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期刊


ISSN0721-2631
刊名Statistics & Decisions
参考译名统计学与决策
收藏年代2003～2011

关联期刊参考译名收藏年代
Statistics & Risk Modeling统计学与决策2011～2024


全部

2003 2004 2005 2006 2007 2008
2009 2011

2006, vol.24, no.1 2006, vol.24, no.2 2006, vol.24, no.3 2006, vol.24, no.4

题名作者出版年年卷期
Risk measurement with equivalent utility principlesMichel Denuit; Jan Dhaene; Marc Goovaerts; Rob Kaas; Roger Laeven20062006, vol.24, no.1
Dilatation monotone and comonotonic additive risk measures represented as Choquet integralsPavel G. Grigoriev; Johannes Leitner20062006, vol.24, no.1
On distortion functionalsGeorg Ch. Pflug20062006, vol.24, no.1
Convex risk measures and the dynamics of their penalty functionsHans Follmer; Irina Penner20062006, vol.24, no.1
Law invariant convex risk measures for portfolio vectorsLudger Ruschendorf20062006, vol.24, no.1
Robust utility maximization in a stochastic factor modelDaniel Hernandez-Hernandez; Alexander Schied20062006, vol.24, no.1
Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraintsGuillaume Carlier; Rose-Anne Dana20062006, vol.24, no.1
On the optimal risk allocation problemChristian Burgert; Ludger Ruschendorf20062006, vol.24, no.1
Monetary utility over coherent risk ratiosJohannes Leitner20062006, vol.24, no.1
Mean-risk optimization for index trackingYumiharu Nakano20062006, vol.24, no.1



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