最大熵方法下的递推信度模型
The Recursive Credibility Model of Maximum Entropy Method
摘要:
文章研究了最大熵方法下的风险保费的信度估计问题，即在递推信度模型中，结合最大熵方法，根据均方误差最小原则和熵最大原则得到了信度估计的表达形式，推广了经典的信度理论。
Abstract:
This paper is devoted to study the credibility estimate of risk premium with maximum entropy method. Combined with maximum entropy method, in a recursive credibility model, on the basis of Principles of minimum the mean squared error and maximum entropy, we get the expression for credibility estimate, which generalizes the classical credibility theory.
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