美式认购期权最佳执行时间决策

期权最佳执行时间是一个十分复杂的问题,受到许多随机因素的影响,至今还没有得到很好地解决．本文运用马尔可夫转移概率,讨论了满足齐次性条件的平稳系统中美式认购期权的最佳执行时间决策问题．研究了几种常见概率分布的最佳执行时间集．定理3－6的结论,与期权交易市场的实际情况吻合较好．主要结果可以直接应用到股票、期货交易、工程项目投资决策以及国家重大科技、经济、政治、军事战略决策之中．     

Organizational responsiveness of Russian and American growth-oriented small and medium enterprises (SMEs)

The paper discusses problem-based learning (PBL) as a mediating factor in generating a variety of learning networks in workplace contexts. It is argued that informal learning in experiential circumstances can be systematized to encourage deep learning at the individual and collective level. Given the distinct problem-solving opportunities in PBL, learners can increase their capacity to acquire new knowledge through self-inquiry, reflection and dialogue. The repositioning of learning attitudes also leads to an enlargement of communities of practice wherein double and triple-loop learning cycles intersect to create rigorous learning. An integrated model is proposed to explain the dynamics of PBL operating within the constraints of workplace contexts.     

具扩散项的带免赔额的Erlang(2)问题的破产概率

本文从具有扩散项的模型出发,最终在个体理赔额服从Erlang(2)分布情形下利用解高阶微分-差分方程和鞅的办法得到了与免赔额d有关的原、再保的相应破产概率ψ(u)以及调节系数的表达公式。所得结果不仅仅直接的推广了文献[7]的相关结论,尤其在再保险的场合下研究该模型的文献还不多见,而且在保险资金可以入市的经济背景下也是具有现实意义的。     

Why we cannot agree on the direction of health reform: an exploration of American values

Most of the articles in this series examine historical forces that have shaped American health care policy. This article will ask the reader to step back from the swirl of events that have led to a health care system that provides excellent care to many and minimal services to a substantial minority. The purpose of this article is to place often contradictory health policies within their philosophical context. Such an analysis can lead to an understanding of the reasons for the simultaneous appearance of both competitive and regulatory features in the American health care system.     

融资租赁在高校“一卡通”系统建设中的应用

校园“一卡通”系统是高校数字化校园的基础工程,蕴含着强大的管理功能。资金匮乏是制约高校“一卡通”系统建设的瓶颈之一。在“一卡通”系统项目筹建中,我国经济发达地区的高校已经引入融资租赁理财模式,对缓解高校资金短缺起到了较大的促进作用。融资租赁中会产生现金流动性风险、余值风险及利率风险等,高校必须加以重视,加强管理和防范。     

Bounded Rationality in the Economics of Organization: Present Use and (Some) Future Possibilities

The way in which bounded rationality enterscontemporary organizational economicstheorizing is examined. It is argued that,as it is being used, bounded rationalityis not necessary for producing the results of organizationaleconomics. It is at best a rhetorical device,used for the purpose of loosely explainingincomplete contracts. However, it is possibleto incorporate much richer notions of boundedrationality, founded on research in cognitivepsychology, and to illuminate the study ofeconomic organization by means of such notions. A number of examples are provided.     

The Forgotten (Practical) Side of School Safety: What Do Clery Reports Say about CPTED and Crime on College Campuses?

ABSTRACT

Following incidents of school violence, common discourse often neglects the role of practical approaches, such as CPTED, to safeguard campuses. This study utilized a content analysis of U.S. Clery Act Safety Reports from a national, randomly drawn stratified sample of n=100 American universities to determine the extent CPTED techniques were implemented. Findings suggested that 1) CPTED use is limited; 2) two CPTED techniques, access control and activity support, were most common; 3) institutions with higher crime rates tended to have implemented more CPTED measures; and 4) CPTED use appears to be related to less severe campus crimes. Implications are discussed.     

Estimation of Risk Assessment of Some Heavy Metals Intake Through Black Scabbardfish (Aphanopus carbo) Consumption in Portugal

The intake of Cd, methyl‐Hg, and Pb through consumption of black scabbardfish (BSF) (Aphanopus carbo) in Portugal as well as the associated probability of exceeding the respective provisional tolerable weekly intakes (PTWIs) was estimated. For this purpose, the contamination levels of heavy metals in this fish species were combined with constructed consumption scenarios or with a hypothesized consumption distribution. Whereas Cd and Pb posed no serious risk, the consumption of at least one portion of BSF per month as well as the hypothetical study in the Portuguese population produced nonnegligible probabilities of surpassing the PTWI for Me‐Hg. Risk assessment for Portuguese consumers revealed a higher risk regarding Me‐Hg, 1.19% and 1.81% with the plug‐in (PI) and the tail estimation (TE) estimators, respectively. On the other hand, the risk for Cd and Pb was less than 1 in 100,000. TE was more realistic and accurate for Cd and Pb. Concerning Me‐Hg, TE and PI estimators produced similar results. Furthermore, the limitations of a deterministic approach were shown.     

中科院职工住房管理信息系统开发中的几个技术问题

中科院职工住房管理信息系统(ZKZFIS)是一个典型的用来代替已经存在的人工数据处理系统的软件．本文介绍该系统开发中的几个主要的软件开发技术问题:即,明确信息需求,设计合理的数据模型,简化功能设计与编程,以及处理这些技术问题的方法．     

大平台、聚义厅及其他——四谈创建现代管理科学中国学派的若干问题

现代管理科学中国学派,是现代中国学者研究管理科学所形成的学派.它是现代中国人对管理科学研究成果之总和,具有中国特色和时代特征.现代管理科学中国学派是个大平台(大舞台)、聚义厅、大家庭,足以容纳现有各种研究中国管理的力量共同开展研究.中国模式是中国学派的实践形式,中国学派是中国模式的学术形式,它们具有鲜明的显著的中国特色.     

Experiences and early coping of bereaved spouses/partners in an intervention based on the dual process model (dpm)

This study was designed to test the effectiveness of the Dual Process Model (DPM) of coping with bereavement. The sample consisted of 298 recently widowed women (61%) and men age 50+ who participated in 14 weekly intervention sessions and also completed before (O1) and after (O2) self-administered questionnaires. While the study also includes two additional follow-up assessments (O3 and O4) that cover up to 14-16 months bereaved, this article examines only O1 and O2 assessments. Based on random assignment, 128 persons attended traditional grief groups that focused on loss-orientation (LO) in the model and 170 persons participated in groups receiving both the LO and restoration-orientation (RO) coping (learning daily life skills). As expected, participants in DPM groups showed slightly higher use of RO coping initially, but compared with LO group participants they improved at similar levels and reported similar high degrees of satisfaction with their participation (i.e., having their needs met and 98-100% indicating they were glad they participated. Even though DPM participants had six fewer LO sessions, they showed similar levels of LO improvement. Qualitative data indicate that the RO component of the DPM might be more effective if it is tailored and delivered individually.     

What makes an effective team? The role of trust (dis)confirmation in team development

Most newly formed teams manage to function in spite of the fact that their members do not know each other. Over time, teams progress into successful units; however, sometimes, they regress into a situation where morale is worse than when the team was created. We explain how such opposing group outcomes can arise by examining team members’ (dis)confirmation of expectations in line with the development of trust. We argue that the process of (dis)confirmation of expectations created based on early swift trust is crucial in defining the direction of team development (progression or regression) because it gives rise to emotions which further underpin (dis)trust. We present six sets of propositions which taken together construct a framework for understanding the role of (dis)confirmation and subsequent emotions during the process of trust updating and of team development. We provide a conceptual view of individuals’ experiences within a team and their impact on team dynamics in a way which could form the basis of future empirical testing.     

基于人力资源成本的人力资源规划“库存”模型研究

人力资源规划是人力资源管理的基础和核心.目前国内外虽然对人力资源规划有不少研究,采用了不少模型,但大多只重视人力资源供需的平衡,却忽视了人力资源规划过程中的人力资源成本问题.人力资源成本是企业成本、费用的重要组成部分,它的高低直接关系到企业的经营效益和市场竞争力.本文从人力资源成本的角度出发,建立人力资源规划"库存"模型,为企业如何在人力资源规划中有效地节约人力资源成本,同时又不影响人力资源规划目标的实现,实现最佳的人力资源配置提供参考.