风险函数

Finally, favored by the article "Stochastic differential utility" written by Duffle and Epstein, we define the notion of Stochastic differential utility under Maos conditions. Similar to common utility functions, they preserve many good characters such as continuance, monotonousness, risk aversion and so on.

最后，受Duffie和Epstein的"Stochastic differential utility"一文的启发，在毛氏条件下定义了随机微分效用，它保持了一般效用函数的性质：单调性，连续性，风险厌恶以等。

By applying this exponential utility function, portfolios to suit a variety of different investors can be obtained.

并且因为效用函数的引入，因此可以求得满足不同风险偏好投资者的资产配置。

This approach will enable the different investors bear the risk, and access to the corresponding rewards. The first two methods did not consider investors attitudes of risk and the expected price of the spot or futures. However, the hedger of the maximize effectiveness calculates the optimal hedge ratio through the establishment of investors utility function and calculus.

前面两类方法都没有考虑投资者的风险态度和对现货或者是期货价格走势的预期，而效用最大化套期保值通过建立投资者的效用函数，再利用微积分求最值的方法来计算最优套期保值比率。

Gerber-Shiu discounted penalty function is studied and a solution is obtained to the iuntegro-differertial eqution which is in the form of an infinite series by means of integral transform.

在常利率环境下，研究当索赔时间间隔为Erlang(2)分布且保费收取为两步保费的风险模型，推导出该模型Gerber-Shiu罚金折现期望函数所满足的微积分方程。

We prove that the GerberShiu functionΦsatisfies a renewal equation and a infinite series expression ofΦis obtained.

在本章中，利用逼近的方法，得到了此风险过程的罚金折现函数Φ满足的更新方程及其Φ的一个级数表达式。

However, asymmetric Laplace distribution has only 2 parameters and explicit distribution function form, it can fit the data of stock returns well. Consequently it greatly facilitates the calculation of optimal portfolios and the management of financial risk.

非对称拉普拉斯分布有明确的解析表达分布函数，只含有2个参数，能够较好拟合股票收益率分布的尖峰厚尾偏倚特性，给进一步的研究证券投资组合和金融风险管理带来了很大的便利。

In this part,we give the description of the competing risk mixture model and the likelihood function with grouped data.3.Asymptotic properties of MLE.

这一部分我们给出了本文中竞争风险混合模型的描述及分组数据下的似然函数。

Ii A new class of fuzzy two-stage minimum-risk model is proposed. The approximation of credibility function and the convergence of approximation method are discussed.

建立一类新的模糊两阶段最小风险模型，讨论可信性函数的逼近方法及其收敛性。

Vy risk processes.Firstly,we will review some basic results on log-convexity and complete monotonicity of functions that will be needed later on.

vy风险过程。首先，我们回顾了一些本章需要的log-凸和完全单调函数的基本理论。

The Technological Support of Diversification Management Paterns Agriculture insurance zoning is essential to providing crop insurance scheme in Chinese agricultural. Six risk indices, indicating regional characteristics, and fuzzy cluster analysis method, are applied to divide risk zones. After that, three kinds of ratemaking of agriculture insurance ways are discussed,including the weighted average method, the normal distribution method and the Pearson distribution method.

第六章多元化经营模式的技术支持农业保险区划是农业保险经营过程中必要的基础工作，根据区划的要求，本章选择了六项最能反映区域特征的风险指标，运用模糊聚类分析法，进行农业保险的分区；提出了农业保险费率厘定的三种方法，包括加权平均法、正态分布法和皮尔逊函数法。

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。