首页 | 本学科首页   官方微博 | 高级检索  
文章检索
  按 检索   检索词:      
出版年份:   被引次数:   他引次数: 提示:输入*表示无穷大
  收费全文   285篇
  免费   18篇
  国内免费   3篇
化学   1篇
综合类   1篇
数学   304篇
  2023年   1篇
  2022年   5篇
  2021年   5篇
  2020年   16篇
  2019年   16篇
  2018年   8篇
  2017年   13篇
  2016年   20篇
  2015年   13篇
  2014年   20篇
  2013年   10篇
  2012年   15篇
  2011年   21篇
  2010年   12篇
  2009年   25篇
  2008年   20篇
  2007年   17篇
  2006年   11篇
  2005年   11篇
  2004年   6篇
  2003年   10篇
  2002年   3篇
  2001年   9篇
  2000年   4篇
  1998年   1篇
  1997年   2篇
  1996年   1篇
  1995年   3篇
  1993年   1篇
  1992年   2篇
  1985年   2篇
  1983年   3篇
排序方式: 共有306条查询结果,搜索用时 14 毫秒
1.
In this paper we investigate an optimal investment problem under short-selling and portfolio insurance constraints faced by a defined contribution pension fund manager who is loss averse. The financial market consists of a cash bond, an indexed bond and a stock. The manager aims to maximize the expected S-shaped utility of the terminal wealth exceeding a minimum guarantee. We apply the dual control method to solve the problem and derive the representations of the optimal wealth process and trading strategies in terms of the dual controlled process and the dual value function. We also perform some numerical tests and show how the S-shaped utility, the short-selling constraints and the portfolio insurance impact the optimal terminal wealth.  相似文献   
2.
Customized personal rate offering is of growing importance in the insurance industry. To achieve this, an important step is to identify subgroups of insureds from the corresponding heterogeneous claim frequency data. In this paper, a penalized Poisson regression approach for subgroup analysis in claim frequency data is proposed. Subjects are assumed to follow a zero-inflated Poisson regression model with group-specific intercepts, which capture group characteristics of claim frequency. A penalized likelihood function is derived and optimized to identify the group-specific intercepts and effects of individual covariates. To handle the challenges arising from the optimization of the penalized likelihood function, an alternating direction method of multipliers algorithm is developed and its convergence is established. Simulation studies and real applications are provided for illustrations.  相似文献   
3.
刘晓峰 《运筹与管理》2019,28(5):149-155
本文从心理账户理论视角,通过问卷调查,运用非集计模型,对个人基本养老保险缴费心理活动维度进行了实证研究。研究结果表明,受教育程度、非常规的额外收入、经营性收入、安全型保障账户和风险型存储账户是影响缴费的关键性因素,进而提出引导设立特定缴费心理账户、增强缴费制度弹性,改变缴费者的选择框架, 提升缴费遵从度。  相似文献   
4.
We formulate a noncooperative game to model competition for policyholders among non-life insurance companies, taking into account market premium, solvency level, market share and underwriting results. We study Nash equilibria and Stackelberg equilibria for the premium levels, and give numerical illustrations.  相似文献   
5.
通过养老金测算的平行四边形框架建立养老保险的精算模型应计负债,测算机关事业单位基本养老保险在2015年初的精算应计负债.提高退休年龄、利率、缴费率和工资增长率都会降低精算应计负债,退休年龄的影响非常强,利率的影响也很强.提高养老金增长率、工龄工资增长率和同年度养老金随年龄增长率都会增加精算应计负债,养老金增长率的影响很强.为控制机关事业单位基本养老保险精算应计负债,可适时适度提高退休年龄,创造条件提高投资收益率,通过全社会创新提高社会生产力来提高工资增长率,与此同时可降低缴费率.  相似文献   
6.
We re-examine the problem of budget-constrained demand for insurance indemnification when the insured and the insurer disagree about the likelihoods associated with the realizations of the insurable loss. For ease of comparison with the classical literature, we adopt the original setting of Arrow (1971), but allow for divergence in beliefs between the insurer and the insured; and in particular for singularity between these beliefs, that is, disagreement about zero-probability events. We do not impose the no sabotage condition on admissible indemnities. Instead, we impose a state-verification cost that the insurer can incur in order to verify the loss severity, which rules out ex post moral hazard issues that could otherwise arise from possible misreporting of the loss by the insured. Under a mild consistency requirement between these beliefs that is weaker than the Monotone Likelihood Ratio (MLR) condition, we characterize the optimal indemnity and show that it has a simple two-part structure: full insurance on an event to which the insurer assigns zero probability, and a variable deductible on the complement of this event, which depends on the state of the world through a likelihood ratio. The latter is obtained from a Lebesgue decomposition of the insured’s belief with respect to the insurer’s belief.  相似文献   
7.
8.
在无套利框架的基础上,讨论基于个体公平原则下的寿险产品定价问题,即运用倒向随机微分方程理论,将投保人和保险人置于同一系统中进行考虑:首先,根据双方的随机投资决策目标分别建立无套利寿险定价模型和动态资产份额定价模型,得出两个特殊线性倒向随机微分方程的显式解;然后,建立基于个体公平原则的寿险定价模型,从投保人和保险人双方的角度对寿险产品进行公平定价,得出了从供需双方考虑的投资回报定价公式;最后,利用所建立的模型进行案例分析,计算出基于个体公平原则的保费及保险公司的投资策略.该寿险产品定价模型不仅考虑了保险人的意愿,还同时考虑了投保人的实际情况,因此,按此定价理念开发出的保险产品,不仅可以提高产品研发的成功率,而且使得研发出的新产品更能在竞争激烈的保险市场中站稳脚步.  相似文献   
9.
Critical spare‐parts stock optimization has become a relevant topic for academy and industry. In most articles, the problem has been stated as a trade‐off between economic risks of shortages and financial costs. Risk optimization in this context has been mainly studied from a logistics point of view. The most common decision variables have been stock levels, stock location, and reorder points. In this context, buying insurance to cover shortage cost can be a complementary (or exclusive) measure for risk mitigation. Insurance optimization traditionally has been studied from a microeconomic and financial perspective. The main decision variable has been the indemnity function, and occasionally, the insurance premium. Its use in the context of physical asset management has not been observed to the best of our knowledge. This creates an opportunity to link inventory optimization techniques with insurance optimization for shortage losses. In this work, we present a novel approach to jointly manage the shortage risk of a critical non‐repairable component in a unique critical system. We develop an original model to integrate critical spare‐parts stock optimization with insurance optimization techniques. The result is a decision model to select the optimal stock and insurance policy that maximizes the decision maker's expected utility. This allows for a business‐centered integrated perspective in critical parts decisions. We present a case study representative of the mining industry, illustrating the complementary nature of selecting optimal stock levels and contracting an optimal insurance. Our results show that contracting an insurance can lead to policies preferred by a risk‐averse decision maker. The case study shows that this may even occur lowering stock levels and increasing profits. Copyright © 2015 John Wiley & Sons, Ltd.  相似文献   
10.
提出了含利率因素的复合二项双险种风险模型,并在有关假设的基础上,给出了此模型下保险公司稳定经营的必要条件;证明了索赔时刻的盈余过程是一马氏过程和调节系数的存在性,并采用递归方法得到了模型的破产概率的上界估计.  相似文献   
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号