Spectral risk measures base on risk spectrum function

LV ShiChao;TIAN Kai;YANG YongYu

Journal of Beijing University of Chemical Technology ›› 2011, Vol. 38 ›› Issue (6) : 135-140.

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Journal of Beijing University of Chemical Technology ›› 2011, Vol. 38 ›› Issue (6) : 135-140.
管理与数理科学

Spectral risk measures base on risk spectrum function

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2011, 38(6): 135-140

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