經典風險論 的英文怎麼說

中文拼音 [jīngdiǎnfēngxiǎnlún]
經典風險論 英文
classical risk theory
  • 經 : 經動詞[紡織] （把紡好的紗或線梳整成經紗或經線） warp
  • 典 : Ⅰ名詞1 （標準; 法則） standard; law; canon2 （典範性書籍） standard work of scholarship 3 （典故...
  • 風 : Ⅰ名詞1 （空氣流動） wind 2 （風氣; 風俗） practice; atmosphere; custom 3 （景象） scene; view 4 ...
  • 險 : Ⅰ名詞1 （險惡不容易通過的地方） a place difficult of access; narrow pass; defile 2 （危險） dange...
  • 論 : 論名詞（記錄孔子及其門徒的言行的「論語」） the analects of confucius
  • 經典 : 1. （具有權威性的著作） classics 2. （宗教教義著作） scriptures 3. （著作具有權威性的） classical
  • 風險 : risk; hazard; danger
  1. Classical risk theory

    經典風險論
  2. In this article, firstly the background of the textile trade conflicts within sino - us or sino - euro are introduced, thus learn that how to discern and dodge the foreign trade risks, how to choose the appropriate investment projects have already become one of the most important questions for exporting companies on foreign trade affairs well - known as high investment and high risk. so the main text makes a risk analysis qualitatively and quantitatively on a textile - exporting trading company from three angles of statistic 、 game theory and portfolio theory, which is the main content that we studied. firstly, the statistic article adopts data of the transaction closing price of the textile clothing index in shenzhen stock exchange at the end of each quarter as well as several other kinds of data reflecting the macro - economic changes, performs an empirical analysis of these data according to the theory of co - integration test 、 granger cause test and impulse response function of time series in economitric, and learn that the impact to ti is more obvious by the economic index reflecting local commodity price level and economic prosperity degree home and abroad, as well as the impact degree and the time lag degree, and knows the macro - economic risks faced by textile business enterprises ; after that by the game theory angle we analyze exactly the managing risks faced by one textile export corporation named beauty. from the game expansion chart the system arrangement between censor ways by exportation goal countries and exporting strategies by the exporting enterprises has been analyzed. involving the benefit assignment between them both the limited rounds and infinite rounds negotiations of cooperation games have been studied, and then country responsibility and the enterprise managing risks on foreign trade affairs and so on have been analyzed exactly ; in order to realize the investment multiplication in the certain degree to disperse the risk, the

    本文首先介紹了中美、中歐紡織品貿易爭端的來龍去脈，由此可知在涉外貿易這種以高投入、高風險著稱的行業里，如何甄別和規避外貿風險、如何選擇合適的投資項目已經成為外貿企業的首要問題。因此，正文分別從統計學、博弈論和投資組合三種角度對涉外紡織品貿易公司風險進行了定性和定量的分析，這也是本文的主要研究內容。首先，統計學篇選取了深圳證券交易所行業分類指數?紡織服裝指數（ ti ）每一季度末的交易收盤價和若干種反映宏觀經濟變化的指標，利用計量經濟學中時間序列的協整檢驗、 granger因果檢驗和脈沖反應函數等理論做實證分析，從而得知反映國內物價水平和國內外經濟景氣程度的經濟指標對紡織板塊上市值的沖擊比較明顯，且可知沖擊程度和時滯度，進而分析出涉外紡織企業所面臨的宏觀經濟風險;接著，從博弈論的角度具體分析一家紡織品出口公司（ beauty ）的外貿活動所面臨的各種經營風險，該篇從博弈擴展圖入手，分析了出口目的國審查方式與本企業出口策略之間的制度安排;並圍繞雙方的利益分配，研究了有限回合和無限回合合作談判博弈，然後具體論述了國家責任和企業涉外經營風險等問題;在一定程度上為了實現投資多元化來分散風險的目的，投資組合篇從經典的markowitz模型著手，在一些特定條件的限制下，給出了一個相應的投資組合模型。
  3. The main risk model that we consider in this paper is the renewal risk model, and all chapters in this paper are carried through based upon the heavy - tailed distribution ( large claim )

    本文關注的基本模型是經典的更新風險模型，討論的均是建立在重尾分佈族的基礎之上（即大額索賠） 。
  4. So this paper tries to solve these problems through the following work : first, we select some index to valuate the close - end funds, including income, stability, risk in falling, stocks selecting ability and tuning ability, based on overseas funds valuation methods and domestic market condition ; second, we analyze the stability of all index and form two styles index, which are f and other bad stability index ; then, we form the valuation system, including two - layers index, which are p and factor score ; last, we use this system to analyze the close - end funds which came into existence before 2000 and get the final comparative result. the main intention of this paper is to create the system of valuating close - end funds in our country, which is comprehensive and objective. in my valuation system involving the period from 2000 to 2003, the funds as a whole performs inferior to the stock index

    首先，對國外理論界經典成型的、以及前沿的基金評價指標和評價方法進行了詳細的分析，並結合我國的基金市場狀況，選取了可以衡量基金收益、穩定性、下跌風險、股票選擇能力、時機選擇能力等量化指標；其次，根據我國基金分析的需要，採用了諸如基金交易價格、換手率等二級市場表現指標；然後，對這些指標進行了時間延續性分析，檢測這些指標在運用到我國基金市場時能否有效預測基金未來表現，從而形成了兩類指標：時間延續性很好的s _ p和時間延續性不好的其它所有指標；再次，在以上工作的基礎上形成了由兩個層面的指標構成的我國證券投資基金評價體系： s _ p和因子分析中綜合因子得分值；最後，選取了我國2000年1月1日前成立的23隻封閉式基金作為樣本，並同時採用上證a股與深成a股兩個基準組合進行了3年樣本期的實證分析，得出了最終的比較性評價結果。
  5. Through the systematical analyses measure, which combine classical model of project management and latest modern theory, the thesis integrative analyses the every factor which belong to scope management s time management 、 cost management 、 quality management 、 risk management 、 human resource management 、 procurement managements communication management and integration management of hunan international convention and exhibition center. especially research the effective and practical measure, which include time management of wbs s systematic model measure of risk management s earned value of investment control etc. it has continuous improved and developed the practice of project management, has realized the transform procedure from theory study to practical application. at the same time, the thesis discuss the development thinking of convention and exhibition economy, discuss the future study direction of project management science in our country, summarizes and evaluates the achievement which result from exce llent project management

    論文採用項目管理經典模式與最新前沿理論相結合的系統分析方法，對湖南國際會展中心項目的范圍管理、時間管理、成本管理、質量管理、風險管理、采購管理、人力資源管理、溝通管理和集成管理中諸要素進行了優化分析，重點研究了基於wbs進度管理、系統模型法風險管理、掙值法投資控制等行之有效的、符合項目實際的項目管理技術方法，並在項目管理實踐中不斷完善和發展，實現了從理論研究到實踐應用的轉化過程。
  6. To sum up, this paper is to explore the counter - measures to enhance the risk management of derivatives on the basis of the analysis and conclusion of three classical cases with a combination of my study in swufe for emba and my work experience in stock exchange and its management for a long time. however, i must say that there should be omissions and even errors in this paper because derivatives and their transaction are still new for our financial market,

    為了思考和探索以上幾個問題，我結合在西南財經大學emba期間所學的經濟金融理論，尤其是本人長期從事證券交易及其管理工作的實際體會與感悟，試圖從經典案例的回顧分析入手，在總結案例經驗與教訓的基礎上，探索加強我國金融衍生工具風險管理的對策措施。
  7. In chapter 1, we briefly reviewed the risk theory and its development. and the significance about this paper was expressed. in chapter 2, we introduced classical risk model. in which, making this risk process into a strong markovian process is the preparation of deriving the main results. chapter 3 is the main body of the paper, we derived the results about general ruin probability in a kind of continuous time risk model with deficit - time geometry distribution of claim inter - occurrence time. the martingale approach is a good procedure to get the expression of ruin probability about a class of continuous time risk models with deficit - time geometry distribution of claim inter - occurrence time. we also take advantage of change of measure idea from it

    第二章介紹了經典風險模型，其中用逐段決定馬爾可夫過程理論及補充變量技巧，使一類風險模型的盈餘過程成為齊次強馬爾可夫過程。第三章作為本文的主體部分，在索賠到達間隔服從虧時幾何分佈的連續時間風險模型中，索賠額分佈為一般分佈，它的破產概率可以利用pdmp中的廣義生成運算元得出鞅，通過調節系數的選擇以及在相應測度下的測度變換，使得破產概率的一般解可以表示出來。
  8. This paper includes three chapters. several elementary concepts of pdmp and the extended generator of pdmp are introduced in the first chapter. the classical risk model and the sparre andersen model are introduced in the second one. the third chapter is the main body of this paper in which the ruin problem of sparre andersen model with geometric distribution of claim inter - occurrence times is considered and the lundberg bound is derived

    本文共三章。第一章是預備知識，介紹了逐段決定馬爾可夫過程的一些基本概念及pdmp的廣義生成運算元；第二章介紹了經典風險模型及sparreandersen模型；第三章是本文的主體，討論了索賠到達間隔服從幾何分佈的sparreandersen模型的破產問題。
  9. This paper consists of three chapters. the first one is the preparatory knowledge underlying this paper, including the basic concepts of the piece - wise deterministic markov processes ( pdmp ), the renewal equation, the key renewal theorem and some results about the classical risk model, which come from [ 2 ], [ 8 ] and [ 9 ]. the second one introduces the results about the general ruin probability in a kind of continuous - time risk model with the deficit - time geometric distribution of inter - occurrence times, in which claim sizes are discretly distributed. these come from [ 6 ]. the main body of this paper is the third one where we derive lundberg bounds, cramer - lundberg approximations to the ruin probability and finite - horizon lundberg inequalities

    本文共三章，第一章是奠定本論文基礎的相關知識，包括逐段決定馬爾可夫過程的一些基本概念、更新方程與關鍵更新定理的內容以及經典風險模型的介紹，主要取自[ 2 ] 、 [ 8 ]和[ 9 ] 。第二章介紹了該風險模型在索賠額分佈為一般分佈下的破產概率的一般表達式及相關定理，內容來自[ 6 ] 。第三章是本文的主體，求得了該模型的破產概率的lundberg界， cram r - lundberg逼近以及有限時間破產概率的lundberg不等式。
  10. Behavior finance is based on the suspicion of the hypothesis about rational prospect, risk evasion and maximum utility in the modern classical financial theory

    摘要行為金融學是在質疑經典金融理論關于投資者具有理性預期、風險迴避和效用最大化的行為特徵的前提假設中產生的。
  11. For example, using the marx classical theory and some interrelated theories to analyze the source of risk ; elaborating " risk control " by means of quantitative and qualitative analysis. meanwhile the method of combining the theory and practice runs through the whole article, etc

    如：利用馬克思經典理論和西方相關理論來分析「風險來源」 ；採用定量分析與定性分析相結合的方法來闡述「風險控制」 ；同時全文基本上貫穿了理論與實際相結合的分析方法。
  12. We apply the return of equity ( roe ) and r instead for tobin ’ s q as the indicators to describe the corporate performance. pricing of the warrant may put forward a challenge for classical black - scholes formula. in reality, warrant holders, like option holders, may elect to exercise early if the underlying stock pays sufficiently large dividends

    指出認股權證的delta 、 gamma和vega風險對沖策略和現階段可採用的風險管理工具和方法，分析運用經典歐式看漲期權的black - scholes公式為認股權證定價的缺陷，得出考慮紅利支付的b - s公式修正模型與由歷史波動率的確定的看漲期權b - s模型的定價結果較為接近，而紅利支付的b - s公式修正模型和由條件波動確定的看漲期權價格差別較大的結論。
  13. The second part is just the exploration of such economic logic and concludes that new institutional economics and information economics performs better than traditional microeconomics when discussing venture capital financing problems. the third part firstly gives a model to explain why venture investors choose to invest in venture capital institutions against investing directly by themselves

    指出傳統的微觀經濟學由於建立在完全市場假定基礎上以及忽略了制度問題，因而在分析風險資本融資制度方面具有很大的局限性；而基於新古典經濟學內核的新制度經濟學與信息經濟學則恰當的為此問題提供了理論基礎和分析工具。
  14. The significance about this paper was expressed. chapter 2 is the main body of the paper, we estimated and calculated the survival probability of a two - insurance risk model ; we acquired the expectation of maximal aggregate loss and the distribution of the supreme surplus before ruin ; at the same time, we discussed multi - insurance risk model in brief. in chapter 3 we briefly reviewed the whole paper and put forward the further tasks

    第一章緒論部分對風險理論及其發展作了回顧，說明將經典風險模型推廣到多險種風險模型的意義所在，並介紹了兩種典型的處理方法和獲得的主要結果；第二章是主體部分，詳細探討了兩險種風險模型生存概率的估計及計算，並得到了保險公司最大損失的一階、二階矩和破產前最大余額分佈，同時也簡略討論了多險種風險模型；第三章對全文作了回顧，提出下一步要做的工作。
  15. For example, it is difficult to ensure the reasonability of schedule risk analysis object and topn schedule risk factors, the optimization of schedule plan is always broken by schedule risk management measures, and few researches fully considered activity iteration and overlapping in r & d project. to solve these problems, this thesis takes schedule risk analysis process integration as guidelines, presents a r & d project schedule risk analysis method based on process integration ( srabpi ), which provides a new way and new methods for schedule risk analysis of r & d project. the main contents and fruits of this thesis are outlined as follows : firstly, srabpi idea is presented and srabpi framework is constructed from several aspects such as body, connotation, processes, methods, management organization, and relations between srabpi and project risk management

    本文針對經典進度風險分析方法中存在的進度風險分析對象的合理性難以保證、 topn進度風險因子選擇難和進度風險管理措施影響進度計劃最優性等普遍性的問題，綜合考慮研發項目活動迭代和重疊等特點，以進度風險分析的過程集成為指導思想，研究提出一套基於過程集成的研發項目進度風險分析（ srabpi ）方法，為研發項目進度風險分析提供了新的途徑和新方法，論文的研究內容和主要貢獻如下:首先，提出研發項目srabpi思想並從主體、內涵、過程、方法、組織管理及其與項目風險管理的關系等多個方面構建了srabpi框架。
  16. In this papcr, wc discussed the fully discrete multi - type risk model and several random variables relate to the time of ruin. the recursive formulas and explicit expressions of ruin probability and the distribution law of the surplus immediately before ruin were obtained. by " martingale approach ", wc get an upper bound of ruin probability

    本文在經典風險模型的基礎上建立了完全離散的多險種風險模型並對該模型討論了幾個和破產時刻有關的隨機變量。得到了破產概率以及破產前盈餘的分佈律的遞推解和顯式解，採用鞅方法，我們得到了一個破產概率的一個上界。
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