Abstract

             In our previous work we suggested a way for computing the non-life insur- ance premium. The probable surplus of the insurer company assumed to be distributed according to the canonical ensemble theory. The Esscher premium principle appeared as its special case. The difference between our method and traditional principles for premium calculation was shown by simulation. Here we construct a theoretical founda- tion for the main assumption in our method, in this respect we present a new (physical) definition for the economic equilibrium. This approach let us to apply the maximum entropy principle in the economic systems. We also extend our method to deal with the problem of premium calculation for correlated risk categories. Like the Buhlman economic premium principle our method considers the effect of the market on the pre- mium but in a different way.