中文摘要：

未决赔款准备金的谨慎提取对保险公司的稳健经营具有非常重要的意义。本文从分层贝叶斯分析和BMOM方法入手研究最大熵先验分布问题，给出了保险公司未决赔款准备金的稳健贝叶斯估计，然后通过一具体实例说明本文方法的有效性，最后将未决赔款准备金的稳健贝叶斯估计同经典估计进行了比较。

英文摘要：

In this paper, the authors develop the Bayesian statistical prediction model from the aspect of robust estimation. In a situation that the priori information is insufficient, Marxism entropy theory and BMOM method are discussed, Hierarchical Bayesian and Marxism entropy priori distribution are used. Finally, the authors simulate with real data of insurance company, and conclude with a summary.