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actuarial approach
相关语句
  保险精算
     An Actuarial Approach to Asian Option Pricing and Application
     亚式期权的保险精算定价及其应用
短句来源
     In this paper,assume that the interest is given,using physical probability measure of price process and the principle of fair premium——an actuarial approach,we deal with pricing formula of European option on foreign currency,and obtain pricing of European call and put option.
     在利率确定情形下 ,利用公平保费原则和价格过程的实际概率测度———保险精算方法给出外汇期权定价公式 ,得到了欧式看涨期权和看跌期权的价格的表达式及平价关系
短句来源
     An actuarial approach to Asian option pricing
     亚式期权的保险精算定价
短句来源
     AN ACTUARIAL APPROACH TO QUANTO OPTION PRICING
     汇率连动期权的保险精算定价
短句来源
     In this article,we deal with pricing formula of European option on foreign currency by using actuarial approach.
     本文利用保险精算方法定价方法给出外汇期权的定价。
短句来源
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  “actuarial approach”译为未确定词的双语例句
     An Actuarial Approach to Foreign Currency Option Pricing
     几何分形Brown运动的外汇期权定价
短句来源
     An Actuarial Approach to Asian Option Pricing in Poisson Jump-Diffusion Model
     股票价格遵循非时齐Poisson跳的亚式期权保险
短句来源
  相似匹配句对
     An actuarial approach to Asian option pricing
     亚式期权的保险精算定价
短句来源
     AN ACTUARIAL APPROACH TO QUANTO OPTION PRICING
     汇率连动期权的保险精算定价
短句来源
     Approach to Kafka
     走近卡夫卡
短句来源
     In ((Actuarial Mathematics)) N.
     N.
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     Participatory Approach
     参与式方法——发展西部教育的一个重要途径
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  actuarial approach
Using an exploratory, actuarial approach to defining program standards, this study applies different statistical criteria for determining whether or not a program meets ACT standards using the 28-item Dartmouth Assertive Community Treatment Scale.
      
This may explain some differences in the actuarial approach.
      
The accurate pricing formula and put-call parity of European option on a stock whose price process is driven by general Ornstein-Uhlenback (O-U) process are given by actuarial approach.
      
New method to option pricing for the general black-scholes model-An actuarial approach
      
Internationally earthquake insurance, like all other insurance (fire, auto), adopted actuarial approach in the past, which is, based on historical loss experience to determine insurance rate.
      
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Using physical probability measure of price process and the principle of fair premium,the results of Mogens Bladt and Hina Hviid Rydberg are generalized.In two cases of paying intermediate divisends and no intermediate dividends,the Black_Scholes model is generalized to the case where the riskless asset (bond or bank account) earns a time_dependent interest rate and risky asset (stock) has time_dependent the continuously compounding expected rate of return, volatility.In these cases the accurate pricing formula...

Using physical probability measure of price process and the principle of fair premium,the results of Mogens Bladt and Hina Hviid Rydberg are generalized.In two cases of paying intermediate divisends and no intermediate dividends,the Black_Scholes model is generalized to the case where the riskless asset (bond or bank account) earns a time_dependent interest rate and risky asset (stock) has time_dependent the continuously compounding expected rate of return, volatility.In these cases the accurate pricing formula and put_call parity of European option are obtained.The general approach of option pricing is given for the general Black_Scholes of the risk asset (stock) with a stochastic continuously compounding expected rate of return, volatility.The accurate pricing formula and put_call parity of European option on a stock whose price process is driven by general Ornstein_Uhlenback process are given by actuarial approach.

 利用公平保费原则和价格过程的实际概率测度推广了MogensBladt和TinaHviidRydberg的结果· 在无中间红利和有中间红利两种情况下,把Black_Scholes模型推广到无风险资产(债券或银行存款)具有时间相依的利率和风险资产(股票)也具有时间相依的连续复利预期收益率和波动率的情况,在此情况下获得了欧式期权的精确定价公式以及买权与卖权之间的平价关系· 给出了风险资产(股票)具有随机连续复利预期收益率和随机波动率的广义Black_Scholes模型的期权定价的一般方法· 利用保险精算方法给出了股票价格遵循广义Ornstein_Uhlenback过程模型的欧式期权的精确定价公式和买权和卖权之间的平价关系· 

In this paper,assume that the interest is given,using physical probability measure of price process and the principle of fair premium——an actuarial approach,we deal with pricing formula of European option on foreign currency,and obtain pricing of European call and put option.

在利率确定情形下 ,利用公平保费原则和价格过程的实际概率测度———保险精算方法给出外汇期权定价公式 ,得到了欧式看涨期权和看跌期权的价格的表达式及平价关系

As a kind of life insurance containing functions of security and investment, equity-linked life insurance has now become a very familiar product. Popularly, equity-linked life insurance contains many kinds of guaranteed clauses, which augment business risk of life insurance company. With the actuarial approach, this paper simulates and analyses net present value of the risk of guaranteed minimum death benefit for a kind of equity-linked life insurance in our country's life insurance market. The results...

As a kind of life insurance containing functions of security and investment, equity-linked life insurance has now become a very familiar product. Popularly, equity-linked life insurance contains many kinds of guaranteed clauses, which augment business risk of life insurance company. With the actuarial approach, this paper simulates and analyses net present value of the risk of guaranteed minimum death benefit for a kind of equity-linked life insurance in our country's life insurance market. The results indicate that method of net present value of risk analysis can provide life insurance companies and insurance regulation departments an efficient method for risk analysis and regulation.

投资连接产品作为一种包含保障和投资功能的寿险产品,目前已经成为寿险市场比较常见的产品。投连产品都包含许多类型的保证性条款,这些条款增加了寿险公司的经营风险。本文利用精算方法,通过对我国寿险市场的一种投资连接产品最低死亡保证条款的风险净现值的模拟分析,证明风险净现值分析方法给寿险公司和保险监管部门提供了一种比较有效的风险分析和监管的手段。

 
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