因此,对损失分布的拟合方法研究是非常重要的。
Therefore, the loss of distribution fitting methods research is very important.
利用基于正交多项式的分布拟合方法对实际问题进行了损失分布拟合,取得了较为理想的结果,为损失分布的拟合提供了一种新的方法。
It is used the fitting methods based on orthogonal polynomial to study a practical problem, and achieved better results, that provide a new method for the loss of distribution fitting.
针对正态分布的风险值及停止损失保费问题,并给出了一般情形下封闭式集合风险模型的风险值及停止损失保费的计算方法。
Aiming at the risk value of normal distribution and the formula of stop-loss premiums, analytical expressions for risk value and stop-loss premiums of sums of independent random variables are given.
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.
在此基础上,得到了CD O资产池提前偿付分布和违约损失分布的计算方法和CDO分券层价差的半解析解。
On this basis, it derives the calculating method for the prepayment distribution and default loss distribution of CDO assets pool, and then gets the semi-analytical solution of CDO tranches 'spread.
对具有复合泊松分布聚合信元流输入的漏桶算法的性能进行了分析,并提出了一种通过特征函数求得信元流的平均时延和信元损失率的方法。
The article presents a method of multiple buckets policing in ATM environment, which is based on VBR MPEG codec characteristics of I, B, P frame.
目前在业界损失分布法是操作风险的主要度量方法。
Currently, the Loss DistributionApproach is a main approach to measure the operational risk in the industry.
文中还研究了通过信息损失来计算故障诊断解空间的概率分布方法,并针对大规模系统给出了近似解空间概率分布的求解方法。
The probability models for all types of possible faults can be built up and calculated to get an index of information loss and finally a fast algorithm is developed to calculate the index.
文中还研究了通过信息损失来计算故障诊断解空间的概率分布方法,并针对大规模系统给出了近似解空间概率分布的求解方法。
The probability models for all types of possible faults can be built up and calculated to get an index of information loss and finally a fast algorithm is developed to calculate the index.
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