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《Journal of Anhui Normal University(Natural Science)》 2007-01
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A Maximum Entropy Model for Risk Measurement DaR

XU Wen-li (Department of Mathematics and Physics,Shanghai University of Electric Power,Shanghai 200090,China)  
The paper proposes an improving risk measurement model from DaR and CDaR.It directly uses information from sample data for the probabilty density function of Drawdown function.Unlike the common risk measurement methods,it does not need to choose probability distribution as an experienced or prior probability.Computational results of sample data demonstrate that results of maximum entropy model is manifest.
【Fund】: 上海电力学院青年科学基金(K2003-11)
【CateGory Index】: F224
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【Co-citations】
Chinese Journal Full-text Database 10 Hits
1 WANG Dingqiao;LI Weihua;YANG Chunyan;School of Computer,Guangdong University of Technology;Research Institute of Extenics and Innovation Methods,Guangdong University of Technology;;Research on building an extension model from user requirements[J];智能系统学报;2015-06
2 Wang Rongbo;Chen Zhiqun;Zhou Jianzheng;Li Zhi;Gao Fei;Institute of Cognitive and Intelligent Computing,Hangzhou Dianzi University;Tiange Technology(Hangzhou) Limited Company;;SHORT TEXTS SEMANTIC RELEVANCE COMPUTATION METHOD BASED ON WIKIPEDIA[J];计算机应用与软件;2015-01
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4 WANG Tianhang;SHI Shumin;LONG Congjun;HUANG Heyan;LI Lin;School of Computer Science & Technology,Beijing Institute of Technology;Beijing Engineering Research Center of High Volume Language Information processing&Cloud Computing Applications;Institute of Ethnology & Anthropology Chinese Academy of Social Sciences;;Tibetan Chunking Based on Error-Driven Learning Strategy[J];中文信息学报;2014-05
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6 NUO Minghua,LIU Huidan,MA Longlong,WU Jian,DING Zhiming(Institute of Software,Chinese Academy of Sciences,Beijing 100190,China);Chinese-Tibetan Base Noun Phrase Alignment Based on Head-Phrase Extension[J];中文信息学报;2013-04
7 GULIZADA·Haisa;GULILA·Altenbek;Xinjiang Arts University;College of Information Science and Engineering, Xinjiang University;The Base of Kazakh and Kirghiz Language of National Language Resource Monitoring and Research Center Minority Languages;;Research on automatic identification of base verb phrases in Kazakh[J];计算机工程与应用;2015-02
8 WANG Zhong-hua1,LU Jiao-li2(1.Department of Mathematics of Taiyuan Normal University,Taiyuan 030012,China 2.Modern Education Technology Center of Shanxi University,Taiyyuan 030006,China);Research on Chinese Verb+Noun Based on HMSVM Model[J];电脑开发与应用;2013-05
9 WANG Zhong-hua 1,LU Jiao-li 2,FU Ji-zong 3(1.Taiyuan Normal University,Taiyuan 030012,2.Modern Education Technology Center Shanxi University,Taiyyuan 030006 China,3.North Automatic Control Technology Institute,Taiyuan 030006,China);Chinese Shallow Parsing Based on HMSVM Model[J];电脑开发与应用;2013-02
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1 CHENG Xian-fu;HAO Dan-dan;HAN Ping;FANG Li;LV Jun;College of Territorial Resources and Tourism,Anhui Normal University;Anhui Key Laboratory of Natural Disaster Process and Prevention;;FLOOD LOSS ASSESSMENT IN CHAOHU BASIN BASED ON GRID DATA[J];长江流域资源与环境;2014-10
2 CHEN Shi;GAO Chao;HUANG Yin-lan;College of Territorial Resources and Tourism,Anhui Normal University;Nanjing Institute of Geography and Limnology,CAS;College of Geography and Environment Science,Zhejiang Normal University;;Analysis of Temporal and Spatial Change Trend of Extreme Precipitation Events in Chaohu Basin[J];人民黄河;2014-05
3 HUANG Chongfu;GUO Jun;AI Fuli;WU Tong;State Key Laboratory of Earth Surface Processes and Resource Ecology ( Beijing Normal University);Key Laboratory of Environmental Change and Natural Disaster,Ministry of Education of China,Beijing Normal University;Academy of Disaster Reduction and Emergency Management,Ministry of Civil Affairs & Ministry of Education,the Peoples' Republic of China;;Basic paradigm of risk analysis in flood disaster and its application[J];自然灾害学报;2013-04
4 ZHAO Sijian1,2,HUANG Chongfu2,GUO Shujun3(1.Agricultural Information Institute of Chinese Academy of Agricultural Sciences;Key Laboratory of Digital Agricultural Early-warning Technology,MOA,Beijing 100081,China;2.Academy of Disaster Reduction and Emergency Management,Ministry of Civil Affairs & Ministry of Education,Beijing Normal University,Beijing 100875,China;3.Hebei Provincial Key Lab for Meteorology and Eco-Environment,Hebei Provincial Institute of Meteorological Science,Shijiazhuang 050021,China);Scenario-driven risk analysis of regional natural disasters[J];自然灾害学报;2012-01
5 JIA Tie-fei1,SHI Wen-yu1,ZHENG Xin-you1,ZHANG Wei-guo2,YU Li-zhong2(1.Department of Geography,Shanghai Normal University,Shanghai,200234,China;2.State Key Laboratory of Estuarine and Coastal Research,East China Normal University,Shanghai,200062,China);The Flood and Drought Disasters of the Chaohu Lake Basin in the Past 600 Years[J];地理科学;2012-01
6 LI Ning1,ZHAI Ya-xin2,WANG Wei2,WANG Yan-hui2(1.Yantai Architectural Design Co Ltd,Yantai Shandong 264008,China; 2.Institute of Earthquake Resistance and Disaster Reduction,Beijing University of Technology,Beijing 100124,China);A Comprehensive Method to Evaluate Flood Disasters based on Basyesian Stochastic Assessment Method[J];北京联合大学学报(自然科学版);2011-03
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8 SHI Yong1,XU Shi-yuan2,SHI Chun2,SUN A-li2,ZHAO Qing-liang3(1.Department of Tourism and Management,Zhengzhou University,Zhengzhou 450001,China;2.Key Laboratory of Geographic Information Science of Ministry of Education,East China Normal University,Shanghai 200062,China;3.College of Environment and Planning,Henan University,Kaifeng 475001,China);Progress in research on vulnerability of natural disasters[J];自然灾害学报;2011-02
9 PAN An-ding,LIU Hui-ping,CHEN Bi-shan,YANG Mu-zhuang,HUANG Ting-wei,LI Xu(1.Research Institute for Guangzhou Development,Guangzhou University,Guangzhou 510006,China;2.School of Geography Science, Guangzhou University,Guangzhou 510006,China);Primary study on risk evaluation of flood disater in Guangzhou City[J];自然灾害学报;2010-04
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【Secondary References】
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