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Exact Credibility for Weighted Observations

Published online by Cambridge University Press:  29 August 2014

Rob Kaas ,
Dennis Dannenburg  and
Marc Goovaerts
Rob Kaas*
Affiliation:
University of Amsterdam
Dennis Dannenburg*
Affiliation:
University of Amsterdam
Marc Goovaerts*
Affiliation:
University of Amsterdam
*
Universiteit van Amsterdam, Instituut vor Actuariaat en Econometrie, Roetersstraat 11, 1018 WB Amsterdam, The Netherlands
Universiteit van Amsterdam, Instituut vor Actuariaat en Econometrie, Roetersstraat 11, 1018 WB Amsterdam, The Netherlands
Universiteit van Amsterdam, Instituut vor Actuariaat en Econometrie, Roetersstraat 11, 1018 WB Amsterdam, The Netherlands
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Abstract

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This note generalizes Jewell's theorem on exact credibility from the classical Bühlmann model to the (weighted) Bühlmann-Straub model.

Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 27 , Issue 2 , November 1997 , pp. 287 - 295
Copyright
Copyright © International Actuarial Association 1997

References

REFERENCES

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Goovaerts, M.S., Kaas, R., van Heerwaarden, A.E. & Bauwelinckx, T. (1990); Effective Actuarial Methods; North-Holland, Amsterdam.Google Scholar
Jewell, W.S. (1974); Credible means are exact Bayesian for exponential families; ASTIN Bulletin, 8, 77–90.CrossRefGoogle Scholar
Jewell, W.S. (1975); Regularity conditions for exact credibility; ASTIN Bulletin, 8, 336–341.CrossRefGoogle Scholar
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