资产负债管理的最坏情况条件风险价值:一般损失函数的框架
Worst-case Conditional Value at Risk for asset liability management: A framework for general loss functions
European Journal of Operational Research · 2024
被引 3
ABS 4
- Alireza Ghahtarani 通讯
- Ahmed Saif
- Alireza Ghasemi
金融风险管理资产负债管理精算科学金融数学