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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Esscher principle ： ウィキペディア英語版 Esscher principle The Esscher principle is a insurance premium principle. It is given by $\backslash pi()=E()/E()$, where $h$ is a strictly positive parameter. This premium is in fact the net premium for a risk $Y=Xe^/m\_X(h)$, where $m\_X(h)$ denotes the moment generating function. The Esscher principle is a Risk measure used in actuarial sciences that derives from Esscher transform. This risk measure doesn't respect the positive homogeneity propertie of Coherent risk measure for $h>0$. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Esscher principle」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.