中文摘要：

本文研究了随机回收率的分布，建立了回收率的双Beta分布密度模型，它具有双峰分布的特点，这与Moody公司的最新研究相吻合，弥补了现有回收率分布模型均为单峰的不足。利用基于数论网格的序贯优化算法对所建模型的参数做出了估计，借助于核密度估计的工具，进行了实证分析，结果表明双Beta模型的拟合误差很小，远小于Beta模型的误差，它是表示回收率理想的模型。最后给出了抽取双Beta分布随机数的方法。

英文摘要：

In this paper, the distribution of random recovery rate is studied, and double Beta distribution density model is established. This model has a characteristic of two peaks, which meets the new findings of Moody company, and improves the result that the present models all have only one peak. By using the sequential optimization algorithm based the NT-net to estimate parameters and the tools of kernel density estimation, the demonstration study is made. The result shows that the fitting error of double Beta model is quite little and far less than that of Beta model, so double Beta model is an ideal model to denote the distribution of recovery rate. The method is given to draw the random numbers from double Beta model at the end of the paper.