Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model

ABSTRACT

In this paper we consider the tail behavior of a two-dimensional dependent renewal risk model with two dependent classes of insurance business, in which the claim sizes are governed by a common renewal counting process, and their inter-arrival times are dependent, identically distributed. For the case that the claim size distribution belongs to the intersection of long-tailed distribution class and dominant variation class, we obtain an asymptotic formula, which holds uniformly for all time in an infinite interval. Moreover, we point out that the formula still holds uniformly for all time in an infinite interval for widely dependent random variables (r.v.s) under some conditions.     

农民进城和我国早期城市化——历史的追索与思考

文章是从农民进城的角度讨论我国早期城市化,内容包括早期城市化出现的历史前提,农民进城为城市发展带来新动力,也给城市管理带来新挑战,以及进城农民在新的生活环境下的竞争和压力.上述虽不是早期城市化的全部,但亦是其中的重要内容.     

我国贫困人口的脆弱度与贫困动态

 在贫困脆弱性和贫困动态理论的逻辑归纳与阐述基础上，利用辽宁省重点贫困县调查样本数据，采用聚类分析、脆弱度分析以及敏感度分析等方法实际测度了贫困县贫困状态的分布情况和脆弱程度；从贫困动态的角度，对贫困户1997～2006年间的贫困发生频次、深度及持续时段进行了统计分析。研究发现，各个贫困县的贫困脆弱性程度存在一定的差异，且受多重致贫因素的影响呈现出一定的类型分布特征；贫困动态的分析在一定程度上支持了贫困脆弱度的结果；贫困时段分析与以往研究发现略有不同，呈现出“暂时贫困”和“长期贫困”二者“并重”的特征，而非“单一分布”的“偏态”， 真正有效率的扶贫救济制度应当准确地锁定在持续贫困的家庭上，政策相应地要具有差异性和弹性，这样才有可能快速及时的解决攻坚阶段的贫困问题。     

A segmented regime-switching model with its application to stock market indices

This paper evaluates the ability of a Markov regime-switching log-normal (RSLN) model to capture the time-varying features of stock return and volatility. The model displays a better ability to depict a fat tail distribution as compared with using a log-normal model, which means that the RSLN model can describe observed market behavior better. Our major objective is to explore the capability of the model to capture stock market behavior over time. By analyzing the behavior of calibrated regime-switching parameters over different lengths of time intervals, the change-point concept is introduced and an algorithm is proposed for identifying the change-points in the series corresponding to the times when there are changes in parameter estimates. This algorithm for identifying change-points is tested on the Standard and Poor's 500 monthly index data from 1971 to 2008, and the Nikkei 225 monthly index data from 1984 to 2008. It is evident that the change-points we identify match the big events observed in the US stock market and the Japan stock market (e.g., the October 1987 stock market crash), and that the segmentations of stock index series, which are defined as the periods between change-points, match the observed bear–bull market phases.     

关于我国人口教育概念的重新认定

本文通过对我国人口教育发展历程的回顾 ,提出重新认定人口教育教学内容问题 ,并试图通过整合课程途径来实现这一目标     

我国丝绸出口贸易的经济分析

我国丝绸出口贸易的 "显示"比较优势指数呈逐年下降的趋势,但其数值一直保持在17以上,说明我国的丝绸出口与其他出口商品相比仍具有很大的竞争优势;我国丝绸出口的相对价格弹性系数为-0.3825,属于低弹性的商品.降低丝绸出口价格,不但无益于丝绸出口量的增加,反而会引起出口创汇额的明显下降,引起丝绸"出口贫困"现象的产生.稳定我国丝绸出口价格,是我国蚕丝业和丝绸贸易稳定发展的正确选择.     

“去“从离义到往义的变化及相关的词汇问题

本文探讨了"去"从表离义到表往义的机制和过程,认为"去"在先秦时期表示的是离义,从秦汉到唐代是从离义到往义的转换时期,唐以后"去"表往义.并讨论了"去"词义的转变所引起的词汇系统的变化.     

信息系统成本与效益评估方法分析

介绍了信息系统成本与效益评估的几种方法,并且分别讨论了这些方法的优缺点,为投资方在投资信息系统项目时提供有效的参考依据.     

国际人权公约的法律监督

从有政治和道义价值的人权宣言在条件成熟时发展为有法律约束力的人权公约 ,对促进国际人权合作有积极意义。公约的法律监督以审评缔约国关于本国人权状况的报告为主 ,形成一套机制和操作程序 ,强调专家监督机构与缔约国间的对话。这与借人权之名搞政治对抗 ,是不同的。公约体制的实施是国际监督和尊重国家主权间取得某种平衡的过程     

论环境伦理构建的科学依据及基本原则

从道德的角度调整人与自然环境的关系 ,必须确定环境伦理的基本原则。环境伦理原则的构建应以生态科学揭示的人类在自然生态系统中的“公共利益”作为其现实基础和客观依据。持续生存作为环境伦理的基本原则 ,反映了对人与自然生存关系的新认识。人与自然的和谐共存、倡导代际公平、实行代内平等是持续生存原则的基本要求