共查询到18条相似文献,搜索用时 93 毫秒
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首先在固定利率下讨论各年付款额为等差数列的年金的现值与积累值,进而又对随机利率下的各年付款额为等差数列的年金的现值的期望与方差给予结果。 相似文献
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带红利的两类索赔风险模型的Gerber-Shiu函数 总被引:1,自引:0,他引:1
本文考虑了一类具有常数红利界限的包含两个独立险种风险模型的Gerber-Shiu罚金折现期望函数,我们假设两个索赔次数过程是独立的Poisson过程和广义Erlang(2)过程.得到了关于Gerber-Shiu罚金折现期望函数满足的积分-微分方程及其边界条件.特别,当这两类索赔额服从同一指数分布时,给出了Gerber-Shiu罚金折现期望函数的精确解.最后给出了一个例子. 相似文献
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支付红利的最优投资消费模型研究 总被引:1,自引:0,他引:1
研究支付红利的期望终端资产效用和消费效用问题.对一类CRRA型效用函数,运用FeynmanKac公式,通过有效变换,给出最优问题的值函数的随机表示解,并用反馈形式给出了最优投资消费策略. 相似文献
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红利分配政策是上市公司研究的重要方面。文章利用A股全部非金融类上市公司财务数据,通过统计分析了1992—2004财务期间A股市场分红状况和特点,并使用统计分析和LOGIT回归两种方法,分析了这些年间A股公司红利政策的影响因素。研究发现,盈利能力、公司规模、股权融资是红利政策的显著影响因素,但投资机会对红利政策影响不显著。 相似文献
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分数布朗运动环境中混合期权定价 总被引:7,自引:0,他引:7
本文在基本标的资产价格服从几何分数布朗运动且其波动率为常数的假设下,在基础标的资产有红利支付且无风险利率和红利率为非随机函数时求出了各种混合期权的定价公式。 相似文献
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本文研究了两步保费率下Erlang(2)风险过程,给出了Gerber-Shiu折现罚函数的两个微积分方程及其解或更新方程.在索赔额为指数分布条件下得到了两个与破产相关的量并计算出了相应的数值结果. 相似文献
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本文利用Lalplace变换方法得到带连续红利的美式石看涨期权价格的积分表示,以及最优执行边界满足的一个非线性的第二类Volterra积分方程。然后用数值积分公式给出了积分方程的数值觯,从而得到了带连续红利的美式看涨期权价格及其执行边界的数值解。In this paper, we apply Laplace transform to obtain an integral representation for the solution for American call options with continuous dividend, and get a nonlinear Volterra integral equation of the second kind for the optimal exercise boundary. Then we give the numerical solution to the integral equation using the quadrature formulae, and so get the numerical solution of the price of American call option with continuous dividend and the optimal exercise boundary. 相似文献
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本文利用Laplace变换方法得到带连续红利的美式看涨期权价格的积分表示,以及最优执行边界满足的一个非线性的第二类Volterra积分方程.然后用数值积分公式给出了积分方程的数值解,从而得到了带连续红利的美式看涨期权价格及其执行边界的数值解. 相似文献
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The research elaborated the internal connections between the construction of ecological civilization and "Resource-conserving and Environment-friendly Society", introduced the practice and achievements of promoting the construction of Ecological Civilization in the National Synthetically Reform Pilot Zone of the "Resource-conserving and Environment-friendly Society" in Chang-Zhu-Tan(C-Z-T) City Cluster, which is focusing on the establishment of standard system, the promotion of reform in ten key areas, the construction of ten key environmental projects, and the promotion of ten low-carbon clean technologies. Based on this, the research pointed out structural and institutional obstacles and problems in further promoting the construction of "Resource-conserving and Environment-friendly Society" and Ecological Civilization. Finally, focusing on reform and innovation, the research provided suggestions to deepen the reform of the construction of "Resource-conserving and Environment-friendly Society" and Ecological Civilization in four aspects, such as dividend of institution, dividend of nomocracy, dividend of development, and dividend of market. 相似文献
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在这篇文章中,我们考虑一个最早由Bruno De Finetti提出的问题,风险被描述为带有常利率的古典风险过程。红利按照带常数界的边界策略发放。当盈余量达到常数界时,所有的保费收入不再计入盈余,而是作为红利分发给债券持有人。利用过程的马尔可夫性,我们得到了累积期望折现分红函数的显式解。 相似文献
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Abstract This paper describes the design of algorithms for unidirectional division. Rather than the conventional, restoring or nonrestoring, divisions which require both subtraction and addition operations, alternately, during the process of division, the proposed method needs only one direction, either subtraction or addition, but not both, during the process of the division. If both operands, dividend and divisor, are positive or negative, only subtraction is used. However, if one is positive and the other negative, only addition is applied. This method can skip zero bits in dividend, and consequently the number of additions/subtractions is expected to be less than conventional division, about (3/5)n compared to 3/2n (or n if MUXes are used) for restoring or to n for nonrestoring. In addition, unidirectional division can be processed in parallel or in semi‐parallel, if the bit length of the dividend is long enough. This method is also easily extended to apply to two's complement divisions. The conversion of the quotient to binary is not required for the proposed method, (in which nonrestoring division is necessarily converted back to binary code in order to match other operations, because the resulting quotient is expressed by signed‐digit code). 相似文献
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Scientometrics - Is there a demographic dividend in scientific research akin to economic development? Can an increasing number of researchers gain recognition in the international academic... 相似文献