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METHOD AND SYSTEM FOR ANALYZING INVESTMENTS AND INVESTMENT PLANS AND RISKS AND RELATED BUSINESSES WITH DYNAMIC DECISION MAKING

机译:动态决策的投资,投资计划,风险及相关业务分析方法和系统

摘要

Systems, methods and computer program products for analyzing stochastic characteristics, including one or more subsystem for forecasting financial statements and financial ratios' probability distributions and configured for at least one of: analyzing insurance contracts and portfolios without simplifying contract and product terms and conditions; studying and illustrating financial statement probability distributions; analyzing insurance portfolios by creating net asset value distributions thereof without deterministic assumptions; modeling to support asset and liability management, wherein both assets and liabilities are simulated simultaneously and decisions are based on joint probability distributions thereof; and modeling to study effects of model specification changes by implementing new model definitions and by rerunning the model with constant random number generator seed.
机译:用于分析随机特征的系统,方法和计算机程序产品,包括一个或多个用于预测财务报表和财务比率的概率分布的子系统,并配置用于以下至少一项:在不简化合同和产品条款与条件的情况下分析保险合同和资产组合;研究和说明财务报表的概率分布;在没有确定性假设的情况下,通过创建保险资产净值分配来分析保险资产组合;支持资产和负债管理的建模,其中同时模拟资产和负债,并基于其联合概率分布进行决策;通过执行新的模型定义并使用恒定的随机数生成器种子重新运行模型,以研究模型规格更改的影响。

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