风险函数

Based on that the density distribution function of technical service life about existing structures obeys blocking tail distribution,a conditional reliability and a hazard rate function of existing structures are established in this paper.

依既有结构的技术使用寿命密度函数服从截尾分布，建立了既有结构的条件可靠度和失效率函数，从期望效益与其望经济风险的优化分析着手，提出了一种既有结构剩余技术寿命的预测方法。

A model is developed to analyze the tradeoff between benefits and costs involved in the strategies for the normal dvm of copepod . the venturous revenue is used as the criterion for this optimal tradeoff . it is a function of the environmental factors and the age of copepod

本文提出一个桡足类常规的昼夜垂直迁移模型，以分析桡足类在垂直迁移的决策过程中对利益和风险的权衡机制，风险收益被用来作为这种权衡机制的优化目标，它是环境因子和桡足类年龄的函数。

Using the dynamic programming approach, an explicit solution to the value function of the optimal portfolio problem is obtained by the HJB equation, and the optimal investment strategy is given.

在风险投资服从Heston模型的假设下，研究了幂效用函数的最优投资组合问题，利用动态规划方法通过HJB方程得到最优投资组合价值函数的显式解，并给出最优投资策略。

The extreme value theory is introduced in measuring the liquidity risk, and the Type I extreme value distribution is found fit for predicting the probability of the amount of accrued payables to redeem open-end funds via analyzing the actual data.

在基金中对众多可能引起流动性风险的因素运用主成分分析，通过综合指标对基金资产的流动性进行分级，得出综合指标的分布函数，从而可以得出不同级别的流动性风险发生的概率。

Indices, including average line loading, average line flow limit per MW served, line investment ratio are proposed to quantify the stress level of the system, while the probability distribution function of fractional load shed and total failure components, cascading failure frequency, and risk are used for the risk analysis of cascading blakcouts.

论文提出了网络利用率、单位平均投资和线路投资比等指标，对系统的临界水平进行量化；并采用连锁故障灾难度的概率分布函数、连锁停电事故频度和风险等指标分析电力系统的连锁故障风险。

Considering transaction cost, Hedger's attitude to risk, variance of foreign exchange rate , with Von Neumann Morgenstern utility function and Bernoulli principle, this paper analyses optimal hedging of the foreign exchange risk during the import/export with forward/future contracts, and the influence of the above mentioned factors on the optimal hedge rate.

本文在前人研究基础上，考虑交易费用，决策人对风险的态度，汇率相对风险大小等因素，用Von Neumann- Morgenstern效用函数和 Bernoulli决策法则建立了研究利用远期/期货和约做外汇套期保值问题的一般模型，然后具体分析了一种典型情况下的最优套期保值率的性质。

Because the weights are determined by the correlation of code sequence and estimation error of channels, which can be nearly determined by system load factor, we determine the sub-optimum weights by system load factor through simulations, and substitute the hard-decision symbol function by soft-decision hyperbolic tangent function to decrease the risk of error decision.

由于加权因子取决于前级符号估计的可靠性。也就是取决于扩频码互相关系数与信道估计精度，在随机扩频系统中，估计精度可近似由系统负荷决定，因此可根据系统负荷决定加权因子，以很小的性能降低代价换取计算量的极大降低。同时，为进一步降低误判风险，使用带有斜率控制因子的双曲正切函数代替常规的符号函数。

Considering that the trade's price impact function includes the trade size and the liquidity discount of security market at that time,under the assumption that the risky asset's price follows the arithmetic Brown motion,and based on the none-shape,L shape or U shape of intraday liquidity patterns,this paper introduced the Lagrange equation of motion and the method of Frobenius,and found out the optimal intraday liquidation strategies of large security positions.

考虑到交易的价格影响是该时刻的交易量与市场流动性折扣的函数，假设风险资产价格服从算术布朗运动，以及分别在不考虑日内流动性模式，考虑L形和U形日内流动性模式的基础上，采用拉格朗日运动方程以及Frobenius方法，得到了大额风险头寸的日内最优变现策略。

The standard deviation calculation principle; Optimal Reinsurance; Total risk; Upper bound of risk; Change loss; Lagrangian function

标准差计算原理；最优再保险；总风险；风险上界；变换损失；拉格朗日函数

The former can be described completely by their marginal distribution, while the latter by copula function linking them.

其中单个金融资产的风险可以完全由它们各自的边缘分布来描述，而由投资组合产生的风险则完全由连接它们的Copula函数来描述。

However, as the name（read－only memory）implies, CD disks cannot be written onorchanged in any way.

然而，正如其名字所指出的那样，CD盘不能写，也不能用任何方式改变其内容。

Galvanizes steel pallet is mainly export which suits standard packing of European Union, the North America. galvanizes steel pallet is suitable to heavy rack. Pallet surface can design plate type, corrugated and the gap form, satisfies the different requirements.

镀锌钢托盘多用于出口，替代木托盘，免薰蒸，符合欧盟、北美各国对出口货物包装材料的法令要求；喷涂钢托盘适用于重载上货架之用，托盘表面根据需要制作成平板状、波纹状及间隔形式，满足不同的使用要求。