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Expected Shortfall风险度量下的最优再保险
  • ISSN号：1006-6837
  • 期刊名称：数学研究
  • 时间：2013.12.1
  • 页码：351-366
  • 相关项目：相依性与年龄性及其在可靠性和风险管理中的应用
作者： 李辰|李效虎|
同期刊论文项目
相依性与年龄性及其在可靠性和风险管理中的应用
期刊论文 30 著作 1
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期刊信息
  • 《数学研究》
  • 主管单位:厦门大学
  • 主办单位:厦门大学数学科学学院 福建省数学会
  • 主编：林群
  • 地址：厦门大学数学系
  • 邮编：361005
  • 邮箱：jmaths@xmu.edu.cn
  • 电话：0592-2580752 21828321
  • 国际标准刊号：ISSN：1006-6837
  • 国内统一刊号：ISSN：35-1177/O1
  • 邮发代号:
  • 获奖情况:
  • 国内外数据库收录:
  • 美国数学评论（网络版）,德国数学文摘
  • 被引量:1284