翻訳と辞書 Words near each other ・ Risk International ・ Risk IT ・ Risk limiting post-election audit ・ Risk management ・ Risk Management (magazine) ・ Risk Management Agency ・ Risk Management Authority (Scotland) ・ Risk Management Exchange ・ Risk management framework ・ Risk management in Indian banks ・ Risk management information systems ・ Risk management plan ・ Risk Management Programme ・ Risk management tools ・ Risk Matrix ・ Risk measure ・ Risk metric ・ Risk neutral ・ Risk of infection ・ Risk of loss ・ Risk of Missed PRRS PCR Detection ・ Risk of mortality ・ Risk of Rain ・ Risk of ruin ・ Risk panel ・ Risk parity ・ Risk perception ・ Risk pool ・ Risk premium ・ Risk reduction Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Risk measure ： ウィキペディア英語版 Risk measure In financial mathematics, a risk measure is used to determine the amount of an asset or set of assets (traditionally currency) to be kept in reserve. The purpose of this reserve is to make the risks taken by financial institutions, such as banks and insurance companies, acceptable to the regulator. In recent years attention has turned towards convex and coherent risk measurement. ==Mathematically== A risk measure is defined as a mapping from a set of random variables to the real numbers. This set of random variables represents portfolio returns. The common notation for a risk measure associated with a random variable $X$ is $\backslash rho(X)$. A risk measure $\backslash rho:\; \backslash mathcal\; \backslash to\; \backslash mathbb\; \backslash cup\; \backslash$ should have certain properties: ; Normalized : $\backslash rho(0)\; =\; 0$ ; Translative : $\backslash mathrm\backslash ;\; a\; \backslash in\; \backslash mathbb\; \backslash ;\; \backslash mathrm\; \backslash ;\; Z\; \backslash in\; \backslash mathcal\; ,\backslash ;\backslash mathrm\backslash ;\; \backslash rho(Z\; +\; a)\; =\; \backslash rho(Z)\; -\; a$ ; Monotone : $\backslash mathrm\backslash ;\; Z\_1,Z\_2\; \backslash in\; \backslash mathcal\; \backslash ;\backslash mathrm\backslash ;\; Z\_1\; \backslash leq\; Z\_2\; ,\backslash ;\; \backslash mathrm\; \backslash ;\; \backslash rho(Z\_2)\; \backslash leq\; \backslash rho(Z\_1)$ 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Risk measure」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.