期望损失

以Г-后验期望损失作为标准，研究了定数截尾试验下两参数Weibull分布尺度参数θ的最优稳健Bayes估计问题。

The problems of the Optimal robust Bayes estimation of Scale-Parameter for the Two-parameter Weibull distribution under the Type - ⅱ censoring Life Test are discussed using the Г - posterior expected loss as the criterion .

最后，以平方损失下的Γ-后验期望损失为判别准则，讨论了指数寿命型产品失效率的最优Bayes稳健区间估计，导出了指数寿命型产品失效率的最优Bayes稳健点估计。

Finally , the optimal Bayes robust credible set and the optimal Bayes robust point estimator of the failure rate X are discussed using the r - posterior expected loss under the squared error loss as the criterion .

本文研究了一致性风险测度-流动性调整期望损失（Liquidity-AdjustedExpectedShortfall：La-ES）和机构投资者的最优变现策略问题。

Dissertation investigated the problems of optimal liquidation strategy and Liquidity – Adjusted Expected Shortfall ( La-ES ) belonging to the coherent risk measure .

然后推导出了用历史模拟法、正态分布法和GARCH模型法计算期望损失值的具体公式.最后给出了一个用期望损失值方法优化投资组合的实际算例。

We derive three applied calculation formulas of ES with historical approaches , the normal distribution , and GARCH , and give an example of optimizing portfolio by ES .

并且，从损失概率和期望损失两个角度，基于认知风险度量揭示了ISC牛鞭效应的作用机理。

Then , it forms the ISC demand equilibrium model with the overconfidence mentality , which reveals operation mechanism of ISC bullwhip effect with loss probability and prospect loss based on perceived risk measurement .

同时，将Merton期权定价模型和期望损失定价模型的结合运用于定价，相互补充，提出自己的见解，给出存款保险定价方面的建议，为相关机构建立制度时提供参考。

Meanwhile , use the Merton option pricing model and the expected loss pricing model together , complement each other , and put forward our views . Finally , we can give the pricing proposal of deposit insurance , and provide references for the relevant agencies to establish systems .

最后将目标函数定义为最小期望损失并进行计算。

Finally , mm-expectation losing value is computed after defining its conception .

评估风险的期望损失计算及应用研究

Calculation and Application of Expected Shortfall in Estimation Risk

基于期望损失最小的停车供给模型

Model of Parking Capacity Based on Minimal Expected Loss

应用概率地震危险计算期望损失

The calculation of expected loss using probabilistic seismic hazard

最小期望损失值数学模型研究

The Search about a Mathematical Model of the Minimum Expected Value of Losing

山西中部地区建筑物地震灾害期望损失的估计

Estimation of Expectation Loss of Seismic Disaster of Buildings in Middle Part of Shanxi

期望损失值是一种评估市场风险的新测度。

Expected shortfall ( ES ) is a new method for measuring market risk .

采用风险期望损失的概念，对防洪抢险所产生的经济效益作了定量分析计算，并提出了经济效益的动态计算方法。

The economic benefits of flood control are analyzed and computed , employing the concept of expected loss of risk .

在损失非对称的情况下，使工序加工出的产品均值等于目标值，并不会使期望损失最小，优化过程均值，使其接近目标值，尤为重要。

It is very important to design process mean under asymmetric quality loss , otherwise the expected loss is not the minimum .

研究了点评估、面评估期望损失评价方法、步骤及分析模型。

In addition , they have also provided feature-loss assessing methods and steps as well as analysis models in point assessment , area assessment .

实证过程中，本文通过变换危机定义区间、边际期望损失指标及预测样本对预测效果进行稳健性检验。

The robustness of the prediction is empirically checked by varying the crisis definition , the indicators of marginal expected loss and the prediction sample .

文中还得出系统重要性水平与边际期望损失、杠杆率和资产规模等因素相关，且杠杆率是最重要的因素。

The level of systemic importance , marginal expected loss and leverage are correlated to asset size , and leverage is the most important factor .

极值理论对股指期货数据尾部的风险可以很好的进行模拟，从而得到在险价值和期望损失。

Extreme Value theory can simulate the risk of tail of the stock index futures well . And then it can calculate the VaR and ES .

此方法包括动态风险因素的识别和监控，并以风险期望损失发生后的最终体现&项目收益的减少为风险研究对象。

This method includes the risk factors of dynamic identification and control , and studies the reduction of projected profits as influenced by risk expected losses .

从最小化期望损失的角度建立了季节性商品的最优定价模型，并采用粒子群算法进行求解。

For minimized seller 's total expected loss and seasonal products , the paper proposes an optimal pricing model that is solved by Particle Swarm Optimization ( PSO ) .

结合具体算例，根据不同库存量、库存量和折扣价的不同组合，分别获得达到最小期望损失的最优定价，可以很好地解释模型所具有的经济意义。

With a numerical example , minimized expected loss and optimal price can be drawn under two situations including different stocks and different combination of stocks and discount price .

通过引入期望损失值被支配概念，提出了一种部分概率信息下确定最优策略的方法。

This paper , by introducing a new concept & expectation loss value dominated , presents a method for choosing the optimal decision from the given ones under incomplete information .

在此基础上，将环境风险总费用定义为风险实际期望损失、人群心理损失和风险控制费用三部分的总和，并根据系统效益最大化原则，提出了风险控制水平的优化理论。

And , then , we have put forward the theory on optimizing the control level of the Regional Environmental Risk in accordance with the principle of the maximization of system benefits .

投标阶段中风险分析采用定性与定量相结合的思路方法，运用了专家打分法、决策树方法、期望损失法、层次分析法、模糊评价法。

In bidding stage qualitative and quantitative analysis shall be applied for risk analysis , including methods of expert scoring , decision tree , expected loss , hierarchy analysis , and fuzzy evaluation .

根据调查资料和本文的方法建立了损失函数曲线，用风险期望损失的概念，计算了防洪、水文站网及洪水预报的经济效益。

Employing the concept of expected loss of risk and the loss function in the case study , conomic benefits of flood control , hydrological network as well as flood forecast are computed respectively .

利用该方法对大连市做了动态风险分析评价和趋势预测，并得出大连市的城市灾害期望损失值产生的可能性为50.77%的结果。

The dynamic risk in Dalian is analyzed and the trend is forecasted using this method as well as the result that the probability of expectation loss of risk in Dalian is 50.77 % .

综合考虑制造商的采购成本和售后期望损失成本，并根据供应商决策其经济生产批量时考虑因素的不同，建立2种订单分配模型。

Based on the different considerations of deciding suppliers ' economic production quantity , and thinking of the purchase cost and expected after-sale loss cost together , two kinds of order allocation models were built .

确定性方法是以液化指数为变量的多因子判别分析方法，不确定性方法是概率分析法，即用概率密度函数判断砂土液化灾害的期望损失值。

The method of certainty uses liquefaction exponent as a variation to differentiate and analyse . Uncertainty is a method of probability analyse which is used for evaluating the expected losses by using probability density function .

该网络的输入信号是由一个信源随机生成的。网络通过一个随机学习算法进行训练，使得网络的期望损失达到极小值。

Input signals of the networks are randomly generated at an information source , and the training of the network is achieved with a stochastic loaming algorithm so that the expected loss of the network reaches its minimum .