1) mutually exclusive risks
相斥风险
2) dependent risks
相关风险
1.
The Bounds of the Value-at-Risk for Functions of Dependent Risks;
相关风险函数VaR的界
4) relative risk
相对风险
1.
Risk budgeting is in connection with positive portfolio managers, so the risk we budget and control is mainly stemmed from relative risk, but not from absolute risk.
风险预算是针对积极投资管理者进行的,所以我们预算和控制的风险主要来自于相对风险而不是绝对风险。
2.
The paper considers the MLEs of expected frequencies for relative risk under simple order restrictions,and gives an iterative algorithm to compute the restricted MLEs,and proves the convergence of the algorithm.
本文讨论了 k2× 2表相对风险简单半序约束下期望频数的最大似然估计问题 ,给出了求最大似然估计的一种迭代算法 ,并证明了此算法的收敛
3.
For commonly used benchmark portfolio,risky assets are still priced by CAPM in spite of the fact that investors utility functions are expanded to include relative risk.
结果表明 ,对于常用的参考证券组合 ,相对风险的引入不影响 CAPM的成立 ,但在其他情况下 ,市场平均的参考证券组合可能成为市场证券组合之外的另一定价状态变量。
5) Dependent risks
相依风险
1.
Optimal Retentions for a Stop-Loss Reinsurance with Dependent Risks under the VaR and CTE Risk Measures;
VaR和CTE测度下相依风险的最优停止损失再保险
6) risk corresponding to each other
风险相当
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