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	Robust importance sampling for some typical types of utility-based shortfall risk measures using exponential twisting and kernel density techniques
	Gao, Quansheng*; Zhou, Kang; Li, Junyong
刊名	Journal of Statistical Computation and Simulation
	2018
卷号	88期号:2页码:359-375
关键词	Utility-based shortfall risk measures kernel density importance sampling 68C50 68U20
ISSN号	0094-9655
DOI	10.1080/00949655.2017.1391255
URL标识	查看原文
WOS记录号	WOS:000415881300010
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5579382
专题	武汉轻工大学
作者单位	1.[Zhou, Kang 2.Li, Junyong 3.Gao, Quansheng] Wuhan Polytech Univ, Sch Math & Comp Sci, Wuhan 430023, Hubei, Peoples R China.
推荐引用方式 GB/T 7714	Gao, Quansheng*,Zhou, Kang,Li, Junyong. Robust importance sampling for some typical types of utility-based shortfall risk measures using exponential twisting and kernel density techniques[J]. Journal of Statistical Computation and Simulation,2018,88(2):359-375.
APA	Gao, Quansheng*,Zhou, Kang,&Li, Junyong.(2018).Robust importance sampling for some typical types of utility-based shortfall risk measures using exponential twisting and kernel density techniques.Journal of Statistical Computation and Simulation,88(2),359-375.
MLA	Gao, Quansheng*,et al."Robust importance sampling for some typical types of utility-based shortfall risk measures using exponential twisting and kernel density techniques".Journal of Statistical Computation and Simulation 88.2(2018):359-375.

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