排序方式: 共有97条查询结果,搜索用时 390 毫秒
21.
李晓康 《纯粹数学与应用数学》2010,26(5):776-784
为对基金净值数据进行建模,根据基金净值样本数据的尾部特点,建立极大,极小值分布的GPD模型,运用POT方法确定临界值,进而对参数进行估计,并对模型进行检验.最后,运用建立的模型对一些极值点进行预测.所得结果很好地描述了数据特点,对极值点的预测符合实际. 相似文献
22.
Lishan Liu 《随机分析与应用》2013,31(1):125-144
In this paper, we will prove that the random version of Fan's Theorem [6, Theorem 2] is true for a random hemicompact 1-set-contractive map defined on a closed ball, a sphere and an annulus in cones. This class of random 1-set-contractive map includes random condensing maps, random continuous semicontractive maps, random LANE maps, random nonexpansive maps and others. As applications of our theorems, some random fixed point theorems of non-self-maps are proved under various well-known boundary conditions. Our results are generalizations, improvements or stochastic versions of the recent results obtained by many authors 相似文献
23.
The financial industry has recently seen a push away from structured products and towards transparency. The trend is to decompose products, such that customers understand each component as well as its price. Yet the enormous annuity market combining investment and longevity has been almost untouched by this development.We suggest a simple decomposed annuity structure that enables cost transparency and could be linked to any investment fund. It has several attractive features: (i) it works for any heterogeneous group; (ii) participants can leave before death without financial penalty; and (iii) participants have complete freedom over their own investment strategy. 相似文献
24.
本文利用我国2005年至2011年期间开放式基金的面板数据,研究了基金业绩波动对投资者业绩敏感程度的影响。在验证了基金资金净流量与基金业绩的正相关关系后,实证研究发现:(1)基金业绩波动降低了投资者对基金业绩的敏感程度:基金业绩波动越大,相同业绩提升带来的资金净流量越少;(2)对于不同业绩类型的基金,业绩波动对基金“业绩—资金净流量”关系的反向影响程度也有所不同:这一影响主要体现在绩劣基金中,中等业绩基金次之,在明星基金中反而体现为正向影响。 相似文献
25.
在政府推进部门预算制度和财政拨款管理制度改革的大环境下,国家自然科学基金逐渐采用预算管理制度,因此需要平衡资助计划和支出预算.本文在建立科学基金计划和预算的协调模型中,提出计划批准对年度支出敏感度的概念,设计了对经费使用的计划和支出纵横两维拨付的动态监控方法.并且通过模型的计算,可以快速给出综合考虑资助计划发展和使用经费有效两个方面因素的多种方案,供决策者参考. 相似文献
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27.
刘玉 《太赫兹科学与电子信息学报》2006,4(5):396-400
为了开发个人住房公积金管理系统的细化管理功能,设计了基于浏览器/服务器(Browser/Server,B/S)模式的个人住房公积金管理系统,通过查询采用弹出式与选择窗口相结合的方法。人员分类按部门组织,人员变动集成于一个窗口实现集中管理,账目自动更新,增加手动改变账目功能,并提供多种查询账表方式,界面利用VB控件访问数据库,后台数据库采用Aceess,并采用数据访问接口(Activex Date Objects,ADO)技术实现。结果表明,该系统实现了单位公积金自动化管理。 相似文献
28.
利用生命表函数对银川市职工养老基金进行分析预测.研究近期、中期养老保险基金收支、就业、人口、城市化、老龄化的变化态势.提出保持养老保险制度健康持续发展的建议. 相似文献
29.
Ryozo Miura Yoshimitsu Aoki Daisuke Yokouchi 《Mathematical Methods of Operations Research》2009,69(3):553-577
In recent years, a large number of research papers and monographs on the analysis of hedge fund returns have been published.
Typically, the authors of these studies implicitly or explicitly treat monthly returns of hedge funds as independent and identically
distributed observations. The Hedge Fund Index might be able to serve that role. But the returns of an individual hedge fund
are not like that. They behave autoregressively depending on the time periods. This stochastic behavior should be modeled
as a combined/regime switching stochastic process of two processes: i.i.d. process and autoregressive process. This paper
first depicts the autoregressiveness of hedge fund returns. Then we introduce our statistical model for returns of an individual
hedge fund and then, with our retrospective view, we perform several data analyses for individual hedge funds’ return data. 相似文献
30.
利用精算技术,首先给出个人退休账户缺口的测算模型,然后根据模型进行理论和实证分析.结果发现:现行的个人账户制度存在较高的额外收益和较大的缺口,无论退休年龄多少,参保人员普遍受益,但受益程度和缺口大小不均.缺口产生的根本原因在于可继承性和无限延续性.此外还有其他的影响变量:主要是记账利率和投资收益率.另外通过实证研究发现,现行的个人账户制度关于计发月数规定在实际操作中存在着不能与记账利率,平均剩余寿命相匹配的问题.并提出了各地必须在计发月数规定上建立起与利率及平均剩余寿命相适应的调整机制的建议. 相似文献