《数学期望在经济金融保险等领域的应用毕业设计论文》.doc

毕 业 设 计 [论 文] 题目 数学期望在经济、金融、保险等领域的应用 系 别： 数理系 专 业： 数学与应用数学 姓 名： 王 俊 学 号： 171406152 指导教师： 韩献军 河南城建学院 2010年05月20日 摘 要 数学期望是概率论中一项重要的数字特征，在经济管理工作中有着重要的应用。风险决策中的期望值法便是处理风险决策问题常用的方法，该方法是：当风险事故发生的概率已知或可以估计时，对各种风险事故给出处理方案，先分别计算出每种方案收益(损失)的期望值，然后择其期望值最大(最小)的方案为最优决策方案。即根据每个方案的期望收益(或损失)来对方案进行比较，从中选择期望收益最大(或期望损失最小)的方案。 风险决策的目的是在多个可能的方案中选出最佳方案。本文通过讨论风险型决策的特征和期望值法的优缺点，提出了在风险决策时人们既要考虑期望值最大(或最小)原则，又要考虑风险决策的一次性所带来无法挽回的后果。从而提出了可以对期望值进行优化的方法，以期解决风险决策的可靠性问题。 通过用期望值优化方法对单级风险决策和多级风险决策进行讨论，得出结果并进行分析，最后进行优化处理！！！ 【关键字】：数学期望，期望值，风险，风险决策，优化法。 ABSTRACT Probability theory is a significant number of features in mathematical expectation which is mainly applied in economic management . The expected value method is commonly used in dealing with the problem of risk decision-making,which is ,when the probability of known or can be estimated ,according to the treatm ent options to a variety of risk accident , first of all, calculated separately for each program gains (losses) expectations, and then select the expected maximum (minimum) program for the best decision. That is to say, compare the program due to the gains (or losses) expectations,and choose the maximum expected profit (or minimize expected loss) program. The purpose of risk decision-making is to select the best option from many possible programs.after discussing the characteristics of risk-based decision-making and,advantages and disadvantages of excepected value method,this paper congcludes that,at the time of making risk decision,people should not only consider the expected maximum (or minimum) principle, but also think over theirreversible consequences made by the one-time decision-making.further more, raise the method of optimizing the expected value,in order to solve the risk of reliability problems in decision-making. Through using the expectations optimization method to discuss the single and multi-level risk decision-making risk decision-making,make a conclusion and then analyze it,put forw