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- dependent stochastic interest 相关随机利率
- Van L.S., Gendron M.: On financial guarantee insurance under stochastic interest rates. 陈富权;沈思玮:信用担保的两阶段定价模型.;系统工程理论方法应用
- This paper studies the deficit distribution at ruin by the distribution class of the claim-size distributions in a risk model with the Markov chain stochastic interest. 摘要应用损失赔付额分布函数的分布类的特性,在假设随机利率服从马尔可夫链的条件下,研究了风险模型中破产时刻赤字的分布函数和界值。
- This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy. 摘要本文推导出在随机利率经济体系下,无套利条件之组合型选择权的近似封闭解。
- This paper develops benefit reserve models with deterministic and stochastic interest rate for a homogeneous portfolio of life insurance policies. 针对同质寿险保单组,分别建立了确定利率与随机利率准备金精算模型。
- This paper studies the determination of level premiums for a portfolio of life insurance policies under the stochastic interest rate environment. 摘要在随机利率的背景下,对寿险保单组均衡保费的确定问题进行了研究。
- In the case of stochastic interest,the pricing formulas of the European contingent claim on dividend- paying stock are obtained (Theorem2.2,2.3,Corollary2.4,2.5,2.6) . 首先推导出随机利率以及基础股票支付红利的情形下一般欧式未定权益的定价公式(定理2.;2,2
- We establish an generalized exponential O-U model with "jump" ,and the option value equation and the pricing formula of European call option are deduced under incontinuous stochastic interest rate model. 创建带跳跃的指数O-U随机过程扩展模型,并在利率为跳-扩散过程的假设下,给出了相应的期权价值方程以及欧式看涨期权的定价公式。
- We then get the life annuity actuarial present value models of annuity portfolio insurance through the portfolio theory, under the independent stochastic interest rates environment. 然后,考虑市场上存在多种相互独立的随机投资利率的情况下,依据投资组合理论得出企业年金保险中多种生存年金组合的精算现值模型。
- Net premium reserve of stochastic interest 随机利率下的净保费责任准备金
- LIFE INSURANCE MODEL WITH STOCHASTIC INTEREST 随机利率寿险模型
- His interest in photography is only a passing fad. 他对摄影的爱好仅是一时的兴致。
- All effects are dependent on their causes. 一切的结果都基于它们的原因。
- They are dependent on public charity. 他们依赖公众的赈济。
- You can't depend on the train arriving on time. 千万不要认为这列火车能正点到达。
- The child is dependent on his parents for support. 这个小孩靠他的父母养活。
- Prediction of Dependent Stochastic Variable Sequent through Modified Markov Chain with Weight 改进权马尔可夫链实现对相依随机变量序列的预测
- All is dependent on your decision. 一切看你的决心而定。
- The tides depend on the pull of the moon. 潮汐是月亮引力作用的结果。
- But that all depend on the specific circumstances. 不过,那要看具体情况而定。