Regularity Conditions For Exact Credibility

Abstract
Conditions under which the natural conjugate prior is not zero on its boundary are given, correcting an argument about conditions for exact credibility given in another paper. Keywords: Credibility Theory Bayesian Forecasting, Exponential Families, Natural Conjugate Priors, Slowly Varying Functions
Volume
8:3
Page
336-341
Year
1975
Categories
Financial and Statistical Methods
Credibility
Financial and Statistical Methods
Statistical Models and Methods
Publications
ASTIN Bulletin
Authors
William S Jewell