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1)  forward stochastic differential equation
正向随机微分方程
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。
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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 。
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4)  forward-backward doubly stochastic differential equations
正倒向重随机微分方程
1.
The existence and uniqueness for the solution of forward-backward doubly stochastic differential equations were obtained under local Lipschitz condition,where the time duration could be arbitrarily given.
在局部Lipschitz条件下,得到了任意给定时间区间上,正倒向重随机微分方程解的存在惟一性结果。
2.
A general type of forward-backward doubly stochastic differential equations(FBDSDEs in short) was studied, which extends many important equations well studied before, including stochastic Hamiltonian systems.
研究了一类正倒向重随机微分方程,其涵盖了以前的包括随机Hamilton系统的很多情况。
5)  in short)
正倒向随机微分方程(FBSDE)
6)  backward stochastic differential equation
正倒向微分随机方程
1.
This paper research on the effect of investment with reserve for insurance price by theory of backward stochastic differential equation.
本文利用倒向随机微分方程的理论,在考虑保险公司提计准备金的背景下研究投资对于保险价格的影响,建立了再保险投资定价的正倒向微分随机方程的模型,并给出了保险价格的显性解。
2.
This paper researches on effect of investment with reserve for insurance price by theory of backward stochastic differential equation.
本文就是应用倒向随机微分方程的理论,结合保险公司对于资金运用的实际情况,即在考虑保险公司提计准备金的背景下,从保险投资的角度,分析保险投资对于保险定价的影响,建立了保险投资定价的正倒向微分随机方程的模型,并应用倒向随机微分方程理论解出了保险价格的显性解。
补充资料：随机微分方程
    　　见随机积分。
　　

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