..., DX ) = 0 ; ( P4) 不灭性( Incorruptibility) :ρ( P( X + C) , DX + C ) =ρ( P( X) , DX ) ; ( P5) 次可加性(Subadditivity) :ρ( P( X + Y) , DX + Y ) ≤ρ( P( X) , DX ) +ρ( P( Y) , DY ) , ΠDX , DY ; ( P6) 正齐次性( Positive Homogeneity) :ρ(...
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在65岁以前,双重感染患者的HCC发病风险具有“次可加性”(sub-additive),在男性中更是如此。但超过65岁以后,双重感染患者的HCC发病风险“始终高于单病毒感染者”。
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This is because CVaR possess the characteristic as subadditivity while VaR has no this nature, so compared to VaR calculated based on AR-GARCH, CVaR can be better to control the risks of the tail.
这是由于CVaR方法满足次可加性的这条性质优于VaR方法,和基于GARCH的VaR方法相比,能更好的对尾部风险进行控制。
参考来源 - VaR和CVaR在商业银行利率风险管理中的应用·2,447,543篇论文数据,部分数据来源于NoteExpress
基于风险价值不能准确度量风险以及缺乏次可加性。
Valve at Risk is unable to measure the risk exactly and lack of subadditive.
基于风险价值不能准确度量风险以及缺乏次可加性这些缺点,目前国际上有人提出用损失期望值来测量风险。
At last, as valve at Risk is unable to measure the risk exactly and lack of subadditive , therefore, it is suggested in the international that Expected shortfall should be used to measure risk.
迭加定理与线性系统的关系.迭加定理的齐次性和可加性,作了较详细的论证。
A detailed demonstration about the provement, the relation with the linear system, the homogeneity property and the additivity property of the superposition theorem is also given.
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