun, Halim Zeghdoudi, Fatma Zohra Attoui, Mohamed Riad RemitaWe 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 … …Journal of Mathematics and Statistics, Vol. 13, Issue 3 · 23 Sep 2017 · 7,043 accessesView PDFCite