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101.
Taking flood catastrophe risk in China as the research background, aiming at the characteristics of flood loss ``low frequency and high loss', Bayesian inference method is used to fit the loss distribution, and Bayesian inference is used to obtain the loss frequency distribution and loss quota distribution of flood in China.
On this basis, Monte Carlo simulation method is used to calculate the probability distribution of annual flood loss in China under different trigger conditions, and then CAPM is used to study the pricing of flood catastrophe bonds in China. It is concluded that under different trigger conditions, as the trigger value increases gradually, the corresponding trigger is triggered. Comparing the three types of bonds, it can be found that the price of bonds decreases with the decrease of principal guarantee ratio and the increase of principal loss ratio, that is, the investment risk is directly proportional to the return, which provides reference for
issuing flood catastrophe bonds in China. 相似文献
102.
本文建立Stackelberg博弈模型比较了传统制造模式与产能分享模式下设备制造商和设备用户企业的利润,发现设备用户企业总是从产能分享模式中受益,但是订单需求增量不同的企业受益大小不同;平台制定的设备租赁价格对设备制造商的利润和设备用户企业的购买决策都将产生影响,对于任意固定价格的设备,平台的制定的最优租赁价格是唯一的,并且平台的最优利润是设备价格的倒U型函数;产能分享业务的出现对设备制造商产生了损益影响,当平台采取最优的定价策略时,价格相对比较高的设备的购买需求增加,设备制造商从产能分享业务中受益,价格相对比较低的设备的购买需求降低,设备制造商在产能分享业务中利益受损。最后通过算例分析对上述结果进行了验证。 相似文献
103.
104.
E-闭环供应链(E-CLSC)管理须有科学的定价与服务决策支撑。针对集中和分散回收模式,构建电商平台主导的Stackelberg博弈模型,研究E-CLSC定价与平台服务决策。通过对产品销售价格、平台服务水平等均衡策略分析,揭示回收主体投资有效性、回收转移价格等对E-CLSC均衡策略影响。研究表明:集中回收模式优于分散回收模式;在分散回收模式下,若回收主体投资有效性相同,制造商、平台均偏好制造商回收模式;平台回收与第三方回收模式相比,产品销售价格、平台服务水平相同,前者回收渠道效率较高;平台回收模式下,单位佣金与回收转移价格负相关,产品销售价格、平台服务水平、废旧产品回收率均与回收转移价格无关;若回收主体投资有效性差异程度较大,制造商回收模式并非总是最优的,回收主体投资有效性差异显著影响产品销售价格、回收渠道效率、平台服务水平和E-CLSC各成员利润。上述结论通过数值仿真进行了验证。 相似文献
105.
研究了供应商歧视定价时网络零售商店内推介策略。首先,以供应商统一定价模型为基准,通过逆推归纳法求解不同推介策略组合下零售商和供应商的均衡利润,研究发现:仅当消费者对两家零售商认知差异较小时四种推介策略组合才能同时成立,且随着推介费用的增大两零售商均衡推介策略依次为:都不推介、仅强势零售商1推介和双向推介。其次,构建供应商歧视定价模型,发现歧视定价有利于弱势零售商2获得市场空间,随着消费者对两家零售商感知差异和推介费用的变化呈现出多样化的均衡推介策略。最后,探讨了两种定价模型下供应商的最优利润,发现受推介策略的影响歧视定价未必能够为供应商带来更多利润。 相似文献
106.
为了应对公司财务困境问题,在兼顾股东与债权人利益的基础上,采用激励相容理论,构建了基于权益再融资和策略性债务支付的公司定价模型,厘清了权益再融资、债务重组、财务困境及其伴生的再谈判之间的关系,据此提出了一种公司财务困境纾解方案。特别地,给出了策略性债务支付下进行权益再融资的可行性依据,并辅以再谈判手段及股东、债权人双方利益最大化目标,确定了最优重组边界及最优减记息票。分析结果表明:①将策略性债务支付置于财务困境之后、兼容权益再融资的综合方案,可在一定程度上避免策略性债务支付行为的投机性所导致的对公司定价的高估,产生了在一定条件下增加债务价值、放缓信用价差增长速度的效果;②权益再融资成本与信用价差之间呈现倒U型关系;③基于纳什均衡博弈的策略性债务支付减记息票不受流动性及权益再融资的影响,并可保证其处于公司的支付能力之内。 相似文献
107.
In this paper, we investigate an optimal reinsurance and investment problem for an insurer whose surplus process is approximated by a drifted Brownian motion. Proportional reinsurance is to hedge the risk of insurance. Interest rate risk and inflation risk are considered. We suppose that the instantaneous nominal interest rate follows an Ornstein–Uhlenbeck process, and the inflation index is given by a generalized Fisher equation. To make the market complete, zero-coupon bonds and Treasury Inflation Protected Securities (TIPS) are included in the market. The financial market consists of cash, zero-coupon bond, TIPS and stock. We employ the stochastic dynamic programming to derive the closed-forms of the optimal reinsurance and investment strategies as well as the optimal utility function under the constant relative risk aversion (CRRA) utility maximization. Sensitivity analysis is given to show the economic behavior of the optimal strategies and optimal utility. 相似文献
108.
We study the problem of optimal reinsurance as a means of risk management in the regulatory framework of Solvency II under Conditional Value-at-Risk and, as its natural extension, spectral risk measures. First, we show that stop-loss reinsurance is optimal under both Conditional Value-at-Risk and spectral risk measures. Spectral risk measures thus constitute a more general class of suitable regulatory risk measures than specific Conditional Value-at-Risk. At the same time, the established type of stop-loss reinsurance can be maintained as the optimal risk management strategy that minimizes regulatory capital. Second, we derive the optimal deductibles for stop-loss reinsurance. We show that under Conditional Value-at-Risk, the optimal deductible tends towards restrictive and counter-intuitive corner solutions or “plunging”, which is a serious objection against its use in regulatory risk management. By means of the broader class of spectral risk measures, we are able to overcome this shortcoming as optimal deductibles are now interior solutions. Especially, the recently discussed power spectral risk measures and the Wang risk measure are shown to avoid any plunging. They yield a one-to-one correspondence between the risk parameter and the optimal deductible and, thus, provide economically plausible risk management strategies. 相似文献
109.
110.
The notion of drawdown is central to active portfolio management. Conditional Drawdown-at-Risk (CDaR) is defined as the average of a specified percentage of the largest drawdowns over an investment horizon and includes maximum and average drawdowns as particular cases. The necessary optimality conditions for a portfolio optimization problem with CDaR yield the capital asset pricing model (CAPM) stated in both single and multiple sample-path settings. The drawdown beta in the CAPM has a simple interpretation and is evaluated for hedge fund indices from the HFRX database in the single sample-path setting. Drawdown alpha is introduced similarly to the alpha in the classical CAPM and is evaluated for the same hedge fund indices. Both drawdown beta and drawdown alpha are used to prioritize hedge fund strategies and to identify instruments for hedging against market drawdowns. 相似文献