The Modification and Optimization of Haezendonck Risk Measure

The Modification and Optimization of Haezendonck Risk Measure

Xun Li, Song Lixin, Wang Dehui

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PDF(220 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2008, Vol. 24 ›› Issue (5) : 513-521.

The Modification and Optimization of Haezendonck Risk Measure

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2008, 24(5): 513-521

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