The credible distribution function is an admissible bayes rule

DOI10.1080/03461238.1978.10432019zbMATH Open0396.62081OpenAlexW2003661100MaRDI QIDQ4179728FDOQ4179728

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)

Cites Work

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Cited In (1)

• The linear growth credibility model

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