1.
Optimal Self-retention Proportion for a Quota-Share Reinsurance under the VaR and CTE Risk Measures;
VaR、CTE风险度量下比例再保险最优自留比例
2.
Optimal Retentions for a Stop-Loss Reinsurance with Dependent Risks under the VaR and CTE Risk Measures;
VaR和CTE测度下相依风险的最优停止损失再保险
3.
F_τ-Coherent Risk Measures;
F_τ-Coherent风险度量
4.
The Risk Measures Based on Minkowski Gauge;
基于Minkowski测度的风险度量
5.
Relative Value-at-Risk: A New Kind of Coherent Risk Measure;
相对风险价值——一种新的一致风险度量
6.
The Measurement and Controlling Methods on Interest-rate Risk of Bonds;
债券利率风险度量方法及其风险防范
7.
Calulation of Crdit Risk by Credit Risk+ Model
聚合风险模型下的质押贷款风险度量
8.
The comparison between the economic rationality of risk measurement and the method
风险度量的经济学理性与风险度量方法比较
9.
Measuring Risk of Financial Markets: Based on Extreme Spectral Risk Measures
基于极值谱风险测度的金融市场风险度量
10.
Optimal Reinsurance under VaR and CTE Rules
VaR和CTE准则下的最优再保险
11.
Preventing, Evaluating and Making Dicision to the Risks of Corporate Merger & Acquisition;
企业并购风险的防范、度量和风险决策研究
12.
New Field in Financial Risk: Study on Measurement and Management of Operational Risk;
金融风险新领域:操作风险度量与管理研究
13.
Measurement of the Market Risks of Fixed Income Bonds With VAR;
用风险价值度量固定收入债券的市场风险
14.
Study of Portfolio Risk Estimation Based on Value-at-Risk Technique;
基于风险价值的投资组合风险度量研究
15.
Study on integrated measurement of incorporating liquidity risk and market risk
流动性风险与市场风险的集成度量方法研究
16.
Research on Quantity Measurement Models of Credit Risk for Mordern Bank;
现代银行信用风险量化度量模型研究
17.
VaR Risk Measurement Analysis and Research Based on High Order Statistics
基于高阶统计量的VaR风险度量和分析
18.
E-V Utility Function and it′s Application in the Shanghai Securities Market;
E-V效用函数及沪市风险态度度量