This paper studies the discrete time risk model with stochastic rate.
研究随机利率下离散时间保险风险模型。
In this paper, we give computing methods about net premium and net premium reserve of whole life insurances under stochastic rate of interest.
本文给出了在随机利率下，终身寿险的纯保费和纯保费责任准备金的计算方法。
This paper concentrates on life insurance model with stochastic rate of interest, we discuss the properties of average claim amount in a portfolio of policies.
本文针对随机利率寿险模型，考虑一保单组的平均给付额的性质。
However, when the interest rate being stochastic, these are not more.
然而，当利率是随机变量时，目前的研究成果并不多见。
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.
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。
Known from the theory of chaos, multi-fractal of stochastic process is a key characteristic of its dynamics, of which entropy rate is a special fractal dimension named information dimension.
从混沌的角度来看，随机过程的多重分形谱是动力系统的重要特征，熵率只是多重分形维中特殊的一维，即信息维。
In electricity market, the different markets have different price fluctuation and stochastic changing characteristics of revenue rate.
电力市场中各类市场具有不同的价格波动特性和收益率随机变化特性。
It builds up a stochastic volatility interest rate term structure model to describe the behavior of financial market repo rate of national debt in China.
建立描述中国金融市场国债回购利率行为的随机波动利率期限结构模型。
Some key concepts in degradated failure of materials is discussed. The stochastic evolution equation of defect clusters is given and the failure probability reliability and failure rate are derived.
本文讨论了材料退化失效的基本概念，给出了微观结构随机演化的动力学方程，统一导出了失效几率，可靠性、失效几率密度、失效率和平均寿命。
We price exchange options under the constant interest rate and stochastic interest rate.
对于互换期权，在常数利率和随机利率假设下分别建立了定价模型；
Under stochastic interest rate, the pricing problem on contingent claim on dividend paying stock was discussed.
在随机利率情形下，讨论了有红利支付的股票未定权益定价问题。
Due to some unexpected stochastic events, the pure continuous diffusion is unable to describe the interest rate and stock behavior exactly.
由于一些不可预测的随机事件的影响纯粹的连续扩散过程难以正确描述利率、股票的变动行为。
This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
本文推导出在随机利率经济体系下，无套利条件之组合型选择权的近似封闭解。
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.
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。
It is important that the time-varying characteristics of the various stochastic factors are quantitatively predicted to evaluate the time-varying flood control risk rate.
定量评估各种随机量的时变特性，对确定时变的防洪风险率至关重要。
Some new option pricing formulas are derived on condition that the model is jump-diffusion, the stock pays dividends and the stochastic interest rate are continuous or discontinuous.
分别在股票支付红利、跳-扩散模型，在连续随机利率、跳-扩散模型，和在不连续随机利率、跳-扩散模型的假设下，推导出了各自新的期权定价公式。
This paper develops benefit reserve models with deterministic and stochastic interest rate for a homogeneous portfolio of life insurance policies.
针对同质寿险保单组，分别建立了确定利率与随机利率准备金精算模型。
The main results of this study is under stochastic interest rate reverse mortgages were priced, and the situation on many lives were discussed.
本文的主要研究成果就是在随机利率下对反向抵押贷款进行了定价，并且对多生命的情况进行了讨论。
A pricing model of corporation bond is built up, default assumed as a stochastic intensity process and related to risk-free interest rate.
在考虑企业债券违约风险的情形下，首先将违约看作具有不确定性的随机强度过程，对违约风险进行了建模。
Due to some unexpected stochastic events, the pure continuous diffusion process is unable to describe the interest rate behavior exactly.
由于一些不可预测的随机事件的影响，纯粹的连续扩散过程难以正确描述利率变动的行为。
Based on this we simulate the volatility features of the two kinds of yield rate time series and analyze their fitting results using the stochastic volatility models.
在此基础上利用随机波动类模型对两种收益率的波动性特征进行拟合，并对拟合优度进行分析。
Based on this we simulate the volatility features of the two kinds of yield rate time series and analyze their fitting results using the stochastic volatility models.
在此基础上利用随机波动类模型对两种收益率的波动性特征进行拟合，并对拟合优度进行分析。
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