风险线性组合的随机序分析及其应用
nalysis on the stochastic order of risk linear combinations
本文在独立和相依条件下,分别讨论了一般风险线性组合a_1X_1+a_2X_2+\\\\cdots+a_nX_n的随机序关系,并给出立性假设对相依风险线性组合的影响,最后给出了它在保险决策中的应用.
In this paper, the stochastic orders of risk linear combinations are discussed respectively under mutual independence and correlation conditions, and the impact on the correlated linear combinations from the assumption of mutual independence. At last, its application on decision-making is given.
谷蕊、牛明飞
数学
随机序独立风险相依风险同单调风险线性组合
stochastic orderindependent riskdependent risk comonotonicityrisk linear combinations
谷蕊,牛明飞.风险线性组合的随机序分析及其应用[EB/OL].(2008-05-26)[2025-08-16].http://www.paper.edu.cn/releasepaper/content/200805-755.点此复制
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