1) CVaR
条件在险值
1.
Stochastic Programming Model with CVaR-Recourse Criterion For Credit Portfolio Optimization;
信用资产组合优化的“条件在险值-补偿”型随机规划模型
2) CVaR
条件在险价值
1.
And the paper also trys to improve and explore other supply chain management methods and ideas through bringing in financial quantitative algorithms—VaR and CVaR.
全文以风险管理理论为线索;以模拟实验、线性规划为基本工具;以在险价值和条件在险价值在供应链风险管理领域的应用思路为指导,研究金融风险管理定量化分析方法(VaR和CVaR)在供应链管理采购模型、存储模型和风险评估模型中的应用。
3) Conditional Value-at-Risk
条件风险值
1.
The paper proposed a two-echelon optimal ordering model for multi-products with Conditional Value-at-Risk(CVaR) which is used popularly in the field of financial engineering.
借鉴金融工程领域广泛应用的条件风险值法,以及基于布朗运动的贝叶斯预测方法,建立两阶段多产品订货风险决策模型,用数值分析对模型进行了检验,发现它基本反映了真实的决策过程和决策者心理。
4) conditional value at risk(CVaR)
条件风险值
1.
Under the assumption that the yield series is a strictly stationary process,we present an equation satisfied by value at risk(VaR) at time t given historical data and an analytic formula for conditional value at risk(CVaR).
该文在损益变化为一个严平稳过程的假设下,采用非参数方法给出了在已知t时刻之前的历史损益时,t时刻风险值估计所应满足的方程,以及条件风险值估计的解析表达式。
5) conditional cash flow at risk (CCFaR)
条件在险现金流
6) Conditional Capital-at-Risk(CCaR)
条件在险资本
1.
In Black-Scholes type financial markets,the return concept,Earning-at-Chance(EaC),and the risk concept,Conditional Capital-at-Risk(CCaR),are proposed and the EaC-CCaR dynamic portfolio selection model is established as follows.
在Black-Scholes型市场中引入机会收益(Earning-at-Chance,EaC)和条件在险资本(Conditional Cap-ital-at-Risk,CCaR)的风险概念,建立了机会收益-条件在险资本(EaC-CCaR)动态投资决策模型:minπ∈RdCCaR(x,π,T)s。
补充资料：怎样理解基本险和附加险?
财产保险的险别分为基本险和附加险。所谓基本险是指可以单独投保和承保的险别。所谓附加险是指不能单独投保和承保的险别,投保人只能在投保基本险的基础上,根据自己的需要选择加以投保。如果附加险的条款和基本险条款发生抵触,对抵触之处的解释以附加险条款为准；如果附加险条款未作规定,则以基本险条款为准。
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