论股权分置与股票市场系统风险

本文以股票市场系统风险的基本理论为基础,对我国股权分置的现状进行了分析,论述了股权分置与股票市场系统风险之间的关系,并提出了相应的对策。     

中小企业技术创新研究

中小企业已成为推动我国社会经济发展的重要力量。但是从整体来看,技术创新能力不强严重制约了中小企业的发展,这需要运用多种措施来予以解决。首先从存在的问题着手,分析了中小企业技术创新的风险,最后根据我国中小企业所面临的实际情况给出了一些具体的有针对性的对策。     

第三方物流企业仓单质押问题探讨

针对第三方物流企业开展仓单质押业务时可能面临的诸多风险，在阐述仓单质押概念的基础上，设计仓单质押的业务流程，分析仓单质押的作用，探讨第三方物流公司开展仓单质押业务的风险，提出开展仓单质押业务的应对策略。     

A family of admissible minimax estimators of the mean of a multivariate,normal distribution

Let X has a p-dimensional normal distribution with mean vector θ and identity covariance matrix I. In a compound decision problem consisting of squared-error estimation of θ, Strawderman (1971) placed a Beta (α, 1) prior distribution on a normal class of priors to produce a family of Bayes minimax estimators. We propose an incomplete Gamma(α, β) prior distribution on the same normal class of priors to produce a larger family of Bayes minimax estimators. We present the results of a Monte Carlo study to demonstrate the reduced risk of our estimators in comparison with the Strawderman estimators when θ is away from the zero vector.     

A general guideline for management of risk from carcinogens

A simple relationship is formulated that helps to discriminate between acceptable and unacceptable individual lifetime risks (RL) to populations that are exposed to chemical carcinogens. The relationship is an empirical one and is developed using objective risk data as well as subjective risk levels that have found substantial acceptance among those concerned with carcinogenic risk assessment issues. The expression sets acceptable levels of lifetime carcinogenic risk and is a function of the total population exposed to the carcinogen. Its use in risk assessment and risk management provides guidance in distinguishing those carcinogens that should be regulated because of the health hazard they pose from those whose regulation may not be needed.     

Does a Reactor Need a Safety Backfit? Case Study on Communicating Decision and Risk Analysis Information to Managers

An approach to communicating decision and risk analysis findings to managers is illustrated in a real case context. This article consists essentially of a report prepared for senior managers of the Nuclear Regulatory Commission to help them make a reactor safety decision. It illustrates the communication of decision analysis findings relating to technical risks, costs, and benefits in support of a major risk management decision: whether or not to require a safety backfit. Its focus is on the needs of decision makers, and it introduces some novel communication devices.     

Sensitivity Analysis for Importance Assessment

We review briefly some examples that would support an extended role for quantitative sensitivity analysis in the context of model-based analysis (Section 1). We then review what features a quantitative sensitivity analysis needs to have to play such a role (Section 2). The methods that meet these requirements are described in Section 3; an example is provided in Section 4. Some pointers to further research are set out in Section 5.     

Bayesian incorporation of repeated measurements in logistic discrimination

A common problem in medical statistics is the discrimination between two groups on the basis of diagnostic information. Information on patient characteristics is used to classify individuals into one of two groups: diseased or disease-free. This classification is often with respect to a particular disease. This discrimination has two probabilistic components: (1) the discrimination is not without error, and (2) in many cases the a priori chance of disease can be estimated. Logistic models (Cox 1970; Anderson 1972) provide methods for incorporating both of these components. The a posteriori probability of disease may be estimated for a patient on the basis of both current measurement of patient characteristics and prior information. The parameters of the logistic model may be estimated on the basis of a calibration trial. In practice, not one but several sets of measurements of one characteristic of the patient may be made on a questionable case. These measurements typically are correlated; they are far from independent. How should these correlated measurements be used? This paper presents a method for incorporating several sets of measurements in the classification of a case.     

Errors in Estimates of Smoking-Related Deaths Derived from Nonsmoker Mortality

A number of recent analyses have computed present and future costs associated with a risk by estimating what would happen if the risk were absent. Two sources of bias are associated with this approach: (1) differences in confounding factors between present risk avoiders and risk takers, and (2) the difficulty of selecting an unbiased sample of risk avoiders. A staff memo from the Office of Technology Assessment used this approach to estimate mortality due to smoking. Numbers of deaths and age at death distributions of U.S. smokers and nonsmokers for all causes, all cancers, lung cancers, heart disease, and cerebrovascular lesions are used to assess the accuracy of these estimates. Large errors in the OTA estimates are found. Conditions are discussed that might help reduce errors from this approach.     

Hazardous Waste Incineration at Sea: EPA Decision Making on Risk

This paper critiques the Environmental Protection Agency's assessment of risk for hazardous waste incineration at sea. It reviews operational and transportation risks and considers alternative approaches for managing chlorinated organic hazardous wastes. It concludes that depending on the scale of the program, ocean incineration will either contribute little to the overall management of this waste stream or else it will engender significant risks, especially in the coastal environment. Furthermore, past assessments on the part of EPA have tended to understate the risks of incineration at sea while simultaneously holding out the promise of the technology as a commercial-scale management option. Finally, this paper observes that the Western European countries that pioneered incineration in the North Sea are now finding practical alternatives. It is recommended that waste reuse, on-site treatment, and techniques of waste reduction provide viable alternatives and obviate the need for incineration at sea.