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1.
This paper deals with the estimation of loss severity distributions arising from historical data on univariate and multivariate losses. We present an innovative theoretical framework where a closed-form expression for the tail conditional expectation (TCE) is derived for the skewed generalised hyperbolic (GH) family of distributions. The skewed GH family is especially suitable for equity losses because it allows to capture the asymmetry in the distribution of losses that tends to have a heavy right tail. As opposed to the widely used Value-at-Risk, TCE is a coherent risk measure, which takes into account the expected loss in the tail of the distribution. Our theoretical TCE results are verified for different distributions from the skewed GH family including its special cases: Student-t, variance gamma, normal inverse gaussian and hyperbolic distributions. The GH family and its special cases turn out to provide excellent fit to univariate and multivariate data on equity losses. The TCE risk measure computed for the skewed family of GH distributions provides a conservative estimator of risk, addressing the main challenge faced by financial companies on how to reliably quantify the risk arising from the loss distribution. We extend our analysis to the multivariate framework when modelling portfolios of losses, allowing the multivariate GH distribution to capture the combination of correlated risks and demonstrate how the TCE of the portfolio can be decomposed into individual components, representing individual risks in the aggregate (portfolio) loss. 相似文献
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针对退化率较高的产品具有不稳定的退化路径以及产品个体差异对退化过程的影响,建立了一种新的随机效应退化模型,即漂移参数和扩散参数均为随机变量且两者之间呈线性关系的Wiener退化过程模型.基于该模型获得了产品剩余寿命分布与可靠度函数,同时设计了估计模型参数的EM(expectation maximization)算法.最后,通过分析钛合金疲劳裂纹数据以及与现有模型结果的比较,验证了所建模型的有效性和准确性. 相似文献
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We provide new closed‐form approximations for the pricing of spread options in three specific instances of exponential Lévy markets, ie, when log‐returns are modeled as Brownian motions (Black‐Scholes model), variance gamma processes (VG model), or normal inverse Gaussian processes (NIG model). For the specific case of exchange options (spread options with zero strike), we generalize the well‐known Margrabe formula (1978) that is valid in a Black‐Scholes model to the VG model under a homogeneity assumption. 相似文献
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示性函数在实分析等课程中很基本且应用广泛,但在初等概率论教材里应用不多.本文举例说明示性函数可以帮助学生理解初等概率论中一些基本概念、结论并精简其中一些计算. 相似文献
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This paper proposes a method of structuring public policy by incorporating reciprocal expectation analysis. The proposed method is characterized by three components: identification of the problem structure perceived by stakeholders using cognitive maps, policy structuring analysis with a value–driver matrix and a reciprocal expectation matrix, and feasibility analysis of agreements among the stakeholders. The three types of relationship among stakeholders are derived from the feasibility analysis, which are “Dosho-imu”, “Isho-imu”, and “Domu”. Three tests of feasibility to reach the agreement are then proposed: “information-sharing test”, “bargaining test”, and “reframing test”. A case study is presented, applying the method to strategic transportation planning in the Kanto region of Japan. Finally, the potential functions of the proposed method in practice are discussed. 相似文献
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目前我军装备备件保障通常采用三级保障模式,以各级备件期望短缺数量之和最小为目标,研究在不同库存水平条件下,三级备件保障系统的备件库存优化模型.经示例分析,验证了该模型的可行性和有效性,该结果可为多级备件保障提供理论依据. 相似文献
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Existence results of stochastic impulsive systems with expectations‐dependent nonlinear terms 下载免费PDF全文
In this paper, sufficient conditions are established for the existence and uniqueness of global solutions to stochastic impulsive systems with expectations in the nonlinear terms. The maximal interval and the estimate of mild solutions are also discussed. These results are obtained by using the fixed point theorem, interval partition, and Lyapunov‐like technique. Finally, examples are given to illustrate the theory. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
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In this article, we derive expressions for conditional expectations in terms of regular expectations without conditioning but involving some weights. For this purpose, we apply two approaches: the conditional density method and the Malliavin method. We use these expressions for the numerical estimation of the price of American options and their deltas in a Lévy and jump-diffusion setting. Several examples of applications to financial and energy markets are given including numerical examples. 相似文献