Credible Means are exact Bayesian for Exponential Families

ASTIN Bulletin

Volumn 8, Issue 1, 1974, Pages 77-90

  Jewell, William S ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84974173062     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.1017/S0515036100009193     Document Type: Article

References (14)

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2. Bühlmann H., “Experience Rating and Credibility”, ASTIN Bulletin, Vol. 4, Part 3, 199–207, July 1967.
3. Bühlmann H., Mathematical Methods in Risk Theory, Springer-Verlag, New York, 1970.
4. DeGroot M.H., Optimal Statistical Decisions, McGraw-Hill, New York, 1970.
5. Ericson W.A., “A Note on the Posterior Mean of a Population Mean”, Journal of the Royal Statistical Society, Series B, Vol. 31, No. 2, pp. 332–334, 1969.
6. Ferguson T.S., Mathematical Statistics: A Decision Theoretic Approach, Academic Press, New York, 1967.
7. Hewitt C.C. Jr., “Credibility for Severity”, Proceedings of the Casualty Actuarial Society, Vol. 57, 148–171, 1970; Discussion, Proceedings of the Casualty Actuarial Society, Vol. 58, 25–31, 1971.
8. Jewell W.S., “Multi-Dimensional Credibility“, ORC 73-7, Operations Research Center, University of California, Berkeley, April 1973; to appear in Journal of the American Risk Insurance Association.
9. Jewell W.S., “Models of Multi-Dimensional Credibility”, (in preparation).
10. Jewell W.S., “The Credible Distribution”, ORC 73-13, Operations Research Center, University of California, Berkeley, August 1973; ASTIN Bulletin, Vol. VII, Part 3.
11. Lehmann E. L., Testing Statistical Hypotheses, John Wiley and Sons, Inc., New York, 1959.
12. Longley-COOK L. H., “An Introduction to Credibility Theory”, Proceedings of the Casualty Actuarial Society, Vol. 49, 194–221, 1962; Available as a separate report from Casualty Actuarial Society, 200 East 42nd Street, New York, New York 10017.
13. Mayerson A.L., “A Bayesian View of Credibility“, Proceedings of the Casualty Actuarial Society, Vol. 51, 85–104, 1964; Discussion, Proceedings of the Casualty Actuarial Society, Vol. 52, 121–127, 1965.
14. Van der Pol B. and Bremmer H., Operational Calculus, 2nd Edition, University Press, Cambridge, 1955.