中国机械工程学会生产工程分会知识服务平台

期刊


ISSN2193-1402
刊名Statistics & Risk Modeling
参考译名统计学与决策
收藏年代2011～2024

关联期刊参考译名收藏年代
Statistics & Decisions统计学与决策2003～2011


全部

2011 2012 2013 2014 2015 2016
2017 2018 2019 2020 2021 2022
2023 2024

2015, vol.32, no.1 2015, vol.32, no.2 2015, vol.32, no.3/4

题名作者出版年年卷期
Analyzing model robustness via a distortion of the stochastic root: A Dirichlet prior approachJan-Frederik Mai; Steffen Schenk; Matthias Scherer20152015, vol.32, no.3/4
Exact and approximate hidden Markov chain filters based on discrete observationsNicole Bauerle; Igor Gilitschenski; Uwe Hanebeck20152015, vol.32, no.3/4
Dividend maximization in a hidden Markov switching modelMichaela Szolgyenyi20152015, vol.32, no.3/4
Nonparametric estimation of risk measures of collective risksAlexandra Lauer; Henryk Zahle20152015, vol.32, no.2
On the shortfall risk control: A refinement of the quantile hedging methodMichal Barski20152015, vol.32, no.2
Time-consistency of risk measures with GARCH volatilities and their estimationClaudia Kluppelberg; Jianing Zhang20152015, vol.32, no.2
A copula-based hierarchical hybrid loss distributionEnrico Bernardi; Silvia Romagnoli20152015, vol.32, no.1
Series expansions for convolutions of Pareto distributionsQuang Huy Nguyen; Christian Y. Robert20152015, vol.32, no.1
Quasi-Hadamard differentiability of general risk functionals and its applicationVolker Kratschmer; Alexander Schied; Henryk Zahle20152015, vol.32, no.1
Moment based estimation of supOU processes and a related stochastic volatility modelRobert Stelzer; Thomas Tosstorff; Marc Wittlinger20152015, vol.32, no.1



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