This paper discuss the optimal investment and insurance in such a one-period market and get the valuation of the optimal assets investment amount and the optimal amount of dismiss compensate.
本文利用期望-方差效用理论,讨论了单时段市场风险资产的绝对免赔额保险中最优免赔额的存在性问题,并给出了最优免赔额、最优风险资产投资额的定价表达式。
A rapid decline of the dollar in the context of slowing inflows would undermine the valuation of other assets and potentially contribute to broader market volatility.
在放慢流入量的范围内美元大幅下跌,不仅会破坏对其他资产确定的价值,而且还潜在地促使市场出现更大范围的波动。
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