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The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck processes with Levy noise in Hilbert spaces 期刊论文
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2021, 卷号: 24, 期号: 02, 页码: 23
作者:  Majid, Narges Rezvani;  Roeckner, Michael
收藏  |  浏览/下载：133/0  |  提交时间：2021/10/26
Entrance laws  evolution system of measures  Ornstein Uhlenbeck processes  Levy processes  integral representations  
Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders 期刊论文
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：149/0  |  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
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：161/0  |  提交时间：2018/07/30
Choquet integral  (concave) distortion  law-invariant  risk measure  stochastic orders  
The representations of two types of functionals on L-infinity(Omega, F) and L-infinity (Omega, F, P) 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2006, 卷号: 49, 期号: 10, 页码: 1376-1382
作者:  Song Yongsheng;  Yan Jia'an
收藏  |  浏览/下载：139/0  |  提交时间：2018/07/30
Choquet integral  comonotonically subadditive  comonotonically convex