风险函数

It is proved by computer simulationthat this improvement has made better effect. In further study, it is found thatevaluation effect of this model is relavant to power exponent of the whitenessfunction.

综合以上研究，论文提出在实施评价时分段采用不同"幂指数"的白化权函数的方法，建立了改进的灰色风险评价模型。

We use the approximate distribution comes from probability generating function of CreditRisk+ to value the CDO under the single sector factor and multi-sector factors scenarios. For single sector factor model, we discuss the sensitive analysis of CDO fair spread by different default probability, default correlation and loss given default. For multi-sector factors model, we exam the CDO fair spread based on different sector correlation assumption, such as Gamma distribution in moment match method, multivariate Gamma distribution and compound Gamma distribution.

本文在信用风险加成模型之下，利用机率产生函数的近似分配评价抵押债务债券，并考虑单一部门因子与多个部门因子，单一部门因子中，在不同违约机率、违约相关系数和违约损失率下，探讨抵押债务债券公平价差之敏感度分析；多个部门因子中，在不同相关性部门因子分配假设下，如动差配适法的伽玛分配、多维伽玛分配、复合伽玛分配，探讨抵押债务债券公平价差之方法结果比较。

Support vector regression algorithm is an application of structural risk minimization principle in function regression.

支持向量机回归算法是结构风险最小化原理在函数回归方面的应用。

This paper conjectures the relation function to fit China and validates the function with sample data from Shanghai Stock Market,making it possible for the option theory to be used to measure credit risk of listed companies in Chinese Stock Markets

本文利用中国股市的数据，得出了适应中国市场的σA和σE的关系函数，初步实现了运用期权理论对中国上市公司的信用风险进行估测，具有相当的理论和现实意义。

Finally, with Tobin's "Separation Theorem", we introduce the transaction cost into the efficient frontier and t he effective efficient frontier is obtained. And a quadratic utility function is applied to demonstrate that maintaining a suitable level of transaction cost in the current Chinese stock market is important to the equilibrium of the Chinese stock market and the risk control of the individual asset.

本文的第四部分，引用托宾的"分离定理"，通过加入交易成本，区分了名义有效边界和实际有效边界，指出了交易成本调整对我国股票市场均衡影响的作用机制，并引入了效用函数，实证研究了交易成本适度对我国股票市场均衡和个人资产风险水平控制的重要意义。

Finally, we optimize the allocation of a portfolio based on spectral risk measure. The optimization results are fully explained.

最后，提出了以谱风险度量为目标函数的投资组合优化配置模型，并讨论了模型的求解结果。

Considering the uncertainty of the estimating reliability in the model, the theory of Bayes disk decision is used to solve the problem. The expected utility function is used to measure the uncertainty of the estimating reliability, and the Bayes decision rule for stopping reliability growth test is defined. In the end, an example is given to validate the feasibility of this method.

考虑到可靠度估计的不确定性，采用贝叶斯风险决策技术，通过期望效用函数量化可靠度的不确定性，并定义了停止可靠性增长试验的贝叶斯决策规则，最后给出了一个应用实例验证了方法的可行性。

We first check the VaR of the automobile physical damage insurance via P-P Plot and Q-Q Plot, we compare normal, log- normal, index and student t distribution to discover the amount of losing money and probability above were unable to mix rightly.

经由P-P Plot 及Q-Q Plot来检定汽车车体险损失的风险值，我们同时比较了常态、对数常态、指数分配及t分配等四种分配函数。

Stochastic convex programming; Monte Carlo methods; Financial optimization; Convergence with probability one; Optimality condition; Monte Carlo penalty function methods; Nonsmooth optimization; Directional derivative; Subdifferential; Confident interval; Conditional Value-at-Risk; Optimal reinsurance

基础科学，数学，运筹学随机凸规划； Monte Carlo方法；金融优化；以概率1收敛；最优性条件； Monte Carlo罚函数法；非光滑优化；方向导数；次微分；置信区间；条件风险价值；最优再保险

By quantitated decision makers\' subjective recept about wealth with utility function, expected utility theory introduced the concept of value judgment into theories of decision making under risk and uncertainty.

厦门大学，金融工程，2008年，博士通过用效用函数来量化决策者对物质的主观反应，期望效用理论将价值判断的概念引入风险决策理论。

They weren't aggressive, but I yelled and threw a rock in their direction to get them off the trail and away from me, just in case.

他们没有侵略性，但我大喊，并在他们的方向扔石头让他们过的线索，远离我，以防万一。

In slot 2 in your bag put wrapping paper, quantity does not matter in this case.

在你的书包里槽2把包装纸、数量无关紧要。