{"id":564,"date":"2022-04-02T08:46:08","date_gmt":"2022-04-02T00:46:08","guid":{"rendered":"https:\/\/cabit.top\/?p=564"},"modified":"2022-04-02T08:52:15","modified_gmt":"2022-04-02T00:52:15","slug":"%e5%9c%a8risk%e4%b8%ad%e7%bb%93%e5%90%88%e9%a2%91%e7%8e%87%e5%92%8c%e4%b8%a5%e9%87%8d%e6%80%a7","status":"publish","type":"post","link":"https:\/\/cabit.top\/?p=564","title":{"rendered":"\u5728@RISK\u4e2d\u7ed3\u5408\u9891\u7387\u548c\u4e25\u91cd\u6027"},"content":{"rendered":"\n

\u9002\u7528\u4e8e\uff1a<\/strong> @RISK 5.x\u20137.x<\/p>\n\n\n\n

\u6211\u6709\u4e00\u4e2a\u53ef\u80fd\u53d1\u751f\u4e5f\u53ef\u80fd\u4e0d\u4f1a\u53d1\u751f\u7684\u98ce\u9669\uff0c\u6216\u8005\u5b83\u53ef\u80fd\u53d1\u751f\u7684\u6b21\u6570\u4e0d\u5b9a\u3002\u4f46\u6bcf\u6b21\u53d1\u751f\u7684\u5f71\u54cd\u6216\u4e25\u91cd\u6027\u662f\u4e00\u4e2a\u6982\u7387\u5206\u5e03\uff0c\u800c\u4e0d\u662f\u4e00\u4e2a\u56fa\u5b9a\u7684\u6570\u5b57\u3002\u5982\u4f55\u5728@RISK \u4e2d\u5bf9\u6b64\u5efa\u6a21\uff1f<\/strong><\/p>\n\n\n\n

@RISK 5.0 \u53ca\u66f4\u9ad8\u7248\u672c\u4e2d\u63d0\u4f9b\u7684RiskCompound \u51fd\u6570\u5c31\u662f\u89e3\u51b3\u65b9\u6848\u3002\u5b83\u6709\u4e24\u4e2a\u53c2\u6570\uff1a\u9891\u7387\u6216\u6982\u7387\u7684\u79bb\u6563\u51fd\u6570\uff0c\u4ee5\u53ca\u63a7\u5236\u4e25\u91cd\u6027\u6216\u5f71\u54cd\u7684\u79bb\u6563\u6216\u8fde\u7eed\u51fd\u6570\u3002\uff08\u53e6\u5916\u4e24\u4e2a\u53c2\u6570\u662f\u53ef\u9009\u7684\uff1b\u8bf7\u53c2\u9605\u4e0b\u9762\u7684\u514d\u8d54\u989d\u548c\u9650\u5236\u662f\u5982\u4f55\u5e94\u7528\u7684\u3002\uff09<\/p>\n\n\n\n

\u5047\u8bbe\u5f71\u54cd\u6216\u4e25\u91cd\u6027\u662f\u6839\u636e RiskNormal(100,10)\u3002\u5982\u679c\u4f60\u60f3\u8bf4\u98ce\u9669\u53ef\u80fd\u4f1a\u53d1\u751f\u4e5f\u53ef\u80fd\u4e0d\u4f1a\u53d1\u751f\uff0c\u5e76\u4e14\u53d1\u751f\u6982\u7387\u4e3a 40%\uff0c\u8bf7\u8fd9\u6837\u7f16\u7801\uff1a<\/p>\n\n\n\n

=RiskCompound(RiskBinomial(1,0.4), RiskNormal(100,10))<\/p>\n\n\n\n

\uff08\u6709\u5173\u53ea\u80fd\u53d1\u751f\u96f6\u6b21\u6216\u4e00\u6b21\u7684\u98ce\u9669\u7684\u66f4\u591a\u4fe1\u606f\uff0c\u8bf7\u53c2\u9605\u4e8b\u4ef6\u6216\u64cd\u4f5c\u98ce<\/a>\u9669\u3002\uff09<\/p>\n\n\n\n

\u5982\u679c\u60a8\u60f3\u8bf4\u98ce\u9669\u53ef\u80fd\u53d1\u751f\u7684\u6b21\u6570\u4e0d\u5b9a\uff0c\u8bf7\u9009\u62e9\u9891\u7387\u7684\u79bb\u6563\u5206\u5e03\u4e4b\u4e00\u3002\u4f8b\u5982\uff0c\u5982\u679c\u60a8\u4e3a\u53ef\u80fd\u7684\u9891\u7387\u5206\u5e03\u9009\u62e9\u5747\u503c\u4e3a 1.4 \u7684\u6cca\u677e\u5206\u5e03\uff0c\u90a3\u4e48\u60a8\u7684\u5b8c\u6574 RiskCompound \u51fd\u6570\u5c06\u662f<\/p>\n\n\n\n

=RiskCompound(RiskPoisson(1.4), RiskNormal(100,10))<\/p>\n\n\n\n

\u5728\u9891\u7387\u5927\u4e8e 1 \u7684\u4efb\u4f55\u8fed\u4ee3\u4e2d\uff0c@RISK \u5c06\u4ece\u4e25\u91cd\u6027\u5206\u5e03\u4e2d\u62bd\u53d6\u591a\u4e2a\u968f\u673a\u6570\u5e76\u5c06\u5b83\u4eec\u76f8\u52a0\u4ee5\u83b7\u5f97\u8be5\u8fed\u4ee3\u7684 RiskCompound \u503c\u3002\uff08\u6ca1\u6709\u529e\u6cd5\u83b7\u5f97\u5728\u4e00\u6b21\u8fed\u4ee3\u4e2d\u7ed8\u5236\u7684\u5404\u4e2a\u4e25\u91cd\u6027\u503c\u3002\uff09<\/p>\n\n\n\n

\u9891\u7387\u548c\u4e25\u91cd\u6027\u5fc5\u987b\u662f@RISK \u5206\u5e03\uff0c\u8fd8\u662f\u53ef\u4ee5\u5f15\u7528\u5305\u542b\u516c\u5f0f\u7684\u5355\u5143\u683c\uff1f<\/strong><\/p>\n\n\n\n

\u60a8\u53ef\u4ee5\u5728 RiskCompound( ) \u4e2d\u5d4c\u5165\u9891\u7387\u548c\u4e25\u91cd\u6027\u5206\u5e03\uff0c\u5982\u4e0a\u6240\u793a\uff0c\u6216\u8005\u4f7f\u7528\u5355\u5143\u683c\u5f15\u7528\u6765\u8868\u793a\u9891\u7387\u548c\u4e25\u91cd\u6027\u5e76\u5c06\u8fd9\u4e9b\u5206\u5e03\u653e\u5728\u5176\u4ed6\u5355\u5143\u683c\u4e2d\u3002\u6709\u4e24\u4e2a\u8b66\u544a\uff1a<\/p>\n\n\n\n

\u6027\u80fd\uff1a<\/strong>\u5982\u679c\u60a8\u7684\u9891\u7387\u5f88\u5927\uff0c\u6216\u8005\u5982\u679c\u60a8\u6709\u8bb8\u591a RiskCompound \u51fd\u6570\uff0c\u90a3\u4e48\u5982\u679c\u60a8\u5c06\u5b9e\u9645\u4e25\u91cd\u6027\u5206\u5e03\u5d4c\u5165\u5230 RiskCompound( ) \u4e2d\uff0c\u60a8\u7684\u6a21\u62df\u5c06\u8fd0\u884c\u5f97\u66f4\u5feb–\u53ef\u80fd\u66f4\u5feb\u3002\u4f7f\u7528\u5355\u5143\u683c\u53c2\u8003\u8fdb\u884c\u9891\u7387\u5206\u5e03\u4e0d\u4f1a\u635f\u5bb3\u6027\u80fd\u3002\uff08\u9644\u52a0\u7684 CompoundExploration.xls \u4f7f\u7528\u5355\u5143\u683c\u5f15\u7528\u4f7f\u8ba8\u8bba\u66f4\u5bb9\u6613\u7406\u89e3\uff0c\u4f46\u5b83\u662f\u4e00\u4e2a\u975e\u5e38\u5c0f\u7684\u6a21\u578b\uff0c\u56e0\u6b64\u6027\u80fd\u4e0d\u662f\u95ee\u9898\u3002\uff09<\/p>\n\n\n\n

\u8ba1\u7b97\uff1a<\/strong>\u5982\u679c\u4e25\u91cd\u6027\u53c2\u6570\u662f\u5355\u5143\u683c\u5f15\u7528\uff0c\u5e76\u4e14\u6240\u5f15\u7528\u7684\u5355\u5143\u683c\u5305\u542b@RISK \u5206\u5e03\uff0c\u5219\u5c06\u5728\u8fed\u4ee3\u4e2d\u591a\u6b21\u8bc4\u4f30\u4e25\u91cd\u6027\uff0c\u5c31\u50cf\u4e25\u91cd\u6027\u7269\u7406\u5d4c\u5165\u5728 RiskCompound( ) \u51fd\u6570\u4e2d\u4e00\u6837\u3002\u4f8b\u5982\uff0c\u5047\u8bbe\u4e25\u91cd\u6027\u53c2\u6570\u6307\u5411\u4e00\u4e2a\u5305\u542b RiskTriang( ) \u5206\u5e03\u7684\u5355\u5143\u683c\uff0c\u65e0\u8bba\u662f\u5355\u72ec\u7684\u8fd8\u662f\u5728\u66f4\u5927\u7684\u516c\u5f0f\u4e2d\u3002\u5982\u679c\u9891\u7387\u5206\u5e03\u5728\u7ed9\u5b9a\u8fed\u4ee3\u4e2d\u7684\u503c\u4e3a 12\uff0c\u5219\u5f15\u7528\u7684\u516c\u5f0f\u5c06\u5728\u8be5\u8fed\u4ee3\u671f\u95f4\u91cd\u65b0\u8bc4\u4f30 12 \u6b21\uff0c\u5e76\u4e14 12 \u4e2a\u503c\u76f8\u52a0\u5c06\u662f RiskCompound( ) \u7684\u503c\u3002<\/p>\n\n\n\n

\u4f46\u662f\uff0c\u5982\u679c\u5f15\u7528\u7684\u5355\u5143\u683c\u4e0d\u5305\u542b\u4efb\u4f55@RISK \u5206\u5e03\uff0c\u5219\u6bcf\u6b21\u8fed\u4ee3\u53ea\u4f1a\u5bf9\u5176\u8fdb\u884c\u4e00\u6b21\u8bc4\u4f30\uff0c\u5373\u4f7f\u8be5\u5355\u5143\u683c\u5305\u542b\u6700\u7ec8\u5f15\u7528@RISK \u5206\u5e03\u7684\u516c\u5f0f\u3002\u4f8b\u5982\uff0c\u8003\u8651\u51fd\u6570 =RiskCompound(F11,S22)\uff0c\u5e76\u5047\u8bbe\u5728\u4e00\u6b21\u7279\u5b9a\u8fed\u4ee3\u4e2d\uff0cF11 \u4e2d\u7684\u9891\u7387\u503c\u4e3a 12\u3002\u5982\u679c\u4e25\u91cd\u6027\u5355\u5143 S22 \u5305\u542b\u4e00\u4e2a\u516c\u5f0f\uff0c\u4f8b\u5982 =RiskNormal(B14,B15)+B16*B17 \uff0c\u5728\u672c\u6b21\u8fed\u4ee3\u4e2d\u5c06\u88ab\u8bc4\u4f30 12 \u6b21\uff0cRiskCompound \u7684\u503c\u5c06\u662f\u8fd9 12 \u4e2a\u503c\u7684\u603b\u548c\u3002\u4f46\u662f\u5982\u679c\u4e25\u91cd\u6027\u5355\u5143\u683c S22 \u5305\u542b\u4e00\u4e2a\u516c\u5f0f\uff0c\u4f8b\u5982 =LOG(B19)\uff0c\u5e76\u4e14 B19 \u5305\u542b\u4e00\u4e2a RiskNormal( ) \u51fd\u6570\uff0c\u5219\u8be5\u516c\u5f0f\u5c06\u5728\u4ed6\u7684\u8fed\u4ee3\u4e2d\u53ea\u8ba1\u7b97\u4e00\u6b21\uff0c\u5e76\u4e14\u8be5\u8fed\u4ee3\u7684 RiskCompound( ) \u7684\u503c\u5c06\u662f\u8be5\u516c\u5f0f\u503c\u7684 12 \u500d\u3002\u4f60\u53ef\u4ee5\u8fd9\u6837\u60f3\uff1a<\/p>\n\n\n\n

\u5982\u679c\u9891\u7387\u5206\u5e03\u662f\u8fde\u7eed\u5206\u5e03\u600e\u4e48\u529e\uff1f@RISK \u5982\u4f55\u51b3\u5b9a\u52a0\u8d77\u6765\u591a\u5c11\u4e25\u91cd\u6027\u503c\uff1f<\/strong><\/p>\n\n\n\n

\u201c\u9891\u7387\u201d\u610f\u5473\u7740\u51fa\u73b0\u7684\u6b21\u6570\uff0c\u8fd9\u610f\u5473\u7740\u6574\u6570\uff080 \u6216\u6b63\u6574\u6570\uff09\u3002\u56e0\u6b64\uff0c\u6211\u4eec\u5efa\u8bae\u5bf9\u9891\u7387\u4f7f\u7528\u79bb\u6563\u5206\u5e03\uff0c\u8fd4\u56de\u6574\u6570\u3002\u4f46\u5982\u679c\u60a8\u4f7f\u7528\u8fde\u7eed\u5206\u5e03\u6216\u8fd4\u56de\u975e\u6574\u6570\u7684\u79bb\u6563\u5206\u5e03\uff0c@RISK \u4f1a\u5c06\u503c\u622a\u65ad\u4e3a\u6574\u6570\u3002<\/p>\n\n\n\n

\u4f8b\u5982\uff0c\u5982\u679c\u60a8\u7684\u9891\u7387\u5206\u5e03\u8fd4\u56de\u503c 3.7\uff0c@RISK \u5c06\u4ece\u4e25\u91cd\u6027\u5206\u5e03\u4e2d\u63d0\u53d6\u4e09\u4e2a\u503c\uff0c\u800c\u4e0d\u662f\u56db\u4e2a\u3002<\/p>\n\n\n\n

\u5982\u4f55\u5728 RiskCompound( ) \u51fd\u6570\u4e2d\u5e94\u7528\u514d\u8d54\u989d\u548c\u9650\u989d\uff1f\u5b83\u662f\u6309\u6bcf\u6b21\u53d1\u751f\u7684\u8fd8\u662f\u6309\u6c47\u603b\u7684\uff1f<\/strong><\/p>\n\n\n\n

RiskCompound( ) \u6700\u591a\u63a5\u53d7\u56db\u4e2a\u53c2\u6570\uff1a<\/p>\n\n\n\n

RiskCompound( dist1, dist2, deductible, limit )<\/p>\n\n\n\n

\u514d\u8d54\u989d\u548c\u9650\u989d\u5747\u9002\u7528\u4e8e\u6bcf\u6b21\u53d1\u751f\u3002\u4f8b\u5982\uff0c\u5047\u8bbe\u9891\u7387\u5206\u5e03dist1\u5728\u7279\u5b9a\u8fed\u4ee3\u4e2d\u7684\u503c\u4e3a 6\u3002\u7136\u540e\uff0c\u4e25\u91cd\u6027\u5206\u5e03dist2\u5c06\u88ab\u7ed8\u5236\u516d\u6b21\uff0c\u5e76\u4e14\u5bf9\u8fd9\u516d\u6b21\u4e2d\u7684\u6bcf\u4e00\u6b21\u90fd\u5e94\u7528\u514d\u8d54\u989d\u548c\u9650\u989d\u3002<\/p>\n\n\n\n

RiskCompound( )\u7684limit\u53c2\u6570\u662f\u6bcf\u6b21\u53d1\u751f\u7684\u5b9e\u9645\u6700\u5927\u652f\u51fa\u6216\u98ce\u9669\u655e\u53e3\u3002\u5982\u679c\u5b9e\u9645\u6700\u9ad8\u8d54\u4ed8\u989d\u662f\u4fdd\u5355\u9650\u989d\u51cf\u53bb\u514d\u8d54\u989d\uff0c\u90a3\u4e48\u60a8\u5e94\u8be5\u5c06\u5b9e\u9645\u6700\u9ad8\u8d54\u4ed8\u989d\u7528\u4e8e RiskCompound( ) \u51fd\u6570\u7684\u7b2c\u56db\u4e2a\u53c2\u6570\u3002<\/p>\n\n\n\n

\u5bf9\u4e8e\u4ecedist2\u62bd\u53d6\u7684\u6bcf\u4e2a\u6837\u672c\uff0c\u5728\u8fed\u4ee3\u671f\u95f4\u7684\u591a\u4e2a\u6837\u672c\u4e2d\uff0c\u8fd4\u56de\u7684\u7ed3\u679c\u662f
MIN( limit , MAX( sample – deductible , 0 ) )<\/p>\n\n\n\n

\u7528\u6587\u5b57\u8868\u793a\uff1a
1. \u5982\u679csample\u5c0f\u4e8e\u6216\u7b49\u4e8edeductible\uff0c\u5219\u8fd4\u56de\u96f6\u3002
2.\u5982\u679csample\u5927\u4e8edeductible<\/em>\u4e14\uff08sample\u51cf\u514ddeductible<\/em>\uff09\u5c0f\u4e8e\u9650\u989d\uff0c\u5219\uff08sample \u51cfdeductible<\/em>\uff09\u9000\u56de\u3002
3.\u5982\u679c( sample -deductible )\u5927\u4e8e\u7b49\u4e8elimit\uff0c\u5219\u8fd4\u56delimit \u3002<\/p>\n\n\n\n

\u540c\u6837\uff0climit\u548cdeductible\u5e94\u7528\u4e8e\u5728\u7ed9\u5b9a\u8fed\u4ee3\u671f\u95f4\u62bd\u53d6\u7684dist2\u7684\u6bcf\u4e2a\u6837\u672c\u3002\u7136\u540e\u5c06\u6240\u6709\u51fa\u73b0\u7684\u503c\u76f8\u52a0\uff0c\u5e76\u5c06\u603b\u548c\u8bb0\u5f55\u4e3a\u8be5\u8fed\u4ee3\u7684 RiskCompound( ) \u51fd\u6570\u7684\u503c\u3002\uff08\u4e0d\u53ef\u80fd\u5728\u4e00\u6b21\u8fed\u4ee3\u4e2d\u83b7\u5f97\u5404\u4e2a\u4e8b\u4ef6\u7684\u8be6\u7ec6\u4fe1\u606f\u3002\uff09<\/p>\n\n\n\n

\u60a8\u53ef\u4ee5\u4e0b\u8f7d\u968f\u9644\u7684\u5de5\u4f5c\u7c3f\u6765\u5c1d\u8bd5 RiskCompound \u7684\u5404\u79cd\u53ef\u80fd\u6027\u3002<\/p>\n\n\n\n

CompoundExploration.xls<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

\u9002\u7528\u4e8e\uff1a @RISK ...<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[8],"tags":[],"class_list":["post-564","post","type-post","status-publish","format-standard","hentry","category-risk"],"_links":{"self":[{"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/posts\/564","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/cabit.top\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=564"}],"version-history":[{"count":2,"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/posts\/564\/revisions"}],"predecessor-version":[{"id":568,"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/posts\/564\/revisions\/568"}],"wp:attachment":[{"href":"https:\/\/cabit.top\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=564"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/cabit.top\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=564"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/cabit.top\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=564"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}