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Regularity Conditions For Exact Credibility

Published online by Cambridge University Press:  29 August 2014

William S. Jewell
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Abstract

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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 TheoryBayesian ForecastingExponential FamiliesNatural Conjugate PriorsSlowly Varying Functions
Type
Research Article
Information
ASTIN Bulletin: The Journal of the IAA , Volume 8 , Issue 3 , September 1975 , pp. 336 - 341
Copyright
Copyright © International Actuarial Association 1975

References

[1]Feller, W., An Introduction to Probability Theory and its Applications, II, John Wiley and Sons, 626 pp., (1966).Google Scholar
[2]Jewell, W. S., “Credible Means Are Exact Bayesian for Exponential Families,” ORC 73-21, Operations Research Center, University of California, Berkeley, (October 1973); ASTIN Bulletin. Vol. VIII, Part 1, Sept. 1974, pp. 77-90.Google Scholar
[3]Van der Pol, B. and Bremmer, H., Operational Calculus, CambridgeUniversity Press, 409 pp., (1959).Google Scholar