采用条件风险价值理论研究供电公司在多个电力交易市场中的最优购电分配策略。
Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.
可检测性不被计入到风险价值的计算中,只在要决定风险是否可接受的特定条件下才会考虑这个要素。
The detectability is not integrated in the calculation of the risk value and would only be considered under specific condition to decide whether the risk could be accepted or not.
企业并购理论强调了风险一定条件下的企业价值最大化途径而忽视了并购的财务风险管理;
The theory of M&A emphasizes the way to maximize the value of enterprises when crises are definite, but neglects the management of financial crises in M&A.
文章最后对核电项目风险评价模型的应用价值和应用条件做出了系统阐述,并就其应用前景做出了展望。
Finally, the thesis systematically explains the application value and condition of the evaluation model of nuclear power project risk, and also expects its application foreground.
条件受险价值是一种能够反映损失分布尾部信息,从而有利于防范小概率极端金融风险的风险度量和优化工具。
CVaR is a new tool for credit risk measurement and optimization, which provides the tail information of loss and is favorable to keeping away the extreme finance risk with very little probability.
案例分析表明,该方法对于高风险项目样本缺乏条件下的风险智能预警具有十分重要的应用价值。
The results of its application show that the method is valuable for early warning with the shortage of high risk data.
案例分析表明,该方法对于高风险项目样本缺乏条件下的风险智能预警具有十分重要的应用价值。
The results of its application show that the method is valuable for early warning with the shortage of high risk data.
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