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相对熵方法下的指数保费信度理论 被引量:2

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摘要 文章讨论了在相对熵方法下的风险保费的信度估计问题,即在指数保费原理下,把贝叶斯估计限定在经验估计的线性组合中,根据均方误差最小原则和相对熵最大原则得到了保费的信度估计的表达形式,从而推广了经典的信度理论。
作者 赵珍 吴黎军
出处 《统计与决策》 CSSCI 北大核心 2016年第5期81-83,共3页 Statistics & Decision
基金 国家自然科学基金资助项目(11361058)
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参考文献9

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二级参考文献14

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