中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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CAS IR Grid
机构
数学与系统科学研究院 [4]
地理科学与资源研究所 [1]
武汉岩土力学研究所 [1]
采集方式
OAI收割 [6]
内容类型
期刊论文 [5]
SCI/SSCI论文 [1]
发表日期
2020 [1]
2015 [1]
2009 [3]
2003 [1]
学科主题
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Unascertained Measure-Set Pair Analysis Model of Collapse Risk Evaluation in Mountain Tunnels and Its Engineering Application
期刊论文
OAI收割
KSCE JOURNAL OF CIVIL ENGINEERING, 2020, 页码: 17
作者:
Chen, Wu
;
Zhang, Guohua
;
Jiao, Yuyong
;
Wang, Hao
  |  
收藏
  |  
浏览/下载:36/0
  |  
提交时间:2021/05/25
Mountain tunnel
Risk evaluation
Rough set
Unascertained measure theory
Set pair analysis
Connection degree
Model-based pricing for financial derivatives
期刊论文
OAI收割
JOURNAL OF ECONOMETRICS, 2015, 卷号: 187, 期号: 2, 页码: 447-457
作者:
Zhu, Ke
;
Ling, Shiqing
  |  
收藏
  |  
浏览/下载:29/0
  |  
提交时间:2018/07/30
NGARCH
EGARCH and GJR models
Non-normal innovation
Option valuation
Risk neutralized measure
Volatility skew
Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
期刊论文
OAI收割
INSURANCE MATHEMATICS & ECONOMICS, 2009, 卷号: 45, 期号: 3, 页码: 459-465
作者:
Song, Yongsheng
;
Yan, Jia-An
  |  
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2018/07/30
Choquet integral
(Concave) distortion
Risk measure
Stochastic orders
Coherent
An overview of representation theorems for static risk measures
期刊论文
OAI收割
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2009, 卷号: 52, 期号: 7, 页码: 1412-1422
作者:
Song YongSheng
;
Yan JiaAn
  |  
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2018/07/30
Choquet integral
(concave) distortion
law-invariant
risk measure
stochastic orders
Risk-adjusted approaches for planning sustainable agricultural development
SCI/SSCI论文
OAI收割
2009
Fischer G.
;
Ermolieva T.
;
Ermoliev Y.
;
Sun L. X.
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2012/06/08
Agricultural production
Risks
Safety constraints
CVaR risk measure
Downscaling
Robust decisions
A minimax rule for portfolio selection in frictional markets
期刊论文
OAI收割
MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2003, 卷号: 57, 期号: 1, 页码: 141-155
作者:
Wang, SY
;
Yamamoto, Y
;
Yu, M
  |  
收藏
  |  
浏览/下载:21/0
  |  
提交时间:2018/07/30
portfolio selection
optimization
minimax risk measure