研究生: |
石異呈 YI-CHENG SHIS |
---|---|
論文名稱: |
複合卜瓦松過程在具交互影響的投資案資源分配問題 An Application of Compound Poisson Process to resource allocation problem with interaction affect in the Investment proposal |
指導教授: |
洪文良
Wen-Liang Hung 張延彰 Yen-Chang Chang |
口試委員: | |
學位類別: |
碩士 Master |
系所名稱: |
南大校區系所調整院務中心 - 應用數學系所 應用數學系所(English) |
論文出版年: | 2012 |
畢業學年度: | 100 |
語文別: | 中文 |
論文頁數: | 38 |
中文關鍵詞: | 風險理論模型 、複合卜瓦松過程 、安全負荷係數 、資源分配 |
外文關鍵詞: | Risk theory model, Compound Poisson Process, Security loading value, Resources distribution |
相關次數: | 點閱:3 下載:0 |
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本文中,我們將採用複合卜瓦松過程來討論兩個在具有交互影響的投資案下資源分配的問題。除了引用風險理論經典模型的理念,也參考一些資源如何分配的方法,並以更廣的角度來看待每個可能發生的情形,再舉出虛擬例子來創立模型並解決問題,最後以數值範例,討論出更好的投資組合策略。
In this paper, we will use the Compound Poisson Process theory to discuss the resources distribution problem for the two investments with interactive affections to each other. In addition to the concept of the classical model in risk theory,we also made reference to the ways how to allocate the resource,and look at every possible situation with a broader perspective point of view. Then by citing the virtual example, model will be created and shown the solving of the problems. Finally,by numerical examples,we will discuss and come out a better portfolio strategy for investment.
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