因此，需要拓展新的风险价值度量方法来更好进行资产组合的风险管理。

Therefore, we need to develop new methods to measure the risk at value of an asset portfolio at risk management.

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整个行业的风险价值(用于计量在某一不利的交易日可能遭受的潜在价值损失)稳步上升。

Across the industry, value-at-risk—a measure of potential losses on a bad trading day—has risen steadily.

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在传统的金融风险度量模型中，基本都是基于正态分布，然后运用方差一协方差法来求解资产组合的风险价值。

In the traditional financial risk measurement model, the basic method is based on normal distribution, and then the variance-covariance method used to solve the portfolio value at risk.

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In other words, lower the amount insured below the actual value of the house to prevent moral hazard.

换句话说，将房屋的保险价值低估于其实际价值,以此来防范道德风险。

耶鲁公开课 - 金融市场课程节选