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Distortion risk measures for nonnegative multivariate risks
Journal of Operational Risk ( IF 0.645 ) Pub Date : 2018-01-01 , DOI: 10.21314/jop.2018.206
Montserrat Guillen , Jose Maria Sarabia , Jaume Belles-Sampera , Faustino Prieto

The authors acknowledge the support received from the Spanish Ministry of Science/ FEDER grants ECO2016-76203-C2-1-P and ECO2016-76203-C2-2-P, and J. M. Sarabia and F. Prieto acknowledge the support received from the Santander Financial Institute (SANFI) of the Fundacion UCEIF through the University of Cantabria, funded by sponsorship from Banco Santander.

中文翻译:

非负多元风险的扭曲风险测度

作者感谢西班牙科学部/ FEDER 资助 ECO2016-76203-C2-1-P 和 ECO2016-76203-C2-2-P 的支持,以及 JM Sarabia 和 F. Prieto 承认从桑坦德金融公司获得的支持坎塔布里亚大学 UCEIF 基金会研究所 (SANFI),由桑坦德银行赞助。
更新日期:2018-01-01
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