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Jewell, William S.

A general framework for credibility prediction of multidimensional first and second moments. (English) Zbl 0682.62084

Insur. Math. Econ. 8, No. 2, 127-136 (1989).

Cited in 2 Documents

MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics

Keywords:

second-order predictive moments; hyperparameters; Bayesian estimation; least-squares approximations; credibility theory; second moment prediction
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References:

[1] Bühlmann, H., Experience rating and credibility, ASTIN Bulletin, 4, 199-207 (1967)
[2] Bühlmann, H.; Jewell, W. S., Hierarchical credibility revisited, Bulletin of the Association of Swiss Actuaries, 87, 35-54 (1987) · Zbl 0624.62095
[3] Jewell, W. S., Credible means are exact Bayesian for simple exponential families, ASTIN Bulletin, 8, 79-90 (1974)
[4] Jewell, W. S., Exact multidimensional credibility, Bulletin of the Association of Swiss Actuaries, 74, 193-214 (1974) · Zbl 0323.62071
[5] Jewell, W. S., Regularity conditions for exact credibility, ASTIN Bulletin, 8, 336-341 (1975)
[6] Jewell, W. S., Enriched multinormal priors revisited, Journal of Econometrics, 23, 5-35 (1983) · Zbl 0524.62103
[7] Jewell, W. S., A heteroscedastic hierarchical model, Bayesian Statistics 3, Proceedings of the Third Valencia International Meeting, June 1-5, 1987 (1988), Clarendon Press: Clarendon Press Oxford · Zbl 0732.62030
[8] Jewell, W.S. (n.d.), Credibility prediction of multinormal first and second moments. In preparation.; Jewell, W.S. (n.d.), Credibility prediction of multinormal first and second moments. In preparation. · Zbl 0682.62084
[9] Jewell, W. S.; Bühlmann, H., Credibility prediction of first and second moments in the hierarchical model (1988), In preparation
[10] Jewell, W. S.; Chou, S-K., Predicting multinomial bin splits with arbitrary yield information, Engineering Systems Research Center Report ESRC 88-24 (1988), University of California: University of California Berkeley, CA
[11] Jewell, W. S.; Schnieper, R., Credibility approximations for Bayesian prediction of second moments, ASTIN Bulletin, 15, 103-121 (1985)
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