CASISD OpenIR

浏览/检索结果: 共5条,第1-5条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
Operational Risk Aggregation across Business Lines Based on Frequency Dependence and Loss Dependence 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2014, 期号: 404208, 页码: 1-8
作者:  Li, JP;  Zhu, XQ;  Chen, JM;  Gao, LJ;  Feng, JC;  Wu, DS;  Sun, XL;  北京8712信箱
Adobe PDF(1972Kb)  |  收藏  |  浏览/下载:311/0  |  提交时间:2016/09/19
A Nonparametric Operational Risk Modeling Approach Based on Cornish-Fisher Expansion 期刊论文
DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2014, 期号: 839731, 页码: 1-8
作者:  Zhu, XQ;  Li, JP;  Chen, JM;  YangHuo, YQ;  Gao, LJ;  Feng, JC;  Wu, DS;  Xie, YJ;  北京8712信箱
Adobe PDF(2003Kb)  |  收藏  |  浏览/下载:265/0  |  提交时间:2016/09/19
Optimal carbon taxes in carbon-constrained China: A logistic-induced energy economic hybrid model 期刊论文
ENERGY, 2014, 卷号: 68, 期号: 1, 页码: 930-938
作者:  Yang, YY;  Li, JP;  Sun, XL;  Chen, JM
Adobe PDF(1309Kb)  |  收藏  |  浏览/下载:293/0  |  提交时间:2015/07/24
Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports 期刊论文
ENERGY, 2014, 期号: 68, 页码: 930-938
作者:  Yang, YY;  Li, JP;  Sun, XL;  Chen, JM;  北京8712信箱
Adobe PDF(658Kb)  |  收藏  |  浏览/下载:292/0  |  提交时间:2016/09/19
The mutual-information-based variance-covariance approach: an application to operational risk aggregation in Chinese banking 期刊论文
JOURNAL OF OPERATIONAL RISK, 2014, 卷号: 9, 期号: 3, 页码: 3-19
作者:  Li, JP;  Zhu, XQ;  Xie, YJ;  Chen, JM;  Gao, LJ;  Feng, JC;  Shi, WJ;  北京8712信箱
Adobe PDF(4344Kb)  |  收藏  |  浏览/下载:303/0  |  提交时间:2016/09/19