保险精算定价,insurance actuary pricing
1)insurance actuary pricing保险精算定价
1.Obtain the martingale pricing formulas and theinsurance actuary pricing formulas to two kinds of mortgage insurance,and also prove that they go all the way when the unpaid money is a constant and the house price is driven by a genegal It process.假设未偿付额为常数且房产价格服从一般的It过程,得到了2类住房抵押贷款保证险的传统鞅定价公式和保险精算定价公式,并证明了2种方法的定价结果是完全一致的。
2.In this paper,the formulas of the pricing European option are obtained byinsurance actuary pricing without any other market assumption.利用保险精算定价法,在对市场无其它任何假设条件下,获得了欧式期权的定价公式。
英文短句/例句
1.Pricing Mortgage Insurance under O-U Process指数O-U过程下保证险的保险精算定价
2.An Actuarial Approach to Asian Option Pricing with Floating Striked Price;具有浮动执行价格的亚式期权的保险精算定价
3.An Actuarial Approach to Some Kinds of Pricing Option under Vasicek Interest Rates Model;Vasicek利率模型下几类期权的保险精算定价
4.Insurance Actuary Pricing of Linked Exchange Rate Options under Exponential of a Levy Process;指数Levy过程下汇率联动期权的保险精算定价
5.Actuarial Price of Foreign Currency Driven by Jump-diffusion Stochastic Process;跳-扩散模型下外汇期权的保险精算定价
6.We prove that insurance actuary pricing is arbitrage under the exponentila O-U process model.证明了在指数O U过程模型下保险精算定价是一有套利定价.
7.Fractional Pricing of Stock Price Process Following Fractional Brownian Movement;股票价格服从分式Brown运动的股票期权保险精算定价
8.In this paper,the formulas of the pricing European option are obtained by insurance actuary pricing without any other market assumption.利用保险精算定价法,在对市场无其它任何假设条件下,获得了欧式期权的定价公式.
9.New Method to Option Pricing on Foreign currency-An Actuarial Approach外汇期权定价的新方法——保险精算方法
10.New Method to Pricing on Option to Exchange One Asset to Another-An Actuarial Approach;交换期权定价的新方法—保险精算方法
11.Pricing Comparison of Insurance Products between Actuarial Science of Insurance and Economics of Insurance保险精算学与保险经济学中保险产品定价之比较
12.Application of Actuarial Approach to Option Pricing Model;保险精算方法在期权定价模型中的应用
13.Pricing of Option When Underlying Asset Price Submitting to Exponential of a Levy Process Using Insurance Actuary;指数levy过程下期权定价的保险精算方法
14.New Method to Option Pricing for the General Black-Scholes Model-An Acturarial Approach;广义Black-Scholes模型期权定价新方法——保险精算方法
15.Application of Arbitrage Pricing Theory and Insurance Actuary Methods to Option Pricing;套利定价理论及保险精算方法在期权定价中的应用
16.agreed (insured) value约定保险价值，约定价值
17.actuarial reserves in respect of life insurance人寿保险精算准备金
18.Bonus Life Insurance Model Base on Option Pricing;基于期权定价理论的分红寿险精算模型
相关短句/例句
actuarial approach保险精算
1.Anactuarial approach to compound option pricing;复合期权的保险精算定价
2.In this paper,assume that the interest is given,using physical probability measure of price process and the principle of fair premium——anactuarial 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
3)insurance actuarial保险精算
1.Improvement to a ruin model ininsurance actuarial;保险精算中的一个破产模型的改进
4)actuarial theory保险精算
1.Some commonly used order relations of risks inactuarial theory are discussed.讨论了保险精算理论中常见的几种风险序之间的关系,得到了聚合风险中期望剩余寿命风险序的一个性质,利用k阶停止损失风险序及k阶失效率风险序间的关系,对本文中所讨论的几种风险序之间的关系给出了一个统一描述。
2.By the theory of stochastic optimal control andactuarial theory,the paper studies the investment strategy for the life insurance premium,based on the semi-continuous term life insurance mode and power law utility function.应用随机优化控制理论和保险精算理论,对寿险公司保费投资的最优策略进行研究,得到了基于半连续定期寿险模型和幂函数效用函数的最优投资策略。
3.Based on the insuranceactuarial theory and the classic financial engineering theory,the paper analyses the value of life insurance policies with embedded surrender option,and finds out that whether the surrender option is exercised is related to several factors in a certain policy,in which the relation varies with the change of factors value.利用保险精算和金融工程理论对含有退保期权的寿险保单价值进行了分解,发现退保期权的行使与否和某一特定保单的若干参数相关,这种关系随着保单参数值的变化而变化。
5)Actuarial Science保险精算
6)insurance pricing保险定价
1.This paper first gives an explanation of moral hazard in the insurance field,and then offers a game theory model aboutinsurance pricing according to the non zero sum game analysis between the insurer and the insured when moral hazard exists.对保险领域中道德风险的概念进行了界定 ,提出了道德风险存在时保险人与被保险人非零和博弈保险定价问题的一种对策模型 。
2.With the integration of contemporary insurance economics with financial economics,introducing the concept of finance-type insurance products and applying finance theory toinsurance pricing can make up for the shortcoming of the traditionalinsurance pricing model which was ignorant of investment return.在当代保险经济与金融经济融合的背景下,将金融理论运用于保险定价可以弥补传统的保险定价模型忽视投资收入的缺陷和不足。
延伸阅读
算来1.计算起来;推测起来。
