Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process

Abstract

This paper considers an extension of the classical discrete time risk model for which the claim numbers are assumed to be temporal dependence and overdispersion. The risk model proposed is based on the first-order integer-valued autoregressive (INAR(1)) process with discrete compound Poisson distributed innovations. The explicit expression for the moment generating function of the discounted aggregate claim amount is derived. Some numerical examples are provided to illustrate the impacts of dependence and overdispersion on related quantities such as the stop-loss premium, the value at risk and the tail value at risk.     

未成年被害人转为犯罪人的原因及被害预防

我国未成年人犯罪形势严峻,已引起全社会的广泛重视。而未成年犯罪人有很大的比例是由被害人转化而来,这种转化令我们痛心,也应引起我们的高度重视。文章尝试探讨了未成年被害人向犯罪人转化的心理原因以及预防被害的措施,以期在犯罪预防上有一个不同的视点,防患与未然,减少未成年人的被害,从而减少未成年人的犯罪案件发生。     

对做好高校贫困学生工作的思考

当前高校贫困生问题日益凸显,在一定程度上影响了贫困生的生活、学习、心理健康和长远发展。切实解决高校贫困生问题,首先必须充分认识解决贫困生问题的重要意义;同时,以政府统筹,政策导向为根本,积极构建助困与扶志相结合的多渠道资助机制,动员全社会广泛参与,共同解决高校贫困生问题。     

10年来我国企业会计制度改革的回顾与评价

在我国会计发展历史过程中 ,会计制度一直被采纳和沿用 ,而直到 2 0世纪 90年代才引进西方国家的会计准则这一规范形式。经过不断改革探索 ,我国目前形成了企业会计制度和企业会计准则并存的国家统一会计核算体系的局面     

产业结构高级化与城市国际竞争力提升——兼论大连市国际名城的建设

首先提出了城市国际竞争力内涵 ,然后分析了产业结构高级化在提升城市国际竞争力过程中的关键作用 ,最后结合大连市的实际情况 ,得出产业结构高级化是增强城市国际竞争力的根本 ,并提出了相关对策     

从“复古求解放”到“中西融合”造新民兼论毛泽东早年的国民性改造思想

早年毛泽东的国民性改造思想表现出"复古求解放"的特点.1916年以后,由于主客观条件的变化,他的国民性改造思想发展到"树"资产阶级新民阶段,表现在国民性改造目标实现由"民"到"人"的时代切换国民性的批判深入到了民族文化心理层面;国民性改造方法选择趋于可操作性,凸现出"中西融合"的特点.     

试论地方政府社会管理职能的完善与强化

按照十七大报告精神,不断完善政府的社会管理职能,提高政府社会管理效能,是摆在当前各级政府面前的一项艰巨而重大的任务。目前地方政府在履行社会管理职能方面还存在着种种问题,主要表现在教育、社会保障、环境、就业等方面。对此,地方政府需要创新社会管理理念,转变社会管理模式,教育和培训社会管理人,并且改革地方政府的各项制度,从而完善与强化社会管理职能。     

A clarifying comparison of methods for controlling the false discovery rate

Traditional multiple hypothesis testing procedures fix an error rate and determine the corresponding rejection region. In 2002 Storey proposed a fixed rejection region procedure and showed numerically that it can gain more power than the fixed error rate procedure of Benjamini and Hochberg while controlling the same false discovery rate (FDR). In this paper it is proved that when the number of alternatives is small compared to the total number of hypotheses, Storey's method can be less powerful than that of Benjamini and Hochberg. Moreover, the two procedures are compared by setting them to produce the same FDR. The difference in power between Storey's procedure and that of Benjamini and Hochberg is near zero when the distance between the null and alternative distributions is large, but Benjamini and Hochberg's procedure becomes more powerful as the distance decreases. It is shown that modifying the Benjamini and Hochberg procedure to incorporate an estimate of the proportion of true null hypotheses as proposed by Black gives a procedure with superior power.     

Unifying CRM and EWOC designs for phase I cancer clinical trials

The main goal of phase I cancer clinical trials is to determine the highest dose of a new therapy associated with an acceptable level of toxicity for the use in a subsequent phase II trial. The continual reassessment method (CRM) [O’Quigley, J., Pepe, M., Fisher, L., 1990. Continual reassessment method: a practical design for phase I clinical trials in cancer. Biometrics 46, 33–48] and escalation with overdose control (EWOC) [Babb, J., Rogatko, A., Zacks, S., 1998. Cancer phase I clinical trials: efficient dose escalation with overdose control. Statist. Med. 17 (10), 1103–1120] are two model-based designs used for phase I cancer clinical trials. A few modifications of the (original) CRM and EWOC have been made by many authors. In this paper, we show how CRM and EWOC can be unified and present a hybrid design. We study the characteristics of the approach of the hybrid design. The comparisons of the three designs (CRM, EWOC, and the hybrid design) are presented by convergence rates and overdose proportions. The simulation results show that the hybrid design generally has faster convergence rates than EWOC and smaller overdose proportions than CRM, especially when the true maximum tolerated dose (MTD) is above the mid-level of the dose range considered. The performance of these three designs is also evaluated in terms of sensitivity to outliers.     

背包旅游者与梅里雪山目的地的互动研究

以徒步梅里雪山雨崩村的背包旅游者为对象,运用参与观察、深度访谈等方法,将互动划分为旅游前、旅游中和旅游后三个阶段,从"景观"和"人"两个维度探讨背包旅游者与旅游目的地的互动过程。研究发现:目的地的原生态景观是吸引背包旅游者的首要因素;背包旅游者与目的地之间的互动表现为旅游前的咨询式互动、旅游中的参与式互动和旅游后的延续性互动,三个阶段的互动具有各自不同的特点;互动形成了以雇佣关系、竞争关系为代表的商业性主客关系以及路人关系、同伴关系、朋友关系、婚姻关系等情感性主客关系;互动程度受到多种因素的制约。