1. Robust importance sampling for some typical types of utility-based shortfall risk measures using exponential twisting and kernel density techniques. Issue 2 (22nd January 2018) Authors: Gao, Quansheng; Zhou, Kang; Li, Junyong Journal: Journal of statistical computation and simulation Issue: Volume 88:Issue 2(2018) Page Start: 359 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗