anoverviewofrepresentationtheoremsforstaticriskmeasures
文献类型：期刊论文
| 作者 | SONG YongSheng ; YAN JiaAn
|
| 刊名 | scienceinchinaseriesamathematics
 |
| 出版日期 | 2009 |
| 卷号 | 52期号:7页码:1412 |
| ISSN号 | 1006-9283 |
| 英文摘要 | In this paper, we give an overview of representation theorems for various static risk measures: coherent or convex risk measures, risk measures with comonotonic subadditivity or convexity, law-invariant coherent or convex risk measures, risk measures with comonotonic subadditivity or convexity and respecting stochastic orders. |
| 语种 | 英语 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/37375]  |
| 专题 | 应用数学研究所 |
| 作者单位 | 中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | SONG YongSheng,YAN JiaAn. anoverviewofrepresentationtheoremsforstaticriskmeasures[J]. scienceinchinaseriesamathematics,2009,52(7):1412. |
| APA | SONG YongSheng,&YAN JiaAn.(2009).anoverviewofrepresentationtheoremsforstaticriskmeasures.scienceinchinaseriesamathematics,52(7),1412. |
| MLA | SONG YongSheng,et al."anoverviewofrepresentationtheoremsforstaticriskmeasures".scienceinchinaseriesamathematics 52.7(2009):1412. |
入库方式： OAI收割
来源：数学与系统科学研究院
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