Enriched multinormal priors revisited

DOI10.1016/0304-4076(83)90073-8zbMATH Open0524.62103OpenAlexW2000286500MaRDI QIDQ584885FDOQ584885

Authors: William S. Jewell 

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90073-8

zbMATH Keywords

credibilitycovariance predictorenriching natural conjugate priorslinear transformations of independent marginalsmulti-dimensional exponential family likelihoodsmultinormal priors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• Bayesian Analysis of the Independent Multinormal Process. Neither Mean Nor Precision Known
• Practical models in credibility theory, including parameter estimation

Cited In (2)

• Multivariate Credibility for Aggregate Loss Models
• A general framework for credibility prediction of multidimensional first and second moments

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