受险价值,value at risk
1)value at risk受险价值
英文短句/例句
1.A Study of Value at Risk of Market Risk by Applying Semi-parametric Approach;应用半参数方法计算市场风险的受险价值
2.The application of extreme value theory on computing value-at-risk of exchange rates;极值理论(EVT)在汇率受险价值(VaR)计算中的应用
3.Empirical Analysis of Value-at-Risk Estimation Methods Using Extreme Value Theory;极值理论(EVT)方法用于受险价值(VaR)计算的实证比较与分析
4.insurance value保险价值保险额保险值
5.agreed (insured) value约定保险价值，约定价值
6.stipulated loss value约定损失价值，保险价值
7.Dual Value of Audit:Authentification Value and Insurance Value;审计的二重价值:鉴证价值和保险价值
8.A Calculation of VaR and CVaR Based on ARMA-GARCH Model基于ARMA-GARCH模型的风险价值与条件风险价值计算
9.paying the amount of the actual value of the property lost or damaged按受损财产的价值赔偿;
10.Research on the Investment Risks and Investment Value of Venture Enterprises;风险企业的投资风险与投资价值研究
11.Relative Value-at-Risk: A New Kind of Coherent Risk Measure;相对风险价值——一种新的一致风险度量
12.Research the Value Assessment of Venture Business in Venture Capital风险投资中的风险企业价值评估研究
13.Value-at-Risk Based on Extreme Value Theory;基于极值理论的风险价值（VaR）研究
14.Embedded Value Theory and Applications of Life Insurance Company;寿险公司的内含价值估值理论及应用
15.A Value-at-Rish Model Based on Conpula-EVT;基于极值Copula的风险价值模型研究
16.Dynamic Value-at-Risk Based on Extreme Value Theory基于极值理论的动态风险价值的研究
17.Insured amount is decided in the light of the value of the insured goods when insurance is covered.保险金额按保险时保险货物的价值计算。
18.The Application of VaR in Risk Management of Life Insurance Company;风险价值方法（VaR）在寿险公司风险管理中的应用
相关短句/例句
VaR[vɑ:]受险价值
1.CVaR is a new tool for credit risk measurement and optimization, which provides the tail information of loss and is favorable to keeping away the extreme finance risk with very little probability.条件受险价值是一种能够反映损失分布尾部信息,从而有利于防范小概率极端金融风险的风险度量和优化工具。
2.As the tool for risk optimization, it simultaneously adjusts all positions in the portfolio in order to optimize ES, and simultaneously gain correspondingVaR.期望短缺是一种新的风险量度和优化工具,它能够反映损失分布的尾部信息,从而有利于防范小概率极端金融风险;它能同时调整组合中所有头寸以优化期望短缺,同时得到相应受险价值。
3)Value at Risk(VaR)受险价值
1.As an integrated method to measure finance risks, value at risk(VaR) has been investigated widely in recent years.本文讨论根据极值理论 (EVT)计算金融市场风险重要量度——受险价值 (Va R)的一种新方法 ,给出金融资产组合收益或损失尾部分布的二阶展开式的参数估计形式 ,并以此为基础提出用确定临界值并估计Va R的“两次子样试算法”,最后用 1971- 1998年的日元 /美元汇率 6 70 0多个历史数据验证在极端条件下用EVT估计 Va R具有很高的准确性 。
4)Value–at-Risk(VaR)受险价值(VaR)
5)value-at-risk风险值;蒙受风险的价值
6)value at risk(VaR)风险价值
1.Then,a model of the value at risk(VaR) of a non-Walrasian market is presented.研究了非瓦尔拉斯市场下的风险测度;详细介绍了相关的背景、概念;提出了非瓦尔拉斯市场下风险价值模型;讨论了非瓦尔拉斯风险价值计算方法;最后,通过算例比较了该模型和传统风险价值的异同。
延伸阅读
价值工程(见价值分析)价值工程(见价值分析)value engineering; VE: see value analysis; VAjiazhi以洲笋h6ng价值工程(valuee峪~ng;视)析。见价值分
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