Regularity Conditions For Exact Credibility

Author:

WJWilliam S. Jewell
William S. Jewell

1 September 1975

journal article
research article
Published by Cambridge University Press (CUP) in ASTIN Bulletin

Vol. 8 (3) , 336-341
DOI:10.1017/s0515036100011260

Abstract

Conditions under which the natural conjugate prior is not zero on its boundary are given, correcting an argument about conditions for exact credibility given in another paper.

Keywords

CREDIBILITY THEORY
BAYESIAN FORECASTING
EXPONENTIAL FAMILIES
NATURAL CONJUGATE PRIORS
SLOWLY VARYING FUNCTIONS