华东师范大学学报（自然科学版）Issue(1)：30-40,11.DOI:10.3969/j.issn.1000-5641.2013.01.006
平衡损失函数下风险相依回归信度模型
Regression credibility model with correlation risk under balanced loss function
黄维忠1
作者信息
- 1. 华东师范大学金融统计学院,上海200062;上海海事大学数学系,上海201306
- 折叠
摘要
Abstract
Firstly the relation between the credibility premium under balanced loss function and quadratic loss function was given. Then the linear regression credibility premium with correlation risk under balanced loss function was derived. At last the credibility premium was expressed in balanced loss function when the target estimator was specialized, meanwhile the regression credibility model with equal correlation and common effect risk under balanced loss function was discussed.关键词
平衡损失函数/风险相依/回归信度Key words
balanced loss function/ correlation risk/ regression credibility分类
数理科学引用本文复制引用
黄维忠..平衡损失函数下风险相依回归信度模型[J].华东师范大学学报（自然科学版）,2013,(1):30-40,11.
