1) annualized loss expectance (ALE)
年损失期望值
2) annual lost expectancy(ALE)
年损失期望
3) expected shortfall
损失期望值
1.
It suggests regarding the expected shortfall value under GPD as the basis of determining the level of the stock index futures margin,and considers differentiating setting different margin levels for long and short posit.
建议以GPD下的损失期望值作为确定中国股指期货保证金水平的依据,并且可以考虑区分不同头寸设置不同的保证金水平,为中国的股指期货交易的保证金设定提供参考。
4) loss expectation
损失期望
1.
A rational method of optimum design of disaster resistant structures should have following characteristics: multi - stage optimization, consideration of both the cost and the loss expectation of the structure in the objective function, multi - failure criteria for the structure, practical to use and consistent with the National Design Codes.
讨论了抗灾结构优化设计应该具备的一些特点：抗灾优化的层次性；优化的目标必须既考虑结构的近期投资（造价）又考虑其长远效益（遇灾损失期望）；抗灾结构的多级设防原则；最优设防水平的决策；优化方法必须与现行国家设计规范相接轨。
2.
The earthquake-resistant design of jacket platform based on optimal fortification intensity is dis- cussed with Platform BZ28-1 of Bohai Oil Field in China taken as an example,following the principle of three-level fortification and two-stage aseismic design of buildings and both cost and loss expectations taken in- to consideration.
介绍了基于最优设防烈度的抗震结构优化设计的理论和方法,并以渤海油田 BZ28-1储油平台为例,在目标函数中既考虑了结构的造价又考虑了损失期望,根据“小震不坏、中震可修、大震不倒”三个水准的抗震设防原则,利用抗震规范的“二阶段”抗震设计方法,对其进行了结构优化设计,得到了考虑造价和损失期望、基于最优设防烈度的最优设计方案。
3.
In consideration of cost and whole life loss expectation of product, the whole life optimization design model with control parameter of dynamic reliability is proposed.
在同时考虑产品成本价值和全寿命期失效损失期望前提下 ,提出了以动态可靠度为控制参数的全寿命优化设计模型。
5) expected loss
期望损失
1.
Through studying on the factors that influence parking capacity,the paper puts forward the model of parking capacity based on minimal expected loss and the method of solving the model in the center business district from the asp.
从分析影响停车供给的因素入手,从市场经济的角度提出基于期望损失最小的中心商业区停车供给模型及其求解方法,并阐述了该模型在停车场改扩建中的作用。
2.
the optimum value of α-level was obtainedunder the goal of the expected loss for each test.
以每次检验的期望损失为目标。
3.
Employing the concept of expected loss of risk and the loss function in the case study, conomic benefits of flood control, hydrological network as well as flood forecast are computed respectively.
根据调查资料和本文的方法建立了损失函数曲线,用风险期望损失的概念,计算了防洪、水文站网及洪水预报的经济效益。
6) expected shortfall
期望损失
1.
A kind of coherent measure index,high degree expected shortfall,is used to measure risk.
股指期货交易保证金作为风险控制的手段,应使用满足一致性公理要求的风险测度方法对指数风险进行分析,但现有的方差、Var测度均不满足此要求,高阶期望损失风险测度满足一致性公理要求。
2.
The tools which have been used or proposed mainly are Standard Deviation、Absolute Deviation、Value at Risk(VaR)、Conditional Value at Risk(CVaR)、Worst Conditional Expectation(WCE)、Expected Shortfall(ES).
目前正在使用或已经提出的风险度量的工具主要有标准差、绝对偏差、风险值(Value at Risk,VaR)、条件风险值(Conditional Value at Risk,CVaR)、最坏条件期望(Worst Conditional Expectation,WCE)、期望损失(Expected Shortfall,ES)等。
3.
In order to construct a risk measure which is both coherentand easy to compute and to estimate,the Expected Shortfall (ES)was proposed and discussedby Acerbi et.
[7]提出了期望损失ES(Expected Shorfall)这种风险度量工具,并证明了它满足了一致风险度量,而且能够方便计算,因此,具有很好的研究价值。
补充资料：期望损失
期望损失是银行从事业务所产生的平均损失。它可以通过对银行损失的历史数据统计得出。
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