论文标题
通用算术手段的预测方法
A predictive approach to generalized arithmetic means
论文作者
论文摘要
本注释的目的是提供一个几何环境，其中广义算术手段是适当度量的最佳预测指标。这种特征为确定性等效概念提供了几何解释。除此之外，在这种几何环境中，还存在条件期望的概念，作为先前信息的最佳预测指标。这导致有条件的偏好概念和有条件确定性的概念，事实证明，这与公平定价的概念一致。
The goal of this note is to provide a geometric setting in which generalized arithmetic means are best predictors in an appropriate metric. This characterization provides a geometric interpretation to the concept of certainty equivalent. Besides that, in this geometric setting there also exists the notion of conditional expectation as best predictor given prior information. This leads to a notion of conditional preference and to the notion of conditional certainty equivalent, which turns out to be consistent with the notion of fair pricing.
