1) constant proportion protfolio insurance
恒定比例组合保险
1.
At the same time, the performance of the synthetic put strategy can t absolutely outperform the constant proportion protfolio insurance (CPPI) strategy.
研究了2类组合保险策略(复制性卖权策略和恒定比例组合保险(CPPI)策略)对深圳成指的保险效果。
2) proportional insurance
比例保险
1.
The first is whether full insurance is optimal in proportional insurance.
运用对偶效用理论分析了两个经典的保险经济学问题 ,一是解释了比例保险中买全额保险是否最优的问题 ,这个问题用传统期望效用理论的方法分析将得到与实际相矛盾的结果 ;另一个是超额损失保险问题 ,给出了在各种保费原则下的最优免赔额的分析结果 。
3) proportional reinsurance
比例再保险
1.
This paper investigates a class of proportional reinsurance surplus model with dividend process and taxes.
主要考虑一类带红利和税收的比例再保险盈余模型。
2.
A class of proportional reinsurance surplus model with dividend process is investigated.
主要考虑一类带红利的比例再保险盈余模型。
3.
The insurance company can invest the surplus in the risk-free asset and the risky asset whose volatility is described by a Heston model,and purchase proportional reinsurance for claims.
对跳-扩散风险模型,在对赔付进行比例再保险,以及盈余投资于无风险资产和方差满足Heston模型的风险资产的条件下,研究使得最终财富的指数期望效用最大的最优投资和比例再保险策略。
4) portfolio insurance
组合保险
1.
A Study on Portfolio Insurance-A Theoretical & Empirical Discussion;
投资组合保险理论与实证研究
2.
Based on the characteristics of the Chinese stock market and the advanced investment portfolio insurance technique,this paper studies investment strategies of pension funds taking into account the principles of security,profitability and fluidity.
针对目前我国证券市场的特点,根据安全性、盈利性和流动性的原则,采用先进的投资组合保险技术,研究养老保险基金的投资,提出了基于养老保险基金的价值增长型组合保险策略。
3.
The idea of portfolio insurance was introduced into future market.
把证券组合保险的思想引入了期货市场,通过实证检验了该技术的效果。
5) proportional reinsurance model
比例再保险模型
1.
Research on optimal control policy of proportional reinsurance model;
比例再保险模型的最优控制策略研究
补充资料：比例再保险
比例再保险
【比例再保险】以保额为基础来确定自留额和分出额的再保险。即保险人和再保险人的保险责任和保险权益与保额之间均有固定的比例关系。因比例计算方式的不同，又分为成数再保险和溢额再保险两种形式。
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