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一种处理内置离群值投资风险准备金的方法 被引量:1

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摘要 引入一种处理内置离群值投资风险准备金的经济分析方法。文章将此方法用于金融投资出现重大不确定性事件的风险损失准备金的估计与预测中。研究表明,改进了的链梯法能够平滑风险赔付,稳定创业投资生态,避免市场非理性行为的发生。
作者 艾小娟
出处 《统计与决策》 CSSCI 北大核心 2018年第6期68-70,共3页 Statistics & Decision
基金 教育部哲学社会科学研究重大课题(14JZDW005)
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