Coherent Risk Measurement的意思|示意
一致性风险度量
Coherent Risk Measurement的网络常见释义
一致性风险度量 ArtznerL251提出了风险度量的一致性公理(Coherent Axiom)及一致性风险度量(Coherent Risk Measurement),凡满足变换不变。[生(Translation invariance)、次可加性(Subadditivity)、正齐次性(Positive homogeneity)和单调。
Coherent Risk Measurement相关短语
1、 coherent standard of risk measurement 风险度量一致性标准
Coherent Risk Measurement相关例句
In the third chapter, if the application of quantile regression model and actual stopped briefly introduced and the application in risk measurement category of coherent literature carding;
第三章如果对本文所应用的分位数回归模子及实际停止了简略引见,并对其在风险器量范畴的应用相干文献停止梳理;