The results obtained with the POT method and the annual extreme value method are compared and discussed.
首次提出 Poisson- Pearson- III型分布模式 ,并将其用于工程计算 :对比分析 POT法与年极值法的计算结果 ;给出青岛大港站风暴增水多年一遇设计值 ,为进一步科学地确定海岸防潮工程设计水位奠定了基础。
It is studied and compared with VaR model,ES model and POT model in order to find out which was more suitable for our country s Stock Index contract risk measure.
通过对VaR模型、ES模型、POT模型的研究比较,找到其中比较适合我国股指期货的风险度量模型。
This paper makes use of the POT Model,which proved to be effective in extreme loss measurement,to deal with the loss severity and frequency under the Loss Distribution Method framework.
在损失分布法的框架下,通过极值理论对内部欺诈风险进行度量;考虑到使用损失数据对频率直接拟合带来的问题,借助POT模型的重要性质对内部欺诈风险强度和频率进行估计;在此基础上,使用基于吉布斯抽样的贝叶斯MCMC方法估计POT模型的参数,以解决样本数据不足时极大似然估计中误差增大的问题。
This paper estimates the tools of market risk measurewent,Value at Risk(VaR) and Expected Shortfall(ES),based on POT model.
极值理论在风险管理中扮演着重要的角色,它是关于市场极端风险的建模和量化的一种主要方法,通过极值理论中POT模型来估计用来度量市场风险的工具VaR和ES,并以中国股市作实证分析,结果发现沪市的投资风险要小于深市。
The POT Model for the Stationary Sequenceand Its Application in Computing Value-at-Rrisk of Exchange Rates;
平稳序列的POT模型及其在汇率风险价值中的应用
The POT Model for Operational Risk in Banks;
POT模型在商业银行操作风险度量中的应用
Comparative Research on Extreme Risk of Stock Market Based on BMM and POT Model
极值BMM与POT模型对沪深股市极端风险的比较研究
Empirical and Comparative Research on Extreme Risk of Shanghai and Shenzhen Stock Markets--Based on Model POT under GPD
沪深股市极端风险的实证研究与比较分析——基于GPD分布的极值POT模型
Using the POT Power Law Model to Evaluate Banking Operational Risk
度量银行操作风险的POT幂律模型及其应用
POT Project Financing Analysis of Railway Construction;
POT项目融资模式在铁路建设中的应用分析
This snake is my dear boy.
说完，the old man就把snake放进一个pot里。
Estimating Extreme Values of Operational Risk for Commercial Banks via Peak over Threshold Method;
基于POT方法的商业银行操作风险极端值估计
The composite hypothesis test about a class of idd;
用POT方法估计损失分布尾部的效应分析
Being, serving as, or used as a model.
模型的模型的，作为模型的，用作模型的
Implementation Model versus Mental Model
实现模型与心理模型
Implementation Models and Mental Models
实现模型和心理模型
To make or construct a model of.
做模型做或建造…的模型
To make a model.
做模型制做一个模型
cartographic mode
地图模型，制图模型
This model may be classified as either an optimizing model or simulation model.
这个模型可分为最佳化模型或模拟模型。
Two Algorithms That Simulate RMESH by PRAM
PRAM模型模拟RMESH模型的2种方案
The act or profession of being a model.
模型作模型或模特的行为或过程
Theory Model and Numerical Simulation of the Filling of Micro Injection Molding;
微注塑成型充模理论模型与数值模拟
