常利率下的一类索赔相依的风险模型探讨

讨论了常利率下一类索赔到达过程相依同时保费收入为复合Poisson过程的风险模型,先将两个相依索赔总额转化为相互独立的索赔总额,然后利用鞅方法给出相应的Lundberg不等式。     

保费随机的复合二项风险模型的破产概率

在离散时间的情况下,对保险费的收取过程和索赔过程都是复合二项过程的风险模型进行研究,证明最终破产概率的积分方程,并就指数分布的情形给出破产概率的具体计算方法,而且利用离散鞅得到Lundberg不等式。     

后向法在破产概率研究中的应用

本文利用随机过程中的后向法推导出破产概率的表达式,从而避开了调节系数的计算,并就索赔额服从指数分布的情形进行了验证。     

一类带干扰的双险种风险模型下的破产概率

在经典风险模型的基础上,本文建立了更符合实际的破产模型,假设理赔和保单的到达过程是Poisson过程,保单的保费和各险种的理赔额均为随机序列,考虑到保险公司的投资利率和通货膨胀率,并且在模型中加了随机干扰项,分析了盈利过程的性质,得出了调节系数方程及相应的破产概率的上限。     

古典风险模型的极值分布

讨论了用不破产概率函数有限表达的古典风险模型在破产前,从负余额首次返回到零点前及最后一次返回零点前三种时期内余额的极大值和极小值的联合分布公式。     

施工索赔与反索赔的博弈模型研究

本文介绍了施工索赔、反索赔和博弈论的相关概念,用博弈论思想研究了施工索赔与反索赔的决策问题。建立了工程施工索赔与反索赔博弈模型和工程施工索赔争端博弈模型。     

贷款组合中的一个破产模型

本文针对银行贷款组合中的信用风险,提出了贷款组合的盈余过程,得到了有限离散时间下的一个破产模型;并且利用该破产模型推导出单一贷款额结构和多个贷款额结构下的破产概率及其递归公式。此外,本文还探讨了破产概率与风险价值VaR的关系。     

审计风险模型的演变及其概率论证明

审计风险模型的改进,无疑是审计技术方法的一大进步,为现代风险导向审计的发展提供了基础。也对民间审计产生了深远影响。本文基于概率论的有关知识对审计风险模型的科学性进行了论证,并为审计风险各要素的量化评估的研究提供了更为广阔的思路。     

浅谈电力工程建设的风险控制与索赔管理

随着电力体制改革的不断深入,加强风险管理已成为广大电力施工企业的重要研究课题。文章介绍了火力发电工程建设过程中存在的风险等并做出了分析,并针对存在风险问题提出了降低工程风险的基本对策。     

索赔重尾条件下多风险模型的精细大偏差

探讨了索赔过程为多险种的风险模型,以及重尾随机变量分布函数f为OR类精确大偏差问题。假设一个保险公司有k种类型的险种．第i个险种的索赔过程记为｜xy,j≥1｜,i=1,…,k,在他人研究的基础上得出多险种风险模型s（k;n1,…,nk）=k∑i=1 ni∑j=1xy的精细大偏差．     

Measuring extreme risk of sustainable financial system using GJR-GARCH model trading data-based

This paper investigates the role of gold as a safe haven for stock markets and the US dollar by examining the extreme risk spillovers. The extreme risk is measured by Value at Risk (VaR), which is estimated by GJR-GARCH model based on skewed t distribution. Two test statistics of one-way and two-way Granger causality in risk are used to detect extreme risk spillovers. In general, the empirical results show that there are negative extreme risk spillovers between gold and stock markets and between gold and foreign exchange markets of US dollar, which indicate that gold can act as an effective safe haven against extreme stock and US dollar exchange rate movements. In addition, the global financial crisis can affect the safe haven role of gold.     

A retrospective study of a hybrid document-context based retrieval model

This paper describes our novel retrieval model that is based on contexts of query terms in documents (i.e., document contexts). Our model is novel because it explicitly takes into account of the document contexts instead of implicitly using the document contexts to find query expansion terms. Our model is based on simulating a user making relevance decisions, and it is a hybrid of various existing effective models and techniques. It estimates the relevance decision preference of a document context as the log-odds and uses smoothing techniques as found in language models to solve the problem of zero probabilities. It combines these estimated preferences of document contexts using different types of aggregation operators that comply with different relevance decision principles (e.g., aggregate relevance principle). Our model is evaluated using retrospective experiments (i.e., with full relevance information), because such experiments can (a) reveal the potential of our model, (b) isolate the problems of the model from those of the parameter estimation, (c) provide information about the major factors affecting the retrieval effectiveness of the model, and (d) show that whether the model obeys the probability ranking principle. Our model is promising as its mean average precision is 60–80% in our experiments using different TREC ad hoc English collections and the NTCIR-5 ad hoc Chinese collection. Our experiments showed that (a) the operators that are consistent with aggregate relevance principle were effective in combining the estimated preferences, and (b) that estimating probabilities using the contexts in the relevant documents can produce better retrieval effectiveness than using the entire relevant documents.     

Project risk management and design flexibility: Analysing a case and conditions of complementarity

We explore how risk management and design flexibility interplay in major (infrastructure) projects, using the £4.2bn Terminal 5 project to expand London's Heathrow airport. By juxtaposing these two conceptual frames, we unearth the conditions under which they can be complements for managing the tension between efficiency and effectiveness central to these projects. Building design flexibility - through modular or safeguarded integral architectures - increases adaptability to accommodate evolving requirements which is necessary to attain effectiveness. Efficiency, in turn, demands risk management to deliver the project ‘on time, within budget’. We explain variation in the interplay between the two approaches, highlighting the moderating role of the developer's relationship with the customer. Strong co-operation, particularly in a stable environment, encourages investments in design flexibility. Risk management practices prevail when co-operation breaks down. Another insight is that co-location and continuity of key project staff are themselves inadequate conditions to sustain co-operation.     

知识获取性视角下隐性知识的转化和流动

隐性知识在现代知识管理实践中被认为是最有价值的战略性资源,是决定企业技术创新能力高低的根本原因。为了研究隐性知识转移和溢出的交流机制,基于知识获取性的视角提出了一个知识转化途径的概念性模型,并在知识所有者意愿性或非意愿性交流知识的基础上,区分了知识转移和知识溢出模式,提出了个体之间、组织之间、区域之间三个层面的知识流转。     

Robust adaptive tracking with an additional plant identifier for a class of nonlinear systems

In this paper, we develop two new model reference adaptive control (MRAC) schemes for a class of nonlinear dynamic systems that is robust with respect to an uncertain state (output) dependent nonlinear perturbations and/or external disturbances with unknown bounds. The design is based on a controller parametrization with an adaptive integral action. Two types of adaptive controllers are considered—the state feedback controller with a plant parameter identifier, and the output feedback controller with a linear observer.     

上覆单相弹性层的饱和地基上刚性圆板的摇摆振动分析

采用解析的方法研究了上覆单相弹性层的饱和地基上刚性圆板的摇摆振动.首先运用积分边变换技术分别求解了单相弹性介质和饱和介质情况时的控制方程,然后按混合边值条件建立了部分饱和地基上刚性圆板振动的对偶积分方程,并把对偶积分方程化为易于数值求解的第二类Fredholm积分方程,数值算例给出动力柔度系数和摇摆振动转角幅值随无量纲频率变化的曲线,并与完全饱和介质情况进行了对比.数值结果表明,在共振频率附近,弹性层的存在可减弱其振动.     

Dynamics of a stochastic multigroup SIQR epidemic model with standard incidence rates

In this paper, we consider a stochastic multigroup SIQR epidemic model with standard incidence rates. By using the stochastic Lyapunov function method, we establish sufficient conditions for the existence of a stationary distribution of the positive solutions to the model. Then we establish sufficient conditions for extinction of the diseases. A stationary distribution means that all the individuals can be coexistent and persistent in the long term. Finally, some examples and numerical simulations are introduced to illustrate our theoretical results.     

Defining the determinants of online impulse buying through a shopping process of integrating perceived risk,expectation-confirmation model,and flow theory issues

Since much online shopping is attributed to online impulse buying, it is important to define this particular shopping process. This process has three important issues, perceived risk for virtual stores as well as e-store design and psychological state for online shopping. This is because consumers are both system users and impulse buyers when shopping on e-stores. E-store design is based on the interaction of customers with e-stores and the expectation-confirmation model supports examination of this issue with a wide familiarity in IT use. Psychological state is emotional responses to the stimulus of products in e-stores and flow theory, with task skill and task challenge as precursors, is suitable for exploring this issue. Grounding on the three issues, this study proposes a new research model with these considerations to thoroughly examine the determinants of online impulse buying. Flow state and customer satisfaction also interact with each other. Empirical research shows an important link for the three defined issues of online impulse buying.     

经手术切除甲状腺和嗅球的大鼠有可能成为一种难治性抑郁症的实验动物模型

目的：探讨建立伴有甲状腺功能低下的难治性抑郁症实验动物模型的可行性。方法：将30只雄性SD大鼠随机分成3组,每组10只：模型组、假手术组、正常对照组。模型组大鼠首先接受甲状腺切除术,7天后再次接受双侧嗅球切除术;对假手术组大鼠除了不切除甲状腺与双侧嗅球以外,其余操作均与模型组的完全相同;对正常对照组大鼠则不进行任何处理。在最终手术后的第2周,采用旷场试验、强迫游泳试验与Morris水迷宫测试各组大鼠的行为变化。结果：与正常对照组或假手术组大鼠相比较,模型组大鼠长生相对停滞、体重明显减轻,并出现焦虑样和抑郁样行为,空间学习记忆能力明显下降。模型组大鼠的这些指标与正常对照组或假手术组大鼠的差异均有统计学意义（P＜0.01）,但正常对照组与假手术组之间的差异则无统计学意义（P＞0.05）。结论：本研究全程应用两种外科手术建立的大鼠模型在原因与行为变化方面,可较好地模拟出伴有甲状腺功能低下的难治性抑郁症的临床特征,故其可能有潜力成为这类难治性抑郁症激越亚型的一种实验动物模型,也为后续开展联合药物治疗与揭示相关药理学机制的研究打下了一个平台。