A general framework for credibility prediction of multidimensional first and second moments

DOI10.1016/0167-6687(89)90026-7zbMath0682.62084OpenAlexW1963797045MaRDI QIDQ1824338

William S. Jewell

Publication date: 1989

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(89)90026-7

zbMATH Keywords

credibility theoryBayesian estimationleast-squares approximationshyperparameterssecond moment predictionsecond-order predictive moments

Mathematics Subject Classification ID

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

Related Items (2)

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

Cites Work

• Enriched multinormal priors revisited
• A general framework for credibility prediction of multidimensional first and second moments
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