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浏览/检索结果: 共5条，第1-5条 帮助 限定条件 内容类型：期刊论文    专题：武汉轻工大学    第一署名单位    第一作者单位    通讯作者单位     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 The Economic Consequences of Working While Receiving a Full Pension 期刊论文 REVISTA DE CERCETARE SI INTERVENTIE SOCIALA, 2018, 卷号: 62, 页码: 79-113 作者:  Gao, Quansheng;  Zhou, Kang;  Li, Junyong* 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/27 working while receiving a full pension  economic effects  welfare implications  OLG model   Robust importance sampling for some typical types of utility-based shortfall risk measures using exponential twisting and kernel density techniques 期刊论文 Journal of Statistical Computation and Simulation, 2018, 卷号: 88, 期号: 2, 页码: 359-375 作者:  Gao, Quansheng*;  Zhou, Kang;  Li, Junyong 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/27 Utility-based shortfall risk measures  kernel density  importance sampling  68C50  68U20   Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy 期刊论文 Economic Modelling, 2011, 卷号: 28, 期号: 1-2, 页码: 147-156 作者:  Gao, Quansheng*;  He, Ting;  Zhang, Chi 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/27 Quantile hedging  Equity-linked life insurance contracts  Stochastic interest rates  Change of measure   Dynamic mortality factor model with conditional heteroskedasticity 期刊论文 Insurance: Mathematics and Economics, 2009, 卷号: 45, 期号: 3, 页码: 410-423 作者:  Gao, Quansheng*;  Hu, Chengjun 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/27 Generalized dynamic factor model  Kalman filter  Lee-Carter model  Mortality forecasting  Multivariate generalized autoregressive conditionally heteroskedastic model   Accelerated Simulation for Coherent Risk Measure 期刊论文 2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31, 2008, 页码: 10758-10763 作者:  Gao, Quansheng* 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/27 coherent risk measure  importance sampling  ranking and selection