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浏览/检索结果: 共7条，第1-7条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Correlation analysis-based error compensation recursive least-square identification method for the Hammerstein model 期刊论文 JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2018, 卷号: 88, 页码: 56-74 作者:  Li, Feng[1];  Jia, Li[2] 收藏  |  浏览/下载：9/0  |  提交时间：2019/04/22 Hammerstein model  correlation analysis  error compensation  separable signal  60E15  60G05  60H30  60H40   Optimal investment and risk control for an insurer under inside information 期刊论文 Insurance: Mathematics and Economics, 2016, 卷号: 69, 页码: 104-116 作者:  Peng, Xingchun;  Wang, Wenyuan* 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/04 97M30  91B70  60H30  Investment  Risk control  Inside information  Forward integral  Enlargement of filtration   Optimal investment, consumption and proportional reinsurance under model uncertainty 期刊论文 Insurance: Mathematics and Economics, 2014, 卷号: 59, 页码: 222-234 作者:  Peng, Xingchun*;  Chen, Fenge;  Hu, Yijun 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/04 91G80  97M30  93E20  60H30  Investment  Consumption  Reinsurance  Model uncertainty  Stochastic maximum principle  Malliavin calculus   Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff 期刊论文 Insurance: Mathematics and Economics, 2014, 卷号: 59, 页码: 78-86 作者:  Peng, Xingchun*;  Wei, Linxiao;  Hu, Yijun 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/04 97M30  91G80s  60H30  Investment  Consumption  Reinsurance  Backward stochastic differential equation  Malliavin calculus   Ergodicity for functional stochastic differential equations and applications 期刊论文 Nonlinear Analysis, Theory, Methods and Applications, 2014, 卷号: 98, 页码: 66-82 作者:  Bao, Jianhai;  Yin, George*;  Yuan, Chenggui 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/03 60H10  60H15  60H30  Functional stochastic differential equation  Ergodicity  Invariant measure  Stochastic approximation  Stochastic optimization   Exponential ergodicity for retarded stochastic differential equations 期刊论文 Applicable Analysis, 2014, 卷号: 93, 期号: 11, 页码: 2330-2349 作者:  Bao, Jianhai;  Yin, George*;  Yuan, Chenggui;  Wang, Le Yi 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/03 unform metric  exponential ergodicity  invariant measure  Skorohod metric  retarded stochastic differential equation  60H30  60J25  60H15  39B82   Long-term behavior of stochastic interest rate models with jumps and memory 期刊论文 Insurance: Mathematics and Economics, 2013, 卷号: 53, 期号: 1, 页码: 266-272 作者:  Bao, Jianhai;  Yuan, Chenggui* 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/03 60H10  60H30  Interest rate  Cox–Ingersoll–Ross model  Jump  Memory  One-factor model  Two-factor model  Long-term return