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81.
ABSTRACTThis research focuses on exploring the economics related to the joint delivery system using trucks and drones. Transportation distances and costs are approximated as simple functions using continuum approximation (CA) methods, which can keep key issues and tradeoffs in focus. The main contribution is to develop cost models using the derived methods and gain a greater understanding of delivery activities by focusing on the tradeoffs between major components, which are valuable for decision-makers: choose economical delivery mode based on customer density, partition service region into optimal sub-regions, and obtain an optimal delivery ratio between trucks and drones. 相似文献
82.
83.
Gini coefficient is among the most popular and widely used measures of income inequality in economic studies, with various extensions and applications in finance and other related areas. This paper studies confidence intervals on the Gini coefficient for simple random samples, using normal approximation, bootstrap percentile, bootstrap-t and the empirical likelihood method. Through both theory and simulation studies it is shown that the intervals based on normal or bootstrap approximation are less satisfactory for samples of small or moderate size than the bootstrap-calibrated empirical likelihood ratio confidence intervals which perform well for all sample sizes. Results for stratified random sampling are also presented. 相似文献
84.
In this paper, we investigate Gaussian risk models which include financial elements, such as inflation and interest rates. For some general models for inflation and interest rates, we obtain an asymptotic expansion of the finite-time ruin probability for Gaussian risk models. Furthermore, we derive an approximation of the conditional ruin time by an exponential random variable as the initial capital tends to infinity. 相似文献
85.
We develop a singular stochastic control model for pricing variable annuities with the guaranteed minimum withdrawal benefit. This benefit promises to return the entire initial investment, with withdrawals spread over the term of the contract, irrespective of the market performance of the underlying asset portfolio. A contractual withdrawal rate is set and no penalty is imposed when the policyholder chooses to withdraw at or below this rate. Subject to a penalty fee, the policyholder is allowed to withdraw at a rate higher than the contractual withdrawal rate or surrender the policy instantaneously. We explore the optimal withdrawal strategy adopted by the rational policyholder that maximizes the expected discounted value of the cash flows generated from holding this variable annuity policy. An efficient finite difference algorithm using the penalty approximation approach is proposed for solving the singular stochastic control model. Optimal withdrawal policies of the holders of the variable annuities with the guaranteed minimum withdrawal benefit are explored. We also construct discrete pricing formulation that models withdrawals on discrete dates. Our numerical tests show that the solution values from the discrete model converge to those of the continuous model. 相似文献
86.
Nicole Bäuerle 《Scandinavian actuarial journal》2013,2013(5):355-371
We consider a stochastic risk reserve process whose risk exposure can be controlled dynamically by applying proportional reinsurance and by issuing CAT Bonds. The CAT Bond payments are only partly correlated with the insurers losses. The aim is to minimize the probability of ruin. Using a two-dimensional diffusion approximation we obtain a controlled diffusion problem which can be solved explicitly with the help of the HJB equation. We present some numerical results and discuss to which extend the proportional reinsurance can be replaced by issuing CAT Bonds. 相似文献
87.
利用初态程函近似一连续扭曲波方法(CDW—EIS)研究了质子与B原子的碰撞电离过程。计算了入射粒子能量分别为100keV/u,1000keV/u,10000keV/u情况下的1s、2s、2p分波电离二阶微分截面及其总的二阶微分散射截面。并利用计算结果详细讨论和分析了软碰撞(SC)、电子俘获到入射粒子连续态(ECC)和两体相遇碰撞(BE)的碰撞电离机理,并对各分波二阶微分散射截面进行了比较。 相似文献
88.
89.
This paper describes a new algorithm for the stochastic shortest path problem where path costs are a weighted sum of expected cost and cost standard deviation. We allow correlation between link costs, subject to a regularity condition excluding unbounded solutions. The chief complication in this variant is that path costs are not an additive sum of link costs. In this paper, we reformulate this problem as a conic quadratic program, and develop an outer-approximation algorithm based on this formulation. Numerical experiments show that the outer-approximation algorithm significantly outperforms standard integer programming algorithms implemented in solvers. 相似文献
90.
Portfolio Value-at-Risk with Heavy-Tailed Risk Factors 总被引:9,自引:0,他引:9
This paper develops efficient methods for computing portfolio value-at-risk (VAR) when the underlying risk factors have a heavy-tailed distribution. In modeling heavy tails, we focus on multivariate t distributions and some extensions thereof. We develop two methods for VAR calculation that exploit a quadratic approximation to the portfolio loss, such as the delta-gamma approximation. In the first method, we derive the characteristic function of the quadratic approximation and then use numerical transform inversion to approximate the portfolio loss distribution. Because the quadratic approximation may not always yield accurate VAR estimates, we also develop a low variance Monte Carlo method. This method uses the quadratic approximation to guide the selection of an effective importance sampling distribution that samples risk factors so that large losses occur more often. Variance is further reduced by combining the importance sampling with stratified sampling. Numerical results on a variety of test portfolios indicate that large variance reductions are typically obtained. Both methods developed in this paper overcome difficulties associated with VAR calculation with heavy-tailed risk factors. The Monte Carlo method also extends to the problem of estimating the conditional excess, sometimes known as the conditional VAR. 相似文献