全文获取类型
收费全文 | 2451篇 |
免费 | 357篇 |
国内免费 | 78篇 |
专业分类
化学 | 271篇 |
晶体学 | 1篇 |
力学 | 43篇 |
综合类 | 49篇 |
数学 | 2230篇 |
物理学 | 292篇 |
出版年
2024年 | 5篇 |
2023年 | 32篇 |
2022年 | 117篇 |
2021年 | 126篇 |
2020年 | 120篇 |
2019年 | 120篇 |
2018年 | 74篇 |
2017年 | 125篇 |
2016年 | 171篇 |
2015年 | 80篇 |
2014年 | 191篇 |
2013年 | 202篇 |
2012年 | 142篇 |
2011年 | 152篇 |
2010年 | 155篇 |
2009年 | 151篇 |
2008年 | 126篇 |
2007年 | 155篇 |
2006年 | 117篇 |
2005年 | 94篇 |
2004年 | 69篇 |
2003年 | 64篇 |
2002年 | 51篇 |
2001年 | 43篇 |
2000年 | 34篇 |
1999年 | 25篇 |
1998年 | 27篇 |
1997年 | 14篇 |
1996年 | 13篇 |
1995年 | 12篇 |
1994年 | 8篇 |
1993年 | 11篇 |
1992年 | 7篇 |
1991年 | 8篇 |
1990年 | 6篇 |
1989年 | 2篇 |
1988年 | 6篇 |
1987年 | 2篇 |
1986年 | 3篇 |
1985年 | 6篇 |
1984年 | 3篇 |
1983年 | 2篇 |
1982年 | 1篇 |
1981年 | 4篇 |
1980年 | 1篇 |
1979年 | 2篇 |
1978年 | 2篇 |
1977年 | 2篇 |
1976年 | 2篇 |
1975年 | 1篇 |
排序方式: 共有2886条查询结果,搜索用时 15 毫秒
51.
In this paper, we propose two risk hedge schemes in which a life insurer (an annuity provider) can transfer mortality (longevity) risk of a portfolio of life (annuity) exposures to a financial intermediary by paying the hedging premium of a mortality-linked security. The optimal units of the mortality-linked security which maximize hedge effectiveness for a life insurer (an annuity provider) can be derived as closed-form formulas under the risk hedge schemes. Numerical illustrations show that the risk hedge schemes can significantly hedge the downside risk of loss due to mortality (longevity) risk for the life insurer (annuity provider) under some stochastic mortality models. Besides, finding an optimal weight of a portfolio of life and annuity business, the financial intermediary can reduce the sensitivity to mortality rates but the model risk; a security loading may be imposed on the hedge premium for a higher probability of gain to compensate the financial intermediary for the inevitable model risk. 相似文献
52.
Li Wei 《应用数学学报(英文版)》2012,28(1):31-38
This paper continues to study the asymptotic behavior of Gerber-Shiu expected discounted penalty functions in the renewal risk model as the initial capital becomes large. Under the assumption that the claim-size distribution is exponential, we establish an explicit asymptotic formula. Some straightforward consequences of this formula match existing results in the field. 相似文献
53.
In the study of the Sparre Andersen risk model with phase‐type (n) inter‐claim times (PH (n) risk model), the distinct roots of the Lundberg fundamental equation in the right half of the complex plane and the linear independence of the eigenvectors related to the Lundberg matrix Lδ(s) play important roles. In this paper, we study the case where the Lundberg fundamental equation has multiple roots or the corresponding eigenvectors are linearly dependent in the PH (n) risk model. We show that the multiple roots of the Lundberg fundamental equation det[Lδ(s)] = 0 can be approximated by the distinct roots of the generalized Lundberg equation introduced in this paper and that the linearly dependent eigenvectors can be approximated by the corresponding linearly independent ones as well. Using this result we derive the expressions for the Gerber–Shiu penalty function. Two special cases of the generalized Erlang(n) risk model and a Coxian(3) risk model are discussed in detail, which illustrate the applicability of main results. Finally, we consider the PH(2) risk model and conclude that the roots of the Lundberg fundamental equation in the right half of the complex plane are distinct and that the corresponding eigenvectors are linearly independent. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
54.
This paper develops theory missing in the sizable literature that uses data envelopment analysis to construct return-risk ratios for investment funds. It explores the production possibility set of the investment funds to identify an appropriate form of returns to scale. It discusses what risk and return measures can justifiably be combined and how to deal with negative risks, and identifies suitable sets of measures. It identifies the problems of failing to deal with diversification and develops an iterative approximation procedure to deal with it. It identifies relationships between diversification, coherent measures of risk and stochastic dominance. It shows how the iterative procedure makes a practical difference using monthly returns of 30 hedge funds over the same time period. It discusses possible shortcomings of the procedure and offers directions for future research. 相似文献
55.
A nonstandard probabilistic setting for modeling of the risk of catastrophic events is presented. It allows random variables to take on infinitely large negative values with non-zero probability, which correspond to catastrophic consequences unmeasurable in monetary terms, e.g. loss of human lives. Thanks to this extension, the safety-first principle is proved to be consistent with traditional axioms on a preference relation, such as monotonicity, continuity, and risk aversion. Also, a robust preference relation is introduced, and an example of a monotone robust preference relation, sensitive to catastrophic events in the sense of Chichilnisky (2002), is provided. The suggested setting is demonstrated in evaluating nuclear power plant projects when the probability of a catastrophe is itself a random variable. 相似文献
56.
《Operations Research Letters》2019,47(4):257-263
We consider optimal intervention methods under budget constraints when financial systems face economic shocks. We propose two policies formulated by mixed-integer linear programs where regulators inject cash into institutions. One is to minimize systemic losses, and the other is to minimize the number of defaulting institutions. Using publicly available data on the Korean financial system, we construct its entire network and apply stress scenarios to the system to compare the performances of intervention strategies and derive insights on their workings. 相似文献
57.
In actuarial science, collective risk models, in which the aggregate claim amount of a portfolio is defined in terms of random sums, play a crucial role. In these models, it is common to assume that the number of claims and their amounts are independent, even if this might not always be the case. We consider collective risk models with different dependence structures. Due to the importance of such risk models in an actuarial setting, we first investigate a collective risk model with dependence involving the family of multivariate mixed Erlang distributions. Other models based on mixtures involving bivariate and multivariate copulas in a more general setting are then presented. These different structures allow to link the number of claims to each claim amount, and to quantify the aggregate claim loss. Then, we use Archimedean and hierarchical Archimedean copulas in collective risk models, to model the dependence between the claim number random variable and the claim amount random variables involved in the random sum. Such dependence structures allow us to derive a computational methodology for the assessment of the aggregate claim amount. While being very flexible, this methodology is easy to implement, and can easily fit more complicated hierarchical structures. 相似文献
58.
59.
The Bayesian model are established for the VaR and related risk measurements. The relationship between VaR and other risk measurements including expect shortfall, tail condition expectation and conditional value at risk are discussed. Furthermore, the Bayesian estimates and Bayesian predictors of these risk measurement are derived. Thirdly, the consistency and asymptotic normality in the exponential risk model are proved. Finally, the numerical simulation method is used to verify the convergence rate under different sample sizes. 相似文献
60.
信息不对称风险广泛存在于保兑仓融资过程当中,本文运用Stackelberg博弈模型刻画融资系统成员关系,运用动态规划优化分析方法求解对应博弈均衡策略。总结出需求信息不对称的三种表现形式:信息造假,信息优势及信息隐匿,分析各类信息不对称情形对融资系统所造成影响,并相应提出实现信息显示功能的契约甄别机制。研究表明:零售商可从信息不对称中获取巨大信息优势,但对其他成员造成损害,其中信息隐匿对生产商损害程度更高;二部定价机制可实现信息甄别,但生产商须为之付出信息租金,造成效率损失;而合理参数设定下的二部定价加回购机制有助于进一步改进融资系统及各成员收益,甚至达到次协调状态,最终实现融资成员收益的帕累托改进。本研究对于控制供应链融资中的信息风险、改善融资效率提供了理论依据及决策参考。 相似文献