Multivariate convex risk statistics with scenario analysis-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Multivariate convex risk statistics with scenario analysis

Published:2019-04-03 Issue:22 Volume:48 Page:5585-5601
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Liu Wei¹,Wei Linxiao²,Hu Yijun³

Affiliation:

1. School of Mathematics and System Sciences, Xinjiang University, Urumqi, People’s Republic of China;

2. College of Science, Wuhan University of Technology, Wuhan, People’s Republic of China;

3. School of Mathematics and Statistics, Wuhan University, Wuhan, People’s Republic of China

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2018.1515957

Reference21 articles.

1. A note on natural risk statistics

2. Coherent Measures of Risk

3. Consistent risk measures for portfolio vectors

4. On convex principles of premium calculation

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity;Communications in Statistics - Theory and Methods;2022-02-02

2. Dynamics of abundant solutions to the generalized (3+1)-dimensional B-type Kadomtsev–Petviashvili equation;Modern Physics Letters B;2020-12-04

3. Multivariate shortfall risk statistics with scenario analysis;Communications in Statistics - Theory and Methods;2020-04-20

4. Multivariate Shortfall and Divergence Risk Statistics;Entropy;2019-10-24

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3