| 金融市场中的不确定性与其风险测度技术 |
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| 引用本文： | 贺思辉,李佼瑞.金融市场中的不确定性与其风险测度技术[J].西安石油大学学报(社会科学版),2005,14(2):26-32. |
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| 作者姓名： | 贺思辉 李佼瑞 |
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| 作者单位： | 西北工业大学研究生院,陕西,西安,710072;西安财经学院,精算学系,陕西,西安,710061 |
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| 摘 要： | 介绍了金融市场上三种不确定性的形成机理，探讨了精算学中对于不确定性金融后果进行量化管理的风险管理技术，特别是金融风险测度技术所应遵循的计量原则，并就不同风险系统下的风险管理技术选择问题进行了深入系统的研究，给出了相应的结果。
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| 关 键 词： | 不确定性 风险测度技术 畸变函数 金融市场 经济原则 精算原则 |
| 文章编号： | 1008-5645(2005)02-0026-07 |
| 修稿时间： | 2004年6月15日 |
Uncertainty in Financial Markets and Its Risk- measuring Technologies |
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| HE Sihui,LI Jiaorui.Uncertainty in Financial Markets and Its Risk- measuring Technologies[J].Journal of Xi‘an Shiyou University:Social Science Edition,2005,14(2):26-32. |
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| Authors: | HE Sihui LI Jiaorui |
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| Abstract: | An introduction is made of the mechanisms for the formation of the three types of financial markets. An explorative discussion is made of the measuring principles that should be followed in risk management technology and particularly in financial risk measurement technology used in actuarial science for quantitative management of financial consequences of uncertainties. A systematic study is made of the options for risk management technologies in different risk systems and the results are given respectively. |
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| Keywords: | uncertainty risk principle risk measurement Esscher-transformation distortion function Wang-transformation consistency axiom |
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