感知风险对在线旅游产品购买意愿的影响分析

旅游电子商务发展迅猛,互联网购物平台的虚拟性和远程性强化了消费者感知风险,它也成为影响旅游电子商务发展的重要因素之一.文章聚焦消费者感知风险,运用SPSS 19.0及AMOS 21.0软件,构建以5个维度的感知风险为自变量、购买意愿为因变量、信任为调节变量的结构方程模型,探讨变量间相关关系.结果发现:感知风险对信任的影响差异较大,仅经济风险感知与信任呈显著负相关;感知风险对购买意愿总效应皆呈负相关;信任作为中介变量存在明显的调节作用,有效地降低了感知风险对购买意愿的负向影响.     

Semiparametric regression of clustered current status data

This paper discusses regression analysis of clustered current status data under semiparametric additive hazards models. In particular, we consider the situation when cluster sizes can be informative about correlated failure times from the same cluster. To address the problem, we present estimating equation-based estimation procedures and establish asymptotic properties of the resulting estimates. Finite sample performance of the proposed method is assessed through an extensive simulation study, which indicates the procedure works well. The method is applied to a motivating data set from a lung tumorigenicity study.     

New calibration estimator based on two auxiliary variables in stratified sampling

In recent years, calibration estimation has become an important field of research in survey sampling. This paper proposes a new calibration estimator for the population mean in the presence of two auxiliary variables in stratified sampling. The theory of new calibration estimator is given and optimum calibration weights are derived. A simulation study is carried out to performance of the proposed calibration estimator over other existing calibration estimators. The results reveal that the proposed calibration estimators are more efficient than other existing calibration estimators in stratified sampling.     

新型农村合作医疗参合农民满意度影响因素辨析及其政策优化:一个基于L市的案例分析

参合农民的满意度是评价新农合基金绩效的重要指标。对L市2015年592位参合农民的样本数据进行分析，发现就医过程对参合农民满意度影响最为显著，其中，农民满意度与新农合定点医疗机构的医疗水平和综合费用有很强的相关度；新农合基金管理水平对参合农民满意度有较为显著的影响，制度设计对参合农民满意度影响最小。因此，为优化新农合基金政策绩效、提升参合农民满意度水平，应构建高质量医疗服务供给机制、强化农民主动参与机制、推进新农合政府管理机构能力建设以及对新农合基金绩效开展持续评价。     

Optimal asset allocation for participating contracts with mortality risk under minimum guarantee

Abstract

We investigate an optimal investment problem of participating insurance contracts with mortality risk under minimum guarantee. The insurer aims to maximize the expected utility of the terminal payoff. Due to its piecewise payoff structure, this optimization problem is a non-concave utility maximization problem. We adopt a concavification technique and a Lagrange dual method to solve the problem and derive the representations of the optimal wealth process and trading strategies. We also carry out some numerical analysis to show how the portfolio insurance constraint impacts the optimal terminal wealth.     

多拉格朗日乘子情形下影子价格的判别和计算

非线性优化模型中经常出现多重Lagrange乘子现象，导致决策者错误地计算资源的影子价格.本文针对该问题指出最小欧几里得范数的Lagrange乘子是影子价格.同时，还提出了一个无约束优化模型用以求解最小欧几里得范数 Lagrange乘子，该无约束优化模型可以通过经典的非光滑优化算法求解.最后，本文提出一个基于次梯度的算法求解影子价格，该算法是次线性收敛的，且计算时间与约束条件的个数及自变量的个数线性相关.     

金融发展与区域创新的交互影响

基于2008—2017年长三角地区41个地级市的数据，通过构建联立方程模型，考察金融发展与区域创新之间的交互影响，探讨两者的空间溢出效应与地区交互影响。研究发现：金融发展对区域创新的正向促进作用不受时间跨度影响，但区域创新对金融发展的影响存在时间跨度异质性，短期内区域创新对金融发展影响不确定，而长期内区域创新反向促进金融发展，忽略这种反向影响会显著高估金融发展对区域创新的促进作用；区域创新与金融发展均存在正向空间外溢性，临近地区金融发展促进本地区的区域创新，但临近地区区域创新对本地区的金融发展作用并不显著。金融发展与区域创新应当融合联动，互利共生，实现双赢。     

An additive–multiplicative mean model for panel count data with dependent observation and dropout processes

This paper discusses regression analysis of panel count data with dependent observation and dropout processes. For the problem, a general mean model is presented that can allow both additive and multiplicative effects of covariates on the underlying point process. In addition, the proportional rates model and the accelerated failure time model are employed to describe possible covariate effects on the observation process and the dropout or follow‐up process, respectively. For estimation of regression parameters, some estimating equation‐based procedures are developed and the asymptotic properties of the proposed estimators are established. In addition, a resampling approach is proposed for estimating a covariance matrix of the proposed estimator and a model checking procedure is also provided. Results from an extensive simulation study indicate that the proposed methodology works well for practical situations, and it is applied to a motivating set of real data.     

Lagrange multiplier unit root test in the presence of a break in the innovation variance

We show that the Lagrange multiplier (LM) unit root test exhibits size distortions when a break in the innovation variance exists but is ignored. We develop a modified LM unit root test that is based on a generalized least-squares transformation of the original series. The asymptotic null distribution of the new modified LM unit root test is derived. Finite-sample simulation evidence shows that the modified LM unit root test maintains its size and has reasonable power against the trend stationary alternative.     

Semiparametric estimation of treatment effect with density ratio model

In this study we propose a unified semiparametric approach to estimate various indices of treatment effect under the density ratio model, which connects two density functions by an exponential tilt. For each index, we construct two estimating functions based on the model and apply the generalized method of moments to improve the estimates. The estimating functions are allowed to be non smooth with respect to parameters and hence make the proposed method more flexible. We establish the asymptotic properties of the proposed estimators and illustrate the application with several simulations and two real data sets.