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.
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.
出处
《数学杂志》
CSCD
北大核心
2015年第6期1372-1378,共7页
Journal of Mathematics
关键词
熵损失函数
信度估计
保费估计
entropy loss function
credibility estimator
premium estimator
