风险函数

Second, taking risk taste coefficient into the model solve the problem of without risk taste in model. Third, it builds up a new model based on the thought of GA and mistiness mathematics as the fit function in GA.

第二，以遗传算法中的目标函数的方式建立了基金投资组合模型，以风险调整的收益的最大值作为遗传算法中的目标函数，应用遗传算法进行了求解。

Some significative conclusions are founded out in the dissertation. The evolution of securities investor behaviors bears multi-equilibrium characteristics, namely, possibly converging to the equilibrium of complete value investment, or full noise trade, or coexistence of former two behaviors. And its evolution path and equilibrium are affected not only investor's payoff function and initial state of securities market, but expect error of noise traders, noise trade risk and so on.

通过研究发现，证券投资者行为的进化呈现出多重均衡的结构特征，既可能收敛于完全价值投资、也可能收敛于完全噪声交易、还可能收敛于价值投资和噪声交易共存的均衡点，而具体的路径选择和均衡不仅受到投资者的支付函数、证券市场初始状态的影响，而且与噪声交易者对风险资产收益的预测偏差、噪声交易者风险等因素有关。

Value at Risk,fair spread,probability generating function,CreditRisk+,collateralized debt obligation

信用风险值，公平价差，机率产生函数，信用风险加成模型，抵押债务债券

Finally, based on the Choquet integral of distortion probability, the characterization of dynamic coherent measures is discussed. It provides theoretical evidence for the methods of different transaction dates risk measurement in empirical application. It i...

最后 ，对一般概率通过函数变换，应用 Choquet积分思想，对动态一致性风险度量的特征进行了探讨，指出它在实际应用中为多期风险度量方法提供的理论依据，对长期组合投资具有重要的现实指导意义。

Credit risk ; risk control ; business age ; survival function ; logistic regression ; credit optimize ; simulation

信贷风险；风险控制；商业年龄；生存函数； Logistic回归；信贷优化；仿真计算

We focus on the construction of risk spectra and the application of spectral risk measures to the financial markets.

研究了风险谱函数的构造及谱风险度量在金融市场中的应用。

The main research results in this dissertation can be given as following:Firstly, the bidding strategies and affections of generation companies on the TOU power price are analyzed; Supply function model is employed to simulate the bidding strategies of generation companies in power pool. Some meaningful results are obtained through the proposed equilibrium equations model, when different bidding parameters are selected to maximize profit of suppliers, such as the the numeral of generation company, the block bidding, and power demand elasticity. Based on these results, the affections between the bidding strategies and the TOU power price are discussed.Secondly, the important principles consider the factor of bidding strategies of generation companies and consumers gaming strategies are proposed to constitute the new TOU power price model under present electricity market. Based on these pricinples a new mathematical model of TOU power price is constructed, to evade electricity market risk, partition the peak-valley, ascertain the consumers' response curve, and protect the ambilateral profits.Thirdly, the affections of the TOU power price strategies for reducing the network loss, adjusting node voltage, improving load curve of power system, and protecting the consumers' benefits in electricity market are analyzed with applications of a city real time load data of Jiangsu province.

针对&厂网分开，竞价上网&的电力市场运营模式，本文主要完成了以下研究工作：1研究了发电商不同的竞价上网策略，利用供给函数均衡方法，建立了发电商的竞价上网策略模型，给出了市场均衡解的具体解法；讨论了不同条件下发电商的竞价策略对市场的影响，并获得了发电商的最优上网竞价策略，明确了竞价上网与峰谷分时电价之间的影响因素；利用电力系统负荷曲线，建立了发电商最优竞价策略与峰谷分时电价之间的相互联系，通过仿真算例分析了峰谷分时电价与发电商最优报价之间的相互影响。2提出了&厂网分开，竞价上网&电力市场模式下，考虑发电侧竞价和用户侧博弈等风险因素影响，峰谷分时电价理论建模在规避电网企业运营风险，保护供电方与用户双方的利益、确定用户响应曲线、划分峰谷时段、设置合理的电价拉开比等方面所应遵循的基本原则，在此基础上建立了适合电力市场模式的峰谷分时电价模型。3从原理上分析了需求侧实行峰谷分时电价策略，对削峰填谷，提高负荷率，改善负荷曲线形状，降低电力系统的电能损耗和电压损耗等方面的影响，并进行了仿真验证。

Based on the model of Bahar and Vedat, this paper proposed a more practical model with the improvement on objective functions, constraint and variables.

本文在充分考虑事故发生概率，运输量，多商品风险累加，特殊道路风险限制等多种因素基础上，对BAHAR和VEDAT（2004）[1]的模型在上下层目标函数、上层约束条件以及下层变量等多个方面进行了改进和完善，提出了更符合现实情况的二层网络设计模型。

The term structure of riskless interest rates was established by the relationship between riskless interest rates and the terms of mature.

并通过无风险利率与到期期限之间的函数关系来确定无风险利率的期限结构。

Used methods suchas VaR and Copulas function to measure the risk of the financial conglomerate first ofall, and set up Copula-VaR model for risk measurement.

首先运用VaR和Copulas函数等方法对金融混业经营机构的风险进行度量，建立了计算金融混业经营集团的风险度量模型Copula-VaR。

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。