An Actuarial Approach to Fractional Geometric Asianreload Stock Option and It’s Simulation
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    Abstract:

    This paper proposes a kind of model on selection of strategic industries based on WeaverThomas model, improves the deficiency of the more definite number selection of strategic industries in the traditional algorithm according to empirical distribution and suppose distribution, by actual verification of small town industries, such improved algorithm will be more rational. This paper combines the industrial development situation of Degan town of Jiangjin district of Chongqing, select 10 evaluation indexes of strategic industries according to the principle that the strategic industries chooses, analyzes 12 industrial industries by utilizing WeaverThomas model , have chosen and evaluated the preferred result of the strategic industries. Finally, the authors put forward the analysis suggestion of developing strategic industries of Degan town.

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傅强,石泽龙.分数型几何亚式-再装股票期权的保险精算定价公式及其仿真[J].重庆大学学报社会科学版,2010,16(6):22~26

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  • Received:November 17,2009
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