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Using Econometric Modeling in Likelihood Assessing of Investment Activity Risks

机译:在对投资活动风险的可能性评估中使用计量经济学模型

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The article substantiates the necessity of inclusion of random future variables in econometric models. It is considered various concepts of types and descriptions of their probability different from the frequency probability. The example of the use of the subjective Bayesian probability to assess the risks in insurance activities is provided. It is considered how to improve the assessment of the parameters of auto-regression models by including f-lag (future expected) variables. The assessment model of insurance processes allows to estimate probabilities of future expected events and their influence on errors and risks of management decisions by subjective statistics methods and Bayesian networks.
机译:本文证实了计量经济模型中必须包含随机未来变量的必要性。它被认为是各种类型的概念以及与频率概率不同的概率描述。提供了使用主观贝叶斯概率评估保险活动中的风险的示例。考虑通过包括f-lag(未来预期)变量来改进对自回归模型参数的评估。保险过程的评估模型允许通过主观统计方法和贝叶斯网络来估计未来预期事件的概率及其对管理决策的错误和风险的影响。

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