通过引入“可接受的”未来随机净价值和“不可接受的”头寸风险等概念,建立了一致风险测度公理体系。
We have established the risk measurement axiom system by defining the notions like acceptable future random net worth, unacceptable position.
首先系统地给出了直观模糊集的熵、距离测度和相似测度的公理化定义,并讨论了它们之间的一些基本关系。
The axiom definitions of entropy, distance measure and similarity measure of intuitionistic fuzzy sets are systematically given and basic relations between these measures are discussed.
最后讨论了基于一致性公理的金融风险测度模型的发展前景。
Then we also briefly discuss the trends of development of models based on the coherent risk measures axiom.
在一致性公理体系内,研究了一致风险测度的有关性质并由一致风险测度弱化部分条件后推广出凸性风险测度,并证明了它的表示定理。
In this axiom system, we made a study of the coherent measures of risk and convex measures of risk, which is extended from the coherent measures of risk, and proved its representation theorem.
在一致性公理体系内,研究了一致风险测度的有关性质并由一致风险测度弱化部分条件后推广出凸性风险测度,并证明了它的表示定理。
In this axiom system, we made a study of the coherent measures of risk and convex measures of risk, which is extended from the coherent measures of risk, and proved its representation theorem.
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