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	Efficient Importance Sampling for Utility-based Shortfall Risk
	Gao, Quansheng*; Wei, Qicai; Liu, Biao
	2008
会议名称	4th International Conference on Wireless Communications, Networking and Mobile Computing
会议日期	OCT 12-17, 2008
会议地点	Dalian, PEOPLES R CHINA
关键词	efficient importance sampling utility-based shortfall risk measures credit portfolio models nonlinear generalized least squares
页码	10751-10757
会议录	2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31
URL标识	查看原文
WOS记录号	WOS:000263466104497
内容类型	会议论文
URI标识	http://www.corc.org.cn/handle/1471x/5585084
专题	武汉轻工大学
作者单位	1.[Wei, Qicai 2.Gao, Quansheng 3.Liu, Biao] Wuhan Polytech Univ, Dept Math & Phys, Wuhan, Peoples R China.
推荐引用方式 GB/T 7714	Gao, Quansheng*,Wei, Qicai,Liu, Biao. Efficient Importance Sampling for Utility-based Shortfall Risk[C]. 见:4th International Conference on Wireless Communications, Networking and Mobile Computing. Dalian, PEOPLES R CHINA. OCT 12-17, 2008.

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