在此基础上，探讨了将随机利率与信用风险相结合的信用风险定价模型——结构模型和简约模型。
After that, the paper introduces two kinds of credit risk pricing models which adopt stochastic interest rate and credit risk: structural model and reduced-form model.
针对嵌入期权的影响，探讨了随机免疫方法和基于套期保值策略的金融工程手段这两种公司债券利率风险管理策略。
Accounting for the influence, explores a stochastic immunization method and financial engineering approaches based on hedging, which are two kinds of interest rate risk management strategies.
第四章讨论随机利率下一类大额索赔离散风险模型的破产概率估计。
In Chapter Four, we further discuss the ruin probability of a discrete time risk model under random interest rate with heavy tails.
本文根据金融数学的理论，在随机市场利率的条件下，研究了提前还贷对贷款人或债权人的收益或损失，以及这些收益或损失的风险额度。同时也分析了提前还贷的赔偿金问题。
Using the theory of finance mathematic, in this paper we discuss the proceeds or loss of the loaner for giving back loan forward and the risk of it under the situation of random interest rate.
研究随机利率下离散时间保险风险模型。
This paper studies the discrete time risk model with stochastic rate.
人们已在经典风险模型的基础上作了很多的推广研究，如模型中引入利率，把常数保费率改为随机等。
Many generalized classical risk models have been studied widely such as adding the rates of interest into models, stochastic premiums etc.
考虑到无风险利率的随机波动对可转债价值的影响，文章采用了利率期限结构，利用三次多项式来推导。
Considering the influence of the risk-free interest rate's random fluctuations on convertible bonds, the thesis USES the term structure of interest rates, which is derived by the cubic polynomial.
笔者将利率和退保因素引入寿险风险模型，得到了在死亡随机事件和撤出随机事件两种损失环境下，寿险破产概率的一个递推公式。
This paper introduces these two factors, thus works out a recursive formula of ruin probability under double-losses condition resulting from death and surrender.
笔者将利率和退保因素引入寿险风险模型，得到了在死亡随机事件和撤出随机事件两种损失环境下，寿险破产概率的一个递推公式。
This paper introduces these two factors, thus works out a recursive formula of ruin probability under double-losses condition resulting from death and surrender.
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