The pure robust credibility estimation under the maximum entropy method

DOI10.16366/J.CNKI.1000-2367.2016.01.003MaRDI QIDQ2823849zbMATH OpenFDO

Authors Yingying Hu, Lijun Wu, Yi Sun

Publication date 6 October 2016

Published in Journal of Henan Normal University. Natural Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.16366/J.CNKI.1000-2367.2016.01.003

zbMATH Keywords

\(M\) estimationinfluence functionLagrangian multipliermaximum entropy methodrobust credibility estimation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of information, entropy (94A17)

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• A maximum-entropy approach to the linear credibility formula
• The maximum entropy method to the credibility estimation

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