最大熵方法下的递推信度模型
The Recursive Credibility Model of Maximum Entropy Method

作者: 张兴红 , 吴黎军 :新疆大学数学与系统科学学院,新疆 乌鲁木齐;

关键词: 最大熵递推信度模型信度因子Maximum Entropy Recursive Credibility Model Credibility Factor

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.

文章引用: 张兴红 , 吴黎军 (2017) 最大熵方法下的递推信度模型。 统计学与应用, 6, 111-118. doi: 10.12677/SA.2017.62013

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