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非参数密度估计在个体损失分布中的应用 被引量:20

Application of non-parameter kernel density method to the estimation of individual loss distribution
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摘要 As an exploratory research,this paper tries to present a new approach through which the individual loss distribution can be analyzed.Unlike the traditionally parametric statistics idea,the author introduces the whole procedure about how the nonparametric kernel density estimation can be utilized in the analysis of individual loss distribution.Further,the effect of the new estimation is testified. As an exploratory research,this paper tries to present a new approach through which the individual loss distribution can be analyzed.Unlike the traditionally parametric statistics idea,the author introduces the whole procedure about how the nonparametric kernel density estimation can be utilized in the analysis of individual loss distribution.Further,the effect of the new estimation is testified.
作者 谭英平
机构地区 中国人民大学
出处 《统计研究》 CSSCI 北大核心 2003年第8期40-44,共5页 Statistical Research
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参考文献5

  • 1王晓军 江星 刘文卿.《保险精算学》[M].中国人民大学出版社,1997年版..
  • 2Pindych, R.S. and Rubinfeld, D. L. : "Econometric Models and Economic Forecasts( Fourth Edition)", 1998年版.
  • 3Jeffrey S. Simonoff: "Smoothing Methods in Statistics", Spfinger-Verlag, 1998年版.
  • 4Lehmarm, E. L. : Nonpararnetrics : "Statistical Methods Based on Ranks", Holden-Day, San Francisco, 1975年版.
  • 5Stuart A. Kiugman, Harry H. Panjer, Gordon E. Willmot:"Loss Models: From Data to Decisions", Copyright by John Wilely & Sons, Inc., 1998年版.

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