或有索取权

  • 网络contingent claims
或有索取权或有索取权
  1. 因此这样的保险合同相当于不完全金融市场上的或有索取权,不能利用自我融资交易策略复制出。

    Thus the insurance contracts are characterized as contingent claims in an incomplete market , such that they cannot be perfectly duplicated by means of self financial strategies .

  2. 期权定价和保险精算本质上都是对更广泛意义上的或有索取权的权利价值进行分析定价,这就为保险精算方法与期权定价模型在不确定条件下一般均衡的融合提供了可能。

    Option pricing model and actuarial approach essentially belong to the contingent claiming to a great extent , which has provided the possibility of mixing actuarial approach with option pricing model under the condition of uncertainty .