CORC

在结果中检索

CORC

浏览/检索结果: 共25条，第1-10条 帮助

已选(0)清除 条数/页：   排序方式：
KALMAN-BUCY FILTERING AND MINIMUM MEAN SQUARE ESTIMATOR UNDER UNCERTAINTY 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 4, 页码: 2669-2692
作者:  Ji, Shaolin;  Kong, Chuiliu;  Sun, Chuanfeng;  Zhang, Ji-Feng
收藏  |  浏览/下载：3/0  |  提交时间：2022/04/02
Dynamic risk measures for processes via backward stochastic differential equations 期刊论文
Insurance: Mathematics and Economics, 2019
作者:  Shijie Wang;  Xunjun Shi;  Jinming Zhou;  Ronglin Ji
收藏  |  浏览/下载：11/0  |  提交时间：2019/04/24
On Coherent Risk Measures Induced by Convex Risk Measures 期刊论文
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2018, 卷号: 20, 页码: 673-698
作者:  Chen, Zhiping;  Hu, Qianhui
收藏  |  浏览/下载：2/0  |  提交时间：2019/11/26
MEAN-VARIANCE POLICY FOR DISCRETE-TIME CONE-CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM-VARIANCE SIGNED SUPERMARTINGALE MEASURE 期刊论文
MATHEMATICAL FINANCE, 2017, 卷号: 27, 期号: 2, 页码: 471-504
作者:  Cui, Xiangyu;  Li, Duan;  Li, Xun
收藏  |  浏览/下载：3/0  |  提交时间：2019/08/22
Convex risk measures based on generalized lower deviation and their applications 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2017, 卷号: 52, 页码: 27-37
作者:  Fu, Tianwen;  Zhuang, Xinkai;  Hui, Yongchang;  Liu, Jia
收藏  |  浏览/下载：2/0  |  提交时间：2019/11/26
Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application 期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2017
作者:  Zhuang, Yi
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/16
Risk-based Optimal Investment and Proportional Reinsurance of an Insurer with Hidden Regime Switching 期刊论文
Acta Mathematicae Applicatae Sinica, 2016, 卷号: 32, 期号: 3, 页码: 755-770
作者:  Xing-chun PENG;  Yi-jun HU
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/04
Time consistency and time consistent generalized convex multistage risk measures 期刊论文
IMA JOURNAL OF MANAGEMENT MATHEMATICS, 2016, 卷号: 27, 页码: 419-437
作者:  Yang, Li;  Chen, Zhi Ping;  Zhang, Feng
收藏  |  浏览/下载：2/0  |  提交时间：2019/11/26
Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2016, 卷号: 32, 期号: 3
作者:  Peng, Xing-chun;  Hu, Yi-jun
收藏  |  浏览/下载：14/0  |  提交时间：2019/12/05
MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL g-EXPECTATION 期刊论文
MATHEMATICAL FINANCE, 2016, 卷号: 26, 期号: 3, 页码: 638-673
作者:  Xu, Yuhong
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/17

©版权所有 ©2017 CSpace - Powered by CSpace