1) discount function
折现函数
1.
We define a new kind of fuzzy numbers——Quadratic Lateral Edge Trapezoid Fuzzy Number(QLETFN) in order to provide more options on the selection of discount function coefficients,and estimate the term structure of fuzzy interest rate using fuzzy linear regression to increase the reliability of our result.
通过模糊线性回归的一步法,对模糊利率期限结构(折现函数)进行估计,增强结果可靠性。
2) the expected discounted penalty function
折现罚金函数
1.
By a backward differential argument,we drive the integral equation satisfied by the expected discounted penalty function.
研究了当保费率随理赔强度的变化而变化时C ox风险模型的折现罚金函数,利用后向差分法得到了折现罚金函数所满足的积分方程,进而得到了破产概率,破产前瞬时盈余、破产时赤字的各阶矩所满足的积分方程。
2.
In this paper,we research the expected discounted penalty function with double Cox risk model in a Markovian environment.
研究了马氏环境下双Cox风险模型的折现罚金函数,利用后向差分法得到了折现罚金函数所满足的积分方程,进而得到了破产概率、破产前瞬时盈余、破产时赤字的各阶矩所满足的积分方程。
3) expected discounted penalty functions
罚金折现函数
1.
Firstly,integro-differential equations satisfied by the expected discounted penalty functions are derived by changing the model into two independent model,Laplace transforms of the expected discounted penalty functions are obtained.
将该过程转换为两类独立索赔风险过程,得到了该过程的罚金折现函数满足的积分微分方程及该函数的拉普拉斯变换的表达式,且当索赔额服从指数分布时,给出了罚金折现函数及破产概率的表达式。
4) discounted dividends function
折现分红函数
5) the discounted penalty function
期望折现函数
6) Gerber-Shiu discounted penalty function
Gerber-Shiu折现罚金函数
1.
The Poisson risk model with constant interest rate under a threshold dividend strategy——Gerber-Shiu discounted penalty function;
按比例分红策略下具有常利率的泊松风险模型——Gerber-Shiu折现罚金函数
2.
The joint density function of three characteristics and the Gerber-Shiu discounted penalty function for the spectrally negative Levy process;
谱负Levy过程的三者联合密度函数与Gerber-Shiu折现罚金函数(英文)
3.
The Gerber-Shiu discounted penalty function of the classical absolute ruin model with investment and loan
可以贷款和投资的古典绝对破产模型的Gerber-Shiu折现罚金函数
补充资料：现金流量折现法
现金流量折现法——
现金流量折现法是指通过预测公司未来盈利能力，据此计算出公司净现值，并按一定的折扣率折算，从而确定股票发行价格。
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