Bayesian ?-free credibility

1 October 1984

journal article
research article
Published by Taylor & Francis in Scandinavian Actuarial Journal

Vol. 1984 (4) , 248-252
https://doi.org/10.1080/03461238.1984.10413771

Abstract

We derive the best posterior linear prevision of a claim with collateral data through a fully Bayesian Θ-free approach. This approach is—under some hypotheses—equivalent to the usual parametric Bayesian one, thanks to de Finetti's theorem for partially exchangeable sequences.

Keywords

BAYESIAN FREE
FREE CREDIBILITY
CLAIM
COLLATERAL DATA
PARTIALLY EXCHANGEABLE
FINETTI'S THEOREM

This publication has 2 references indexed in Scilit:

An unbayesed approach to credibility
Insurance: Mathematics and Economics, 1982
Thomas Bayes's Bayesian Inference
Journal of the Royal Statistical Society. Series A (General), 1982