random risk process

基本解释

Evaluation method for project risk based on random process analysis;
建议了一类基于标准正交基的随机过程展开方法。
Under the assumption of exponent utility, this paper treats optimal investment policies of a firm with a random risk process.
本文在指数效用函数的假设条件下，讨论具有随机风险的企业，极大化期望终止效用的最优投资策略问题。
In this method, event risk is described by random jumps, and the return series can be described by a jump-GARCH process whose parameters can be estimated by simulated annealing algorithm.
这种方法用跳跃来描述事件风险，用跳跃-扩散过程来描述收益率过程。