随机利率下的责任准备金

本文针对按年缴费的终身寿险模型,改进传统的常值利率的准备金模型。考虑突发事件对利率的影响,利用Weiner过程和Poisson过程联合对利息力建模,求出了此时的均衡保费和准备金的表达式,并在此基础上得出了损失变量方差的表达式。     

Exploring the sources of design innovations: Insights from the computer,communications and audio equipment industries

Whereas business research has focused on the impact of design innovations on market response and financial performance, the sources of design innovations, as opposed to those of technological innovations, have largely escaped investigation. In this research, we examine the organizational, financial, and environmental drivers of design innovations and how they contrast to technological innovations. Our study utilizes a unique dataset encompassing a 10-year window of innovation output drawn from the computer, communications, and audio and video equipment manufacturing industries. Our results suggest that design innovations are driven primarily by investments in research and development and slack organizational resources. Interestingly, we find that design innovations are more prevalent in smaller but fast-growing markets as opposed to technology innovations, which are prevalent in larger markets. Contrary to expectations, we find no association between marketing investments and design innovations. Our research contributes to the extant business literature by considering the sources of design innovations separately from the sources of technology innovations. We also contribute to the literature by distinguishing design and technology patents, developing a deeper understanding of design innovation, and illuminating a lesser understood source of competitive advantage for firms.     

一种新型分数有理Bézier曲线

Based on rational Bézier curves given by Ron Goldman, a new fractional rational Bézier curve was first defined in terms of fractional Bernstein bases. Moreover, some basic properties were dicussed and a theorem connected to Poisson curves was obtained.Some examples in this paper were given by the visual results.     

Evaluation of call options

The European and American call options,for which the prices of their underlying asset follow compound Poisson process,are evaluated by a probability method.Formulas that can be used to evaluate the options are obtained,which include not only the elements of an option:the price of the call option,the exercise price and the expiration date,but also the riskless interest rate,nevertheless exclude the volatility of the underlying asset.In practice,the evaluated results obtained by these formulas can proved references of making strategic decision for an investor who buys the call option and a company who sells the call option.     

相关风险模型中生存概率的若干结果

本文进一步讨论了两类相关风险模型中破产概率的相关结果, 研究了索赔过程为特殊的广义Pois2 son 过程, 索赔额分布为指数分布时生存概率的求解问题     

非完整市场模型下的期权定价研究

本文首先讨论了非完整市场模型不满足自资方程这一事实;在此情况下,本文讨论了应用Ｅｓｓｃｈｅｒ变换方法对上的期权定价的可能性,最后本文给出了一个实例。     

外来职业农民和本地农户种植多样性差异及影响因素研究

种植多样化是传统农户应对农业风险冲击的有效策略,而外来职业农民驱动下的农业转型发展可能会与本地农户种植多样性存在差异。为分析不同类型农户种植多样性差异及影响因素,本文利用2015年在江苏省南京市通过农户问卷调查获得的393份有效样本数据,以农户种植作物种类数为指标测度种植多样性,采用Poisson（泊松）回归模型进行实证检验。结果表明：① 不同类型农户种植多样性存在显著差异,在保持其他变量不变的情况下,外来职业农民的种植多样性比本地农户少17%;② 种植面积是影响种植多样性的重要因素,种植面积每增加1hm²,种植多样性降低2.7%左右;③ 其它影响农户种植多样性的因素还包括农业生产决策者的年龄、农户地块总数和农户住地到主城区的距离：在保持其它变量不变的情况下,农业生产决策者的年龄每提高1岁,种植多样性提高0.9%左右;农户地块总数每增加1块,种植多样性提高4.6%左右;农户住地到主城区的距离每增加1km,种植多样性提高0.8%左右。     

一类用于光滑系数的轴对称静电问题的半粗化多重网格方法

提出了一种用于求解带光滑介电函数的轴对称Poisson问题的半粗化多重网格方法.利用z方向的网格半粗化和r方向的线松弛磨光技术,此方法可以克服多重网格方法用于柱坐标系时的慢收敛问题.算例表明此方法具有很高的效率,并可用于等离子体的隐式PIC模拟;通过和并行三对角求解器联用,此方法还可以改造为并行形式.     

Football matches: Decision making in betting

The aim of this paper is to approach the teaching of the Poisson distribution in a friendly and amusing way. It constitutes a common practice to adopt the main probability distributions in order to predict results of sport events and to estimate the win return of betting activities (Chalikias 2009). In particular, by using the Poisson distribution, we can calculate the probability of the final score in a football match, and then we can compare this probability with the values that various betting companies offer. Combining this information with the average of goals for both, it is possible to make a decision as to which betting company is more profitable for the betting players. The case study of the English Premier League is examined.