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Computer system and method for pricing financial and insurance risks with historically-known or computer-generated probability distributions
Computer system and method for pricing financial and insurance risks with historically-known or computer-generated probability distributions
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机译:利用历史已知或计算机生成的概率分布对金融和保险风险进行定价的计算机系统和方法
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摘要
The invention is a computer-implemented system and method, and a computer-readable medium for use with computer means, that enables portfolio managers to price, on a risk-adjusted basis, any traded or under written risk vehicle in finance and insurance that has a historically-known or computer-generated probability distribution. More importantly, the invention provides a universal approach to pricing assets and liabilities traded on an exchange or over-the-counter market, or underwritten for direct risk-transfer, even if those assets and liabilities are grouped or segregated, or whose prospective outcomes may alternate between positive or negative values.
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