1) risk model
风险模型
1.
Ruin probability in double Poisson risk model;
双Poisson风险模型的破产概率
2.
Study on the dividend payments for a risk model;
一类风险模型的红利问题研究
3.
The study of the discrete risk model with return on investments;
带投资收益的离散风险模型研究
2) model risk
模型风险
1.
As a result, however, model risks are also emerging.
自上个世纪70年代以来,风险管理模型为银行的风险量化管理提供了工具,但也同时引致了模型风险。
2.
Besides, a comparison between parameter hedge and delta hedge containing their sensitivity to model risk is discussed.
首先,本文指出了以往对于模型不确定性与模型风险的研究框架的不足,在更加贴近市场操作的情况下研究模型风险给衍生品定价带来的影响。
3.
This paper firstly introduces the rating process of structured products and rating methodologies of three dominant CRA(Moody\'s,S & P\'s and Fitch\'s),and then analyzes model risk,rating model arbitrage,inherent conflicts of interest and relative questions in rating approaches.
通过介绍CDO产品的评级过程和三大评级机构(穆迪、标准普尔和惠誉)的评级方法,分析评级中可能存在的模型风险、评级套利(rating model arb itrage,又称为rating shopp ing),以期相对我国对国际信用评级方法的借鉴和改进结构性产品信用评级质量的方向有所助益。
3) risk probability model
风险率模型
1.
The risk index and risk probability model characteristic of high flow velocity and shallow depth of water in the river closure engineering are specifically put forward.
分析了立堵截流风险研究中所涉及的几个基本问题，并具体提出了截流工程中高流速、小水深这一类型的风险指标、风险率模型以及解决其计算关键问题的方法。
4) Poisson risk model
Poisson风险模型
1.
In risk theory in the present study, most of scholars focus exclusively on generalization to the following three risk models, such as: the compound binomial risk model, poisson risk model and renewal risk model.
在本文中,考虑的是Poisson风险模型的进一步推广,主要运用随机点过程理论及概率论的基础知识研究了随机收益率下四种Poisson风险模型的破产概率。
5) Erlangian risk model
Erlang风险模型
1.
Erlangian risk model is widely used in queueing theory,control theory and finance risk models.
Erlang风险模型广泛应用于排队论、控制论以及金融风险过程。
6) Cox risk model
Cox风险模型
1.
In this paper, we consider a Cox risk model with variable premium rate and disturbed by diffusion in a Markovian environment.
本文研究马氏环境下带扰动的变利率的Cox风险模型 。
2.
This dissertation is devoted to dealing with ruin theory for some kinds of risk models which include the Sparre Andersen risk model, Cox risk model and the generalized Cox risk model, and we discuss the Cox risk model with stochastic rates of interest.
主要研究更新风险模型,多险种Cox风险模型,带随机利率的Cox风险模型,最后讨论了推广的Cox风险模型,并给出了一个大偏差结果。
3.
The authors consider a Cox risk model in which the claim inter-arrivals and claim sizes are influenced by an external Markovian environment process.
考虑了索赔来到的时间间隔和索赔量受外部环境干扰的Cox风险模型。
补充资料：风险投资的风险
风险投资的风险是指投资活动中人们不希望的后果出现的潜在可能性。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条