Some Applications in Economy for Utility Functions Involving Risk Theory

机译：涉及风险理论的公用事业功能的经济应用

获取原文

页面导航

摘要
著录项
相似文献
相关主题

摘要

We present in the first part of the article types of utility functions that can describe the behavior of the investor and their applications to optimize portfolio. The second part of the paper refers to applications in calculating insurance premiums aggregated risk in zero utility principle.

机译：我们在文章类型的效用类型的第一部分中，可以描述投资者及其应用程序优化投资组合的行为。本文的第二部分是指在零实用原理中计算保险费的综合风险的应用。

著录项

来源
《International Conference Economic Scientific Research: Theoretical, Empirical and Practical Approaches》|2015年||共6页
会议地点
作者
Corina Cipu; Carmen Gheorghe;
展开▼
作者单位

展开▼
会议组织
原文格式 PDF
正文语种
中图分类经济学;
关键词
utility function; risk theory; zero utility principle;

机译：实用功能;风险理论;零实用原理;

相似文献

外文文献
中文文献
专利

1. Strategic Merger Waves: A Theory Of Musical Chairs, Model Is Extended To A Dynamic Global Game By Introducing Slightly Noisy Private Information About Merger Profitability, Utility Functions From Risk Theory To Finance, Computational Financial Modelling P [J] . K.N.P. Kumar Advances in Physics Theories and Applications . 2013,第2期

机译：战略性合并浪潮：音乐主持人理论，通过引入有关合并盈利能力的嘈杂私人信息，从风险理论到财务的效用函数，计算财务模型P，将模型扩展到动态的全球游戏
2. Geometric Convexity of a Function Involving Gamma Function and Applications to Inequality Theory [J] . Xiao-Ming Zhang, Tie-Quan Xu, Ling-Bo Situ Journal of inequalities in pure and applied mathematics . 2007,第1期

机译：涉及伽玛函数的函数的几何凸性及其在不等式理论中的应用
3. Comment on 'Modeling non-monotone risk aversion using SAHARA utility functions' [J. Econ. Theory 146 (2011) 2075-2092] [J] . Zhenyu Cui Journal of economic theory . 2014,第sepa期

机译：评述“使用SAHARA效用函数建模非单调风险规避” [J.经济。理论146（2011）2075-2092]
4. Some Applications in Economy for Utility Functions Involving Risk Theory [C] . Corina Cipu, Carmen Gheorghe International Conference Economic Scientific Research: Theoretical, Empirical and Practical Approaches . 2015

机译：涉及风险理论的公用事业功能的经济应用
5. Advances in Portfolio Selection: Reference Points, Conditional Value-at-Risk, Mean-Variance Induced Utility Functions and Predictable Forward Processes [D] . Strub, Moris Simon. 2018

机译：投资组合选择的进步：参考点，条件风险值，均值方差诱发的效用函数和可预测的正向过程
6. A General Principle Involving Baire Category, with Applications to Function Theory and Other Fields [O] . F. Bagemihl, W. Seidel 2011

机译：Baire范畴的一般原理及其在功能理论和其他领域的应用
7. Some Applications in Economy for Utility Functions Involving Risk Theory [O] . Cipu Corina, Gheorghe Carmen 2015

机译：涉及风险理论的效用函数在经济中的一些应用
8. Role of Duality in Optimization Problems Involving Entropy Functionals, with Applications to Information Theory [R] . Ben-Tal, A., Teboulle, M., Charnes, A. 1984

机译：二元性在涉及熵函数的优化问题中的作用及其在信息论中的应用

Some Applications in Economy for Utility Functions Involving Risk Theory

摘要

著录项

相似文献

相关主题

期刊订阅