本学位论文致力于研究在风险投资和重尾风险场合的渐近破产概率。
This thesis is devoted to the study of asymptotic ruin probabilities in the presence of risky investments and heavy tails.
一些银行开始销售尾风险产品，德意志银行创造了Elvis指标，能够根据股市增长的波动性产生回报。
Some banks have started to sell tail-risk products. Deutsche Bank has created the ELVIS index, which generates returns when stockmarket volatility increases.
尾风险产品的个人投资者喜欢拿它们和保险相比：投资者每年都需要付保险费以规避之后的金融灾难。有的人甚至能从中学到哲理。
Peddlers of tail-risk products like to compare them to insurance: investors pay premiums every year to avoid financial.
它也会进一步增强人们对“胖尾”或者说末端事件如何与风险相关的关注：或许兴业的风险管理人员是因为过于沉浸于次贷的伤痛中而无暇顾及期货的伙计们在忙啥？
It will also reinforce concerns about how "fat-tail", or extreme, risks correlate: might SocGen's risk managers have been too distracted by its subprime woes to keep watch on the futures desk?
换句话说，它并非带有肥尾的一系列离散事件的随机结果，而是在事先观察到上升的宏观及金融风险后完全可以预见到的。
In other words, it was not a random drawing from a distribution of events with a fat tail but actually predictable in advance given the rising macro and financial risks and vulnerabilities.
纳西姆·塔雷柏及其他几位金融学者强调了金融市场中肥尾(fat - tail)极端事件的风险。
Nassim Taleb and a few other finance scholars stressed the risk of fat-tail extreme events in financial markets.
马柯维兹均值—方差模型使用收益率的方差度量证券的风险，但是实际分布呈尖顶胖尾状，使得方差可能不存在。
Markowitz's mean variance model describes the risk of asset by variance, but variance may not exist because of fat tailedness of asset returns.
建立在极端事件风险的理论基础上，提出了由原始分布和尾分布组成的组合分布模型。
Based on the theory of extreme event risk, a combination distribution model composed of the original distribution and tail distribution was put forward.
因此，在厚尾分布条件下金融市场风险管理将更加重要。
As a result, on condition of heavy-tailed distributions, it is more important to manage financial market risk.
风险资产守在纽约尾高点下方，但却横盘整理。大多数货币对的波动区间不足30点。
While risk remained just off of late New York highs, it traveled sideways as most currency pairs showed ranges of less than 30 pips on the trading session.
近年来，很多学者对个体索赔额分布为重尾分布时的风险模型进行了研究。
In recent years, many scholars have studied risk model with individual claims size is Heavy-tailed.
给出了能控制一切轻度重尾分布的分布族的两个新的等价条件，它们可以在大偏差理论及风险理论中发挥一定的作用。
We obtain two new equivalent conditions of one class of distributions which can dominate all lightly heavy-tailed distributions. They can turn out to be useful in large deviation and risk theory.
广泛应用的正态分布不足以描述金融收益的厚尾特征，尤其是风险管理者最为关心的较大分位数。
The normal distribution is very often inadequate for the description of real financial data with heavy-tail distributions, especially very large quantile that interest to a risk manager.
同时，如果不考虑厚尾分布特征，风险管理模型必将低估风险，这可能产生非常严重的后果。
Meanwhile, without considering the characters of heavy-tailed distributions, risk management models will certainly underestimate risk and cause seriously effects.
盾构法隧道施工风险源具有多维性，为此对盾尾密封渗漏风险源进行分析。
There are multiple sources of risk in segmental tunnelling, so analysis is made of the source of leakage risk from the tunnel tail sealing.
在保险风险和金融风险为重尾分布的条件下，得到了二维风险模型两种破产概率的精确估计以及另外一个破产概率的上下界。
Some precise estimates were made of two kinds of ruin probabilities of finite time with heavy- tailed insurance risk and financial risk.
在此基础上提出用尾部指数估计尾概率，达到风险控制的目的。
Given an estimate for tail index, we can establish extreme return levels which is useful to investors to control the risk.
操作风险发生的频率较低，但可能会引起巨大的损失，其损失分布具有鲜明的厚尾性，因此应用通常的风险计算方法往往会低估风险。
Operational risk is a kind of low frequency and high severity loss risk. Its loss distribution shows fat-tail. It is often underestimated by using usual methods for risk measurement.
自从上世纪60年代以来，重尾分布已经在分支过程，排队论，风险理论包括金融保险等领域中有了广泛的应用。
Since the 1960s, heavy-tailed distributions have been widely used in branching processes, queueing theory, risk theory including insurance and finance and other fields.
较其他基于正态分布假设的风险度量方法，更合乎实际情况：保险学的概率分布是厚尾的。
Compare with other tools which built on the hypothesis of normal distributing, ruin theory is more reasonable.
较其他基于正态分布假设的风险度量方法，更合乎实际情况：保险学的概率分布是厚尾的。
Compare with other tools which built on the hypothesis of normal distributing, ruin theory is more reasonable.
应用推荐