Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Chen Shengzhong"'
Publikováno v:
Dependence Modeling, Vol 6, Iss 1, Pp 183-196 (2018)
In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property,whichwas introduced in [19], seems to be most suitable to ensure nice dual representations of risk measures. Our ma
Externí odkaz:
https://doaj.org/article/e8927f45da04486fb52844763d16cd8a
In this note, we show that, on a wide range of rearrangement-invariant spaces, a law-invariant bounded linear functional is a scalar multiple of the expectation. We also construct a rearrangement-invariant space on which this property fails.
Externí odkaz:
http://arxiv.org/abs/2107.11239
In the paper we investigate automatic Fatou property of law-invariant risk measures on a rearrangement-invariant function space $\mathcal{X}$ other than $L^\infty$. The main result is the following characterization: Every real-valued, law-invariant,
Externí odkaz:
http://arxiv.org/abs/2107.08109
In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property, which was introduced in [17], seems to be most suitable to ensure nice dual representations of risk measures. Our
Externí odkaz:
http://arxiv.org/abs/1805.05259
Autor:
Li, Yuchuan, Hao, Juan, Zhou, Jingtao, He, Chang, Yu, Zhi, Chen, Shengzhong, Chen, Yuqiong, Ni, Dejiang
Publikováno v:
In LWT 15 August 2022 166
Publikováno v:
In Insurance Mathematics and Economics July 2022 105:41-53
Akademický článek
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Publikováno v:
Engineering Solutions for the Next Millennium. 1999 IEEE Canadian Conference on Electrical and Computer Engineering (Cat. No.99TH8411).
In the absence of random sea wave disturbance, roll attitude control has been used in engineering by means of a fin stabilizer. This paper proposes a method to design the ship's fin stabilizer roll attitude control system using H/sup 8/ control theor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4d5ca198f6f4265b4277f516b585e453
https://doi.org/10.1109/ccece.1999.808117
https://doi.org/10.1109/ccece.1999.808117
Publikováno v:
Engineering Solutions for the Next Millennium. 1999 IEEE Canadian Conference on Electrical and Computer Engineering (Cat. No.99TH8411).
A ship fin stabilizer's joint control system is proposed and studied. The paper studies modeling of the system by utilizing the weighing least square algorithm upon the fin stabilizer's hydrodynamics. Considering the stochastic measuring noise and pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fb04ce78aa82a775b568984a05dcf60d
https://doi.org/10.1109/ccece.1999.808122
https://doi.org/10.1109/ccece.1999.808122
Publikováno v:
Engineering Solutions for the Next Millennium 1999 IEEE Canadian Conference on Electrical & Computer Engineering (Cat No99TH8411); 1999, Issue 2, p896-896, 1p