We often find that when examining the most risk-sensitive instruments we are able to gauge risk appetites at the margins.
我们常常发现当研究风险敏感工具时,能够借由其他指数判断风险偏好。
2
At the last in this chapter, we give three interesting examples to show the applications of our risk-sensitive maximum principle.
我们也举出了三个有趣的例子,以展示风险敏感最大值原理的应用。
3
As a special case of partial information, the general stochastic maximum principle for this kind of fully observed risk-sensitive optimal control problem is also obtained.