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.     

Parameter estimation of Lindley step stress model with independent competing risk under type 1 censoring

Abstract

In literature, Lindley distribution is considered as an alternative to exponential distribution to fit lifetime data. In the present work, a Lindley step-stress model with independent causes of failure is proposed. An algorithm to generate random samples from the proposed model under type 1 censoring scheme is developed. Point and interval estimation of the model parameters is carried out using maximum likelihood method and percentile bootstrap approach. To understand the effectiveness of the resulting estimates, numerical illustration is provided based on simulated and real-life data sets.     

中国当代“动物叙事”神话原型母题及其模式研究

中华民族对待动物的古老原始神话思维对当下文学创作具有潜在影响,在与现代思维理念相交融、碰撞之后发生现代转型,并且这种转型以一种相对固定的母题模式呈现在“动物叙事”文本表达中。原始动物神话的派生形态：动物自然神话与动物图腾神话的溯源研究,导引出动物原型母题中动物作为自然象征、动物作为人的本质性象征两大核心叙事维度,进而深入到对其神话原型母题模式与类型衍生的探讨。     

论法与法之间抵触的判断规则——在放权地方立法背景下的观察

现行法律并未明确规定法与法之间抵触的判断标准,理论和实务也大多倾向于对抵触情形进行列举式描述。为了使抵触的判断标准更具操作性,从规范角度进行精细化建构尤为必要。法与法之间的抵触微观上是法的要素之间的抵触,法的要素包括法律概念、法律规则、法律原则,通过逻辑的整合,可以将法与法的抵触分为下位法规则与上位法原则的抵触、下位法规则与上位法规则的抵触。下位法应当遵循上位法的基本原则,但法律原则不应包括主观的立法者本意。对于不同位阶法律规则之间的抵触,法律规则逻辑结构仅可以作为抵触的抽象分类标准,至于具体的判断规则,仍需依据法律规范的内容种类进行类型化分析。     

中国政府信任类型的历史嬗变与现实思考

政府信任类型是一定时代社会、经济的产物.基于信任关系的表现形态,建国以来已经经历了政府信任的依赖型、松散型和互动型三种类型的嬗变.三种类型在表现形态、结构功能和实际效应上都有明显的差异.笔者通过分析比较,重点探讨了互动型政府信任的时代合理性及其发展趋势,并有针对性地从观念、机制、主体、关系、危机应对等五个方面提出了进一步完善政府信任的对策.     

FDI 对安徽省装备制造业发展的影响分析

外商直接投资（FDI）在拓宽国内资金需求渠道的同时,具有较强的技术溢出效应,迎合了装备制造业资本和技术密集的双重特征。当前,安徽省装备制造业处在资本密集型占主导的发展阶段,对 FDI的偏好性较强。研究表明,安徽省装备制造业与FDI间具有较强的相关性,FDI能够有效促进安徽省装备制造业发展,但安徽省装备制造业对FDI的吸引力较弱,且各具体行业对 FDI依赖程度存在较大差异。据此提出相应的建议,一方面,安徽省应注重装备制造业转型升级,提升行业整体竞争力;另一方面,要优化投资环境,增强安徽省装备制造业对FDI的引致能力。     

A new look at Markov processes of G/M/1-type

We present a new method for deriving the stationary distribution of an ergodic Markov process of G/M/1-type in continuous-time, by deriving and making use of a new representation for each element of the rate matrices contained in these distributions. This method can also be modified to derive the Laplace transform of each transition function associated with Markov processes of G/M/1-type.     

Distribution of the two‐sample t‐test statistic following blinded sample size re‐estimation

We consider the blinded sample size re‐estimation based on the simple one‐sample variance estimator at an interim analysis. We characterize the exact distribution of the standard two‐sample t‐test statistic at the final analysis. We describe a simulation algorithm for the evaluation of the probability of rejecting the null hypothesis at given treatment effect. We compare the blinded sample size re‐estimation method with two unblinded methods with respect to the empirical type I error, the empirical power, and the empirical distribution of the standard deviation estimator and final sample size. We characterize the type I error inflation across the range of standardized non‐inferiority margin for non‐inferiority trials, and derive the adjusted significance level to ensure type I error control for given sample size of the internal pilot study. We show that the adjusted significance level increases as the sample size of the internal pilot study increases. Copyright © 2016 John Wiley & Sons, Ltd.     

面向高空作业采摘果实机器人设计

针对果品采摘作业的复杂性以及自动化程度低的情况,提出高空采果机器人的设计和制造。机器人采用坦克式 双履带行走驱动方式,所有的原动件安在机身上,使重心下移,保持行走稳定;手臂采用硬塑料板及铝质型材支撑多段折 叠式手臂,通过底部的3个马达绕绳实现手臂的展开与收缩;手臂顶端为1个三自由度高度灵活的夹子,可以方便地采 摘果实;夹子下方一个口袋作为收集装置。应用结果表明,文章设计的机器人具有质量轻,机身小,造价低,实用性好等 优点,能满足高空采摘作业要求。     

“海丝”战略背景下闽台海洋经济融合发展研究

党中央在新时期作出的共建21世纪海上丝绸之路的战略决策,对深化区域合作、推动全球经济发展具有重大的影响,更为闽台海洋经济融合发展提供了难得机遇。系统梳理和回顾改革开放以来闽台海洋经济合作的历程及成效,分析21世纪海上丝绸之路战略背景下闽台海洋经济融合发展的新机遇,提出闽台两地应充分发挥优势互补,坚持互利共赢原则,全面加强海洋渔业、航港造船产业、海洋科技产业和海洋观光游憩业的融合发展,共同推动闽台海洋开发合作向纵深发展。