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.
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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