CSpace
(本次检索基于用户作品认领结果)

浏览/检索结果: 共5条,第1-5条 帮助

限定条件        
已选(0)清除 条数/页:   排序方式:
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:160/0  |  提交时间:2018/07/30
Choquet integral  (concave) distortion  law-invariant  risk measure  stochastic orders  
anoverviewofrepresentationtheoremsforstaticriskmeasures 期刊论文
scienceinchinaseriesamathematics, 2009, 卷号: 52, 期号: 7, 页码: 1412
作者:  SONG YongSheng;  YAN JiaAn
收藏  |  浏览/下载:150/0  |  提交时间:2020/01/10
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:138/0  |  提交时间:2018/07/30
Choquet integral  comonotonically subadditive  comonotonically convex  
therepresentationsoftwotypesoffunctionalsonlfandlfp 期刊论文
scienceinchinaseriesamathematics, 2006, 卷号: 49, 期号: 10, 页码: 1376
作者:  SONG Yongsheng;  YAN Jiaan
收藏  |  浏览/下载:139/0  |  提交时间:2020/01/10