《重编三苏〈南行集〉》序

{{@ convertAbstractHtml(article.abstractinfoCn, "cn")}}   {{if article.graphicalAbstractinfoCn && article.graphicalAbstractinfoCn != ""}}{{@ article.graphicalAbstractinfoCn}}{{/if}}     

Border estimation of a two-dimensional uniform distribution if data are measured with additive error

The paper considers estimation of the boundary of an elliptical domain when the data without a measurement error are distributed uniformly on this domain but are superimposed by random errors. The problem is solved in two phases. In the first phase the domain is subdivided into thin slices and the endpoints of these slices are estimated within the framework of a corresponding one-dimensional problem. In the second phase the estimated endpoints are used to estimate the boundary using the total least-squares curve fitting procedure.     

Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data

ABSTRACT

This article suggests a chi-square test of fit for parametric families of bivariate copulas. The marginal distribution functions are assumed to be unknown and are estimated by their empirical counterparts. Therefore, the standard asymptotic theory of the test is not applicable, but we derive a rule for the determination of the appropriate degrees of freedom in the asymptotic chi-square distribution. The behavior of the test under H ₀ and for selected alternatives is investigated by Monte Carlo simulation. The test is applied to investigate the dependence structure of daily German asset returns. It turns out that the Gauss copula is inappropriate to describe the dependencies in the data. A t _ν-copula with low degrees of freedom performs better.     

A geometric time series model with a new dependent Bernoulli counting series

ABSTRACT

New generalized binomial thinning operator with dependent counting series is introduced. An integer valued time series model with geometric marginals based on this thinning operator is constructed. Main features of the process are analyzed and determined. Estimation of the parameters are presented and some asymptotic properties of the obtained estimators are discussed. Behavior of the estimators is described through the numerical results. Also, model is applied on the real data set and compared to some relevant INAR(1) models.     

Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities

The celebrated Black–Scholes model made the assumption of constant volatility but empirical studies on implied volatility and asset dynamics motivated the use of stochastic volatilities. Christoffersen in 2009 showed that multi-factor stochastic volatilities models capture the asset dynamics more realistically. Fouque in 2012 used it to price European options. In 2013, Chiarella and Ziveyi considered Christoffersen’s ideas and introduced an asset dynamics where the two volatilities of the Heston type act separately and independently on the asset price, and using Fourier transform for the asset price process and double Laplace transform for the two volatilities processes, solved a pricing problem for American options. This paper considers the Chiarella and Ziveyi model and parameterizes it so that the volatilities revert to the long-run-mean with reversion rates that mimic fast (for example daily) and slow (for example seasonal) random effects. Applying asymptotic expansion method presented by Fouque in 2012, we make an extensive and detailed derivation of the approximation prices for European options. We also present numerical studies on the behavior and accuracy of our first- and second-order asymptotic expansion formulas.     

Estimating the parameter of selected uniform population under the squared log error loss function

Let π₁, …, π_k be k (? 2) independent populations, where π_i denotes the uniform distribution over the interval (0, θ_i) and θ_i > 0 (i = 1, …, k) is an unknown scale parameter. The population associated with the largest scale parameter is called the best population. For selecting the best population, We use a selection rule based on the natural estimators of θ_i, i = 1, …, k, for the case of unequal sample sizes. Consider the problem of estimating the scale parameter θ_L of the selected uniform population when sample sizes are unequal and the loss is measured by the squared log error (SLE) loss function. We derive the uniformly minimum risk unbiased (UMRU) estimator of θ_L under the SLE loss function and two natural estimators of θ_L are also studied. For k = 2, we derive a sufficient condition for inadmissibility of an estimator of θ_L. Using these condition, we conclude that the UMRU estimator and natural estimator are inadmissible. Finally, the risk functions of various competing estimators of θ_L are compared through simulation.     

Work stressors and cardiovascular disease

Over the past 20 years, an extensive body of research evidence has documented that psychosocial work stressors are risk factors for hypertension and cardiovascular disease. These stressors, which appear to be increasing in prevalence, include job strain (the combination of psychological job demands and low job control), imbalance between job efforts and rewards, threat-avoidant vigilant work, and long work hours. This article reviews the evidence linking these stressors with hypertension and CVD, and the physiological and social psychological mechanisms underlying the associations. Also described are methods for measuring work stressors and new, more accurate techniques for measuring blood pressure. Finally, strategies for reducing work stressors and preventing hypertension and CVD are reviewed. These include clinical assessment, worksite health promotion, work organization interventions, legal approaches and work site surveillance.     

科学技术的“原罪”及其背后的人性

科学的原罪在于其特殊的活动方式和由此得到的抽象的理论。技术的原罪导致生态危机、社会危机和人自身的危机。科学技术原罪的特征是不对称。科学技术原罪的背后是人的本能———好奇与控制,以及人性的弱点。科学技术的发展在一定程度上缓解其原罪,淡化和改变人的本能,改善人性的弱点。     

死亡赔偿金制度问题研究

作为《侵权责任法》中一种重要的救济途径,死亡赔偿金制度在生命权救济和人权保障方面发挥着积极作用。目前,我国的死亡赔偿金制度面临死亡赔偿金计算方法缺失、统一死亡赔偿金标准难以适用、死亡赔偿金请求权主体和精神损害赔偿规则粗糙等问题。因此,应明确死亡赔偿金的性质,合理制定死亡赔偿金的计算标准,完善死亡赔偿金的请求权主体。