保险中小样本信息处理的非均匀信息扩散法(英文)

被引：5

作者：

忻莉莉

耿辉

王永民

张晶晶

机构：

[1] DepartmentofMathematics,CollegeofSciences,ShanghaiUniversity,Shanghai,PRChina

来源：

Journal of Shanghai University(English Edition) | 2007年 / 03期

关键词：

fuzzy mathematics; kernel density estimation; information diffusion; MacCormack technique; small-sample;

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

<正>When analyzing and evaluating risks in insurance, people are often confronted with the situation of incomplete information and insufficient data, which is known as a small-sample problem. In this paper, a one-dimensional small-sample problem in insurance was investigated using the kernel density estimation method (KerM) and general limited information diffusion method (GIDM). In particular, MacCormack technique was applied to get the solutions of GIDM equations and then the optimal diffusion solution was acquired based on the two optimization principles. Finally, the analysis introduced in this paper was verified by treating some examples and satisfying results were obtained.

引用

页码：259 / 262

页数：4