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《Mathematical Theory and Applications》 2006-02
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Maximum Entropy-Mean Variance Premium Principle

Zhang Kan Feng Xue (Shenyang Aricultural University,Shenyang,110161)  
In this paper,we make use of the two function of entropy in the finance market;measuring the risk and conferring the probability distribution of risk assets,and get hold of the essence on the uncertainty,Measuring the uncertainty from probability distribution to information with entropy,we build a new maximum entropy-mean variance premium principle,which will make the premium more reasonable.
【CateGory Index】: O211
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