1) Integrated risk model
整合性风险模型
2) Integrated Risk Management
整合型风险管理
1.
A Study on the Strategy of Integrated Risk Management-Contingent Capital;
整合型风险管理策略下或有资本工具研究
3) integrated risk management
整合性风险管理
5) risk aggregation
风险整合
1.
Based on modern portfolio theory,this article aims at constructing a consistent model for risk aggregation and capital allocation of Chinese commercial banks.
本文以现代投资组合理论为依据,在考虑风险相关性的基础上,构建了现阶段我国商业银行风险整合和资本配置的一致性模型,并选取国内具有代表性的地区商业银行为例探讨了模型的具体实施和算法。
6) collective risk model
聚合风险模型
1.
The actuarial mathematics is used to set up individual risk model and collective risk model, studing the flood damages of the flood storage and detention basin.
运用保险精算学原理,以我国典型蓄滞洪区为研究对象,建立了确定洪水保险损失的短期个别风险模型与短期聚合风险模型,对保险标的分洪损失及蓄滞洪区的运用几率进行定量研究,从而计算出保险公司在一定时期内可能发生的理赔总量的分布情况;并应用实例分析了两个模型间的关系。
2.
In this paper, we discussed several important properties of compound binomial distribution in the collective risk model and gave its recurrence formulas and two approximate calculations.
给出了聚合风险模型中的复合二项分布的几个重要性质,给出了其递推公式和两种近似计算。
3.
The collective risk model based on contaminated Gamma distribution is put forward and its probability character is considered.
分析了污染Gamma分布及其性质,讨论了基于污染Gamma分布的聚合风险模型。
补充资料：连续性与非连续性(见间断性与不间断性)
连续性与非连续性(见间断性与不间断性)
continuity and discontinuity
11an父ux泊g四f“山。麻以角g、.连续性与非连续性(c。nt，n琳t:nuity一)_见间断性与不间断性。and diseo红ti-
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