Enriched multinormal priors revisited

DOI10.1016/0304-4076(83)90073-8MaRDI QIDQ584885zbMATH OpenOpenAlexFDO

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
• Bayesian estimation of the dispersion matrix of a multivariate normal distribution
• Conjugate priors for exponential families
• Empirical Bayes credibility
• On optimal parameter estimation in credibility
• Practical models in credibility theory, including parameter estimation
• The credibility approach to experience rating
• The jackknife and the variance part of the credibility premium
• The variance part of the credibility premium without the jackknife

Cited in

(2)

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

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