中国国民财富总量、结构及其演进模式研究——基于“自上而下-自下而上”测度范式

“财富-福利等式”表明国民财富与社会福利具有理论等价关系,是评估发展可持续性的最优指示器。我国国民财富研究相对滞后,总量测度与结构分析都亟待深化。本文基于“自上而下-自下而上”范式,依据国情优化关键参数的设定,改进了我国国民财富与分类资本估算,并剖析了省际国民财富结构以识别其演进模式。研究发现:由于资源禀赋与发展阶段有别,省际国民财富结构差异显著;随着经济发展水平提升,国民财富结构先由自然资本主导转向物质资本与人力资本共同主导,进而转变为人力资本主导,最终迈入社会资本主导。各地区应结合自身禀赋与发展阶段做好“投资组合管理”,以此来提升国民财富并优化其结构从而改善经济发展的持续性。     

How to Perform an Ethical Risk Analysis (eRA)

Ethical analysis is often needed in the preparation of policy decisions on risk. A three‐step method is proposed for performing an ethical risk analysis (eRA). In the first step, the people concerned are identified and categorized in terms of the distinct but compatible roles of being risk‐exposed, a beneficiary, or a decisionmaker. In the second step, a more detailed classification of roles and role combinations is performed, and ethically problematic role combinations are identified. In the third step, further ethical deliberation takes place, with an emphasis on individual risk‐benefit weighing, distributional analysis, rights analysis, and power analysis. Ethical issues pertaining to subsidiary risk roles, such as those of experts and journalists, are also treated in this phase. An eRA should supplement, not replace, a traditional risk analysis that puts emphasis on the probabilities and severities of undesirable events but does not cover ethical issues such as agency, interpersonal relationships, and justice.     

论水平扭剪应力场对大裂缝系统的控制

本文根据地质力学和岩体结构力学原理，探讨水平扭剪应力场在大裂缝系统形成、转化和分布中的重要控制作用及其物理模型．文中认为，大裂缝系统是较大的直压型裂缝网络与扭剪型裂缝网络叠加的产物，主要分布在较强的水平扭剪应力和术平直压应力复合作用的区块；水平扭剪应力场是改造和控制大裂缝网络结构异向性的最重要因素。这为研究和勘探较大的隐伏裂缝系统，提供了新的成藏模式和理论依据。     

Classification with minimum ambiguity under distribution heterogeneity

The traditional classification is based on the assumption that distribution of indicator variable X in one class is homogeneous. However, when data in one class comes from heterogeneous distribution, the likelihood ratio of two classes is not unique. In this paper, we construct the classification via an ambiguity criterion for the case of distribution heterogeneity of X in a single class. The separated historical data in each situation are used to estimate the thresholds respectively. The final boundary is chosen as the maximum and minimum thresholds from all situations. Our approach obtains the minimum ambiguity with a high classification accuracy allowing for a precise decision. In addition, nonparametric estimation of the classification region and theoretical properties are derived. Simulation study and real data analysis are reported to demonstrate the effectiveness of our method.     

基于时间学的思想政治教育时间规律新探

随着即时网络时代的到来，思想政治教育学要实现现代转型，探究者必须紧跟时代行进的步履，发扬探赜索隐、钩深致远的精神，深入揭示和科学应用思想政治教育新规律尤其是时间规律。基于时间学，从社会背景条件、教育对象、教育者、管理者角度去考察，思想政治教育时间规律群大致包括思想政治教育一定要适合时代发展状况规律、思想政治品德形成发展的时间规律、对人们进行思想政治教育的时间规律和思想政治教育时间管理规律等四大类型的一级时间规律。其中，每一类型的一级规律包含诸多二级规律或曰子规律。自觉把握和科学应用这些规律，有助于推动思想政治教育不断从实然状态向应然状态、从必然王国向自由王国飞跃。     

家庭结构对老年人代际支持的影响研究

本文利用中国老年健康影响因素跟踪调查（CLHLS）项目2008年的数据，分析了家庭结构的变迁（表现为居住安排与子女数量两方面）对老年人所获得的来自子女的代际支持的影响。研究结论显示，是否与子女同住会影响老年人获得的经济支持、情感支持与照料支持，而子女数量对代际支持的获得有正向作用。     

隐含波动率与实际波动率的关系：中美比较

  上证50ETF期权上市至今，中国期权市场表现出很多与美国市场显著不同的特征，由此引申出关于美国的经验是否适用于中国、中国期权市场定价是否有效的争论。         基于2015年4月16日至2017年12月29日的中国上证50ETF期权数据和美国S&P500期权数据，以股指收益率与波动率的相关系数以及股指收益率的历史分布为工具，从整体特征和横截面特征两个维度，研究隐含波动率与实际波动率的理论关系；以使用期权市场数据计算得到的隐含波动率数据、波动率微笑和实际波动率数据、0Delta组合的超额收益为工具，研究隐含波动率与实际波动率的实际关系；针对上述理论关系和实际关系进行中美比较。由于理论关系研究中未使用期权数据，因此通过比较上述两个维度下的理论关系与实际关系的差异，可以对中国期权市场的绝对定价效率和相对定价效率进行探究。         研究结果表明，在整体特征上，美国期权市场中隐含波动率与实际波动率的理论关系与实际关系相符，美国期权市场在绝对定价效率维度上有效；中国市场，尤其是牛市样本中，隐含波动率与实际波动率的理论关系与实际关系不相符，中国期权市场在绝对定价效率维度上被高估。在横截面特征上，美国期权市场中隐含波动率与实际波动率的理论关系与实际关系相符，美国期权市场在相对定价效率维度上有效；中国市场，尤其是牛市样本中，隐含波动率与实际波动率的理论关系与实际关系不相符，中国期权市场在相对定价效率维度上无效，低行权价的期权被低估、高行权价的期权被高估。在上述两个特征的研究中，相应构造的0Delta组合(策略)同样支持上述结论。         通过中美两国隐含波动率与实际波动率的理论关系与实际关系的研究，发现中美两国的市场状况存在差异，在中国期权市场上的研究和交易不能简单照搬美国经验，要仔细研究和利用中国市场的当前特征。监管层也应完善中国股票和期权市场制度，降低期权交易成本，实行股票现货交易(t+0)制度，完善股票现货做空机制，以使套利机制可以正常发挥作用，改善当前上证50ETF期权市场被高估的现象，使期权的保险功能正常发挥作用。     

索赔次数的开放式混合泊松分布研究

本文建立了索赔次数的多风险类别混合泊松模型。首先，考虑索赔次数的零膨胀、厚尾性和异质性等特征，建立风险类别待定的开放式混合泊松模型，开放式结构使该模型对实际数据的多样特征和风险类别具有良好的自适应性；其次，定义混合权重参数的iSCAD惩罚函数，实现对权重参数的筛选；最后，借助EM算法求得模型参数，实现对各风险类别下索赔次数的估计。借助iSCAD惩罚函数，给出最优混合数，避免传统混合模型中主观选择的弊端，克服传统混合模型中结构复杂、参数估计没有显式表达式、估计结果不便于解释等问题。基于三组风险特征多样数据的实证分析，本文发现该模型可以显著改进现有模型的拟合效果。     

Effects of some design factors on the distribution of similarity indices in cluster analysis

This article investigates the effects of number of clusters, cluster size, and correction for chance agreement on the distribution of two similarity indices, namely, Jaccard and Rand indices. Skewness and kurtosis are calculated for the two indices and their corrected forms then compared with those of the normal distribution. Three clustering algorithms are implemented: complete linkage, Ward, and K-means. Data were randomly generated from bivariate normal distributions with specified means and variance covariance matrices. Three-way ANOVA is performed to assess the significance of the design factors using skewness and kurtosis of the indices as responses. Test statistics for testing skewness and kurtosis and observed power are calculated. Simulation results showed that independent of the clustering algorithms or the similarity indices used, the interaction effect cluster size x number of clusters and the main effects of cluster size and number of clusters were found always significant for skewness and kurtosis. The three way interaction of cluster size x correction x number of clusters was significant for skewness of Rand and Jaccard indices using all clustering algorithms, but was not significant using Ward's method for both Rand and Jaccard indices, while significant for Jaccard only using complete linkage and K-means algorithms. The correction for chance agreement was significant for skewness and kurtosis using Rand and Jaccard indices when complete linkage method is used. Hence, such design factors must be taken into consideration when studying distribution of such indices.     

Bayesian inference for the parameters of Weibull distribution under progressive Type-I interval censored data with beta-binomial removals

This article considers the problem of estimating the parameters of Weibull distribution under progressive Type-I interval censoring scheme with beta-binomial removals. Classical as well as the Bayesian procedures for the estimation of unknown model parameters have been developed. The Bayes estimators are obtained under SELF and GELF using MCMC technique. The performance of the estimators, has been discussed in terms of their MSEs. Further, expression for the expected number of total failures has been obtained. A real dataset of the survival times for patients with plasma cell myeloma is used to illustrate the suitability of the proposed methodology.