随机利率,stochastic interest rate
1)stochastic interest rate随机利率
1.Inferring the ruin probability understochastic interest rate for an Insurance Company;随机利率下保险公司破产概率的推断
2.Level premiums model for portfolio of life insurance policies withstochastic interest rate;随机利率下寿险保单组的均衡保费模型
3.The Life Annuity Actuarial Present Value Models of Annuity Portfolio Insurance Based on Stochastic Interest Rate;随机利率下的生存年金组合精算现值模型
英文短句/例句
1.Interest Rate Risk Management of Annuity under Stochastic Interest Rate Model;随机利率下的年金产品利率风险管理
2.Risk Model with General Distribution Interest;具有任意概率结构随机利率风险模型
3.Inferring the ruin probability under stochastic interest rate for an Insurance Company;随机利率下保险公司破产概率的推断
4.The Bankruptcy Probability of Time Surplus Model Based on Stochastic Interest;随机利率下时间盈余模型的破产概率
5.Pricing European Contingent Claims Under Stochastic Interest Rate and Stochastic Life;随机利率和随机寿命下的欧式未定权益定价
6.Some Issues about Option Pricing under Stochastic Interest Rate;随机利率下期权定价若干问题的研究
7.Study on Pricing of Derivative Securities under Stochastic Interest Rate Model;随机利率模型下衍生证券定价的研究
8.The Study on Actuary Model of Life Insurance under Stochastic Interest Rate;随机利率下的人寿保险精算模型研究
9.The Monte Carlo Simulation Study of Pure Premium on Condition of Random Interest Rates;随机利率下纯保费的Monte Carlo模拟研究
10.The pricing formula of two reset options with stochastic interest rate;随机利率下两类重置期权的定价公式
11.Mean-variance Hedging under Stochastic Interests;随机利率下的均值-方差最小套期保值
12.Bankruptcy in Double Binomial Risk Model with Random Interest Rate;随机利率双二项风险模型的破产问题
13.Dynamic asset allocation with stochastic interest rates in jump-risk;有跳风险的随机利率与动态资产分配
14.The generalized compound Poisson risk model with stochastic interest;随机利率下广义复合Poisson风险模型
15.CALCULATIONS OF ANNUITIES UNDER INTEREST RANDOMNESS;一类随机利率模型下的年金计算问题
16.Reserves and analysis of the risk in life insurance with interest randomness;随机利率下的准备金与寿险风险分析
17.Evaluation method of mining rights based on option;基于期权的采矿权估价随机利率方法
18.Fair Price of Equity-based Insurance with Continuous Paying;随机利率下连续付费的投资连结产品
相关短句/例句
stochastic interest随机利率
premium reserve ofstochastic interest;随机利率下的净保费责任准备金
2.The generalized compound Poisson risk model withstochastic interest;随机利率下广义复合Poisson风险模型
3.The ruin probability of the risk model of time surplus withstochastic interest;随机利率下时间盈余风险模型的破产概率
3)stochastic interest rates随机利率
1.Risk model understochastic interest rates;随机利率情形下的风险模型
2.Under jump-diffusion catastrophe index model,the author analyzes the pricing of catastrophe derivatives understochastic interest rates with a compound Poisson process.考虑短期随机利率下,损失指数价值过程为跳-扩散模型时巨灾指数衍生品的定价问题,利用有套利定价的保险精算方法得到了巨灾选择权、巨灾债券的精确定价解和买权卖权间的平价关系,并与传统无套利方法下巨灾指数衍生品的定价进行了比较,从而推广了保险精算定价法相关结论。
3.Supposing that the interest rates isstochastic interest rates,this paper derives the pricing formulas of the two exotic options under thestochastic interest rates by applying the martingale method.假设利率是随机利率,在全面地考虑基础变量—债券和股票的价格行为特征的基础上,利用鞅方法推导了随机利率下两种奇异期权定价公式。
4)random interest rate随机利率
1.Reserve of continuous increasing life insurance underrandom interest rate;随机利率下全连续式增额寿险模型的责任准备金
2.The continuous annuities under the controlledrandom interest rates;控制随机利率下的连续年金
5)random rates of interest随机利率
1.Bankruptcy problem in discrete time risk model withrandom rates of interest;带随机利率离散时间风险模型的破产问题
2.A discrete time risk model withrandom rates of interest in dration of ruin;一类带随机利率离散时间风险模型的破产持续时间问题
3.Order moments of present value for total claim amount underrandom rates of interest;随机利率下总索赔额现值的各阶矩
6)Random Interest Rates利率随机
延伸阅读
利率指标利率指标【利率指标】中央银行把市场利率作为实施货币政策时，通过货币政策工具影响最终目标的中介指标。利率能够作为中央银行货币政策的中介指标，是因为:(1)利率不但能够反映货币与信用的供给状态，而且能够表现供给与需求的相对变化。利率水平趋高被认为是银根紧缩，利率水平趋低则被认为是银根松驰;(2)利率属于中央银行影响可及的范围内。中央银行能够运用货币政策工具设法提高或降低利率;(3)资料容易获得并能够经常汇集。但是，利率作为指标的准确性较低。因为利率变动经常，但影响其变动的因素很多，这些因素对利率影响可以是同方向的，也可以相互抵销。这样，当市场利率发生变化时，中央银行难以判断。同时，利率作为指标还须考虑一些技术性的问题。一是利率种类的选择。“利率”在理论上是指所有借款利率的加权平均数，但我们所能获得的利率数据并不包括所有的利率。二是名义利率和实际利率的差别。与借款人的成本预算最为相关的是预期的实际利率，但我们的数据仅包括名义利率。把利率作为货币政策中介指标，需要看短期利率和长期利率两套指标。
