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| 摘要: |
| 本文研究了信度模型问题. 利用熵损失函数, 获得了风险保费的信度估计和经验Bayes信度估计. 所获结果是对现有风险保费信度估计和经验Bayes 信度估计的一个补充. |
| 关键词: 熵损失函数 信度估计 保费估计 |
| DOI： |
| 分类号:O212.1 |
| 基金项目: |
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| CREDIBILITY MODELS UNDER THE ENTROPY LOSS FUNCTION |
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WANG Na-na
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| Abstract: |
| In this paper, we study the problem of the reliability model. Using entropy loss function, we obtain the credibility estimator and empirical Bayes estimator of risk premium. The result is a complement to the existing risk premium reliability estimation and empirical Bayes reliability estimation. |
| Key words: entropy loss function credibility estimator premium estimator |
