The credible distribution function is an admissible bayes rule

DOI10.1080/03461238.1978.10432019MaRDI QIDQ4179728zbMATH OpenOpenAlexFDO

Authors Benjamin Zehnwirth

Publication date 1978

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1978.10432019

zbMATH Keywords

CredibilityDirichlet ProcessesAdmissible Bayes RulesCollective StatisticsCredible Distribution FunctionExperience RatingIndividual Risks

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited in

(1)

• The linear growth credibility model

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