1) Forward-backward stochastic differential equations
正-倒向随机微分方程
2) Forward-Backward Stochastic Differential Equation
正倒向随机微分方程
1.
using relevant linear forward-backward stochastic differential equations, it obtains a calculating formula of the retained proportion or retention for the reinsurance.
本文研究了投资影响下的再保险策略,利用有关的线性正倒向随机微分方程,获得投资影响下再保险的自留比例或自留额的计算式子。
2.
Starting from systematic view,the paper integrates compensations that insuers will be up against with its return on investment and establishes linear forward-backward stochastic differential equations for proportional and excess-of-loss reinsurance premiums.
从系统的观点出发,把保险公司的赔付情况与投资收益相结合,对比例再保险和超额损失再保险,建立了在投资背景下它们应满足的线性正倒向随机微分方程。
3) Forward-backward stochastic differential equations
正倒向随机微分方程
1.
The well-posedness of time-delayed forward-backward stochastic differential equations is studied.
研究了带时滞正倒向随机微分方程的适定性问题。
2.
In this paper, we investigate the nature of the adapted solution to a class of forward-backward stochastic differential equations (short for FBSDE) without the non-degenerate condition for the forward equation.
研究了一类正倒向随机微分方程的适应解 ,其中正向方程不需要满足非退化条件 。
4) in short)
正倒向随机微分方程（FBSDE）
5) (Forward) Backward Stochastic Differential Equation
（正）倒向随机微分方程
6) forward-backward stochastic differential equations with Poisson jumps
跳扩散正-倒向随机微分方程
1.
Existence and uniqueness and comparison theorems of solutions to infinite horizon forward-backward stochastic differential equations with Poisson jumps(FBSDEs) are discussed.
研究了无穷水平跳扩散正-倒向随机微分方程解的存在唯一性以及比较定理。
参考词条
补充资料：随机微分方程
见随机积分。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。