食品安全“监管困局”、信号扭曲与制度安排

在既有研究提出的食品安全“监管困局”现象基础上,通过仿真建模及分析进一步解剖该困局的动态形成过程,构建食品市场中生产者、消费者和监管者构成的两期博弈模型,剖析食品安全“监管困局”的内在形成机理． 研究发现: 1) 加大监管力度形成的违规揭露信息会影响到消费者的支付预期,当违规揭露水平超过消费者心理承受时会降低消费者的支付水平,进而影响食品行业平均收益,导致生产经营者的超额违规收益迅速增大,反过来又增强了生产经营者的违规动机,是为食品安全“监管困局”的动态形成过程; 2) 食品安全“监管困局”在于监管者与企业、监管者与消费者两种信息结构使监管力度的信号被扭曲所致,即政府监管力度对消费者形成信号扭曲,消费者无法通过市场价格实现质量信号分离,从而降低支付水平而影响行业平均收益． 本文由此提出针对性的制度安排．     

The Effect of Forest Management Strategy on Carbon Storage and Revenue in Western Washington: A Probabilistic Simulation of Tradeoffs

The objectives of this study are to understand tradeoffs between forest carbon and timber values, and evaluate the impact of uncertainty in improved forest management (IFM) carbon offset projects to improve forest management decisions. The study uses probabilistic simulation of uncertainty in financial risk for three management scenarios (clearcutting in 45‐ and 65‐year rotations and no harvest) under three carbon price schemes (historic voluntary market prices, cap and trade, and carbon prices set to equal net present value (NPV) from timber‐oriented management). Uncertainty is modeled for value and amount of carbon credits and wood products, the accuracy of forest growth model forecasts, and four other variables relevant to American Carbon Registry methodology. Calculations use forest inventory data from a 1,740 ha forest in western Washington State, using the Forest Vegetation Simulator (FVS) growth model. Sensitivity analysis shows that FVS model uncertainty contributes more than 70% to overall NPV variance, followed in importance by variability in inventory sample (3–14%), and short‐term prices for timber products (8%), while variability in carbon credit price has little influence (1.1%). At regional average land‐holding costs, a no‐harvest management scenario would become revenue‐positive at a carbon credit break‐point price of $14.17/Mg carbon dioxide equivalent (CO₂e). IFM carbon projects are associated with a greater chance of both large payouts and large losses to landowners. These results inform policymakers and forest owners of the carbon credit price necessary for IFM approaches to equal or better the business‐as‐usual strategy, while highlighting the magnitude of financial risk and reward through probabilistic simulation.     

信息披露与IPO首日回报率

考虑IPO股票长期持有收益对投资者决策的影响,将单期决策的效用函数拓展为多期决策的效用函数,在理性预期模型框架下,以我国新股发行市场微观结构为背景建立理论模型,对信息披露影响IPO首日回报率的微观作用机制提供了一种理论解释。模型表明：信息披露与IPO首日回报率负相关,披露的信息即公共信息降低了二级市场定价对一级市场定价的偏离程度,从而对IPO首日回报率产生负向影响。以2009年6月至2016年11月在深圳主板上市交易的593家IPO公司为样本对模型进行了实证检验,实证结论支持理论模型结论。本文的研究不仅在研究视角、方法上丰富了IPO首日回报率的研究文献,而且可以为监管者提供相关的决策建议。     

Multi‐Exposure Pathway Model to Compare Escherichia coli O157 Risks and Interventions

The relative contributions of exposure pathways associated with cattle‐manure‐borne Escherichia coli O157:H7 on public health have yet to be fully characterized. A stochastic, quantitative microbial risk assessment (QMRA) model was developed to describe a hypothetical cattle farm in order to compare the relative importance of five routes of exposure, including aquatic recreation downstream of the farm, consumption of contaminated ground beef processed with limited interventions, consumption of leafy greens, direct animal contact, and the recreational use of a cattle pasture. To accommodate diverse environmental and hydrological pathways, existing QMRAs were integrated with novel and simplistic climate and field‐level submodels. The model indicated that direct animal contact presents the greatest risk of illness per exposure event during the high pathogen shedding period. However, when accounting for the frequency of exposure, using a high‐risk exposure‐receptor profile, consumption of ground beef was associated with the greatest risk of illness. Additionally, the model was used to evaluate the efficacy of hypothetical interventions affecting one or more exposure routes; concurrent evaluation of multiple routes allowed for the assessment of the combined effect of preharvest interventions across exposure pathways—which may have been previously underestimated—as well as the assessment of the effect of additional downstream interventions. This analysis represents a step towards a full evaluation of the risks associated with multiple exposure pathways; future incorporation of variability associated with environmental parameters and human behaviors would allow for a comprehensive assessment of the relative contribution of exposure pathways at the population level.     

弯管仿真系统零件设计模块的实现

在对管料零件成形过程分析的基础上,提出了基于空间定位的管料零件设计方法和基于OpenCASCADE的零件 实现,并应用于基于OpenCASCADE的弯管仿真系统,实现其零件设计模块功能。通过实例验证,该设计方法及实现能 很好地完成管料零件的设计。     

异型截面环件径向轧制的数值模拟研究

建立了异型截面环件轧制的有限元模型,基于Deform软件模拟分析了环件径向轧制全过程,揭示了芯辊进给速度、主辊转速对主轧制力的影响规律。[HTK]结果表明,环件径向轧制的毛坯结构应与成品结构具有相似性,计算机数值模拟对优化毛坯结构,制定工艺参数,提高轧制效率具有重要的意义。     

基于跳跃-扩散利率模型的浮动利率抵押贷款支持证券定价研究

已有文献在研究抵押贷款支持证券的定价时,所假设的利率随机过程大多是连续的,没有考虑到利率受人为或突发事件的干扰而产生跳跃不连续的情形.本文利用跳跃-扩散模型模拟利率随机过程,结合我国借款人行为特点建立提前偿还比例危险模型,运用Monte Carlo模拟方法,研究了浮动利率抵押贷款支持证券的定价,讨论了利率模型各参数的变化对定价的影响.经模拟发现:利率跳跃的频率、跳跃幅度的波动越大,证券价格越大,而利率跳跃幅度的均值越大,证券价格却越小.     

Least squares estimation of nonhomogeneous poisson processes

We formulate and evaluate weighted least squares (WLS) and ordinary least squares (OLS) procedures for estimating the parametric mean-value function of a nonhomogeneous Poisson process. We focus the development on processes having an exponential rate function, where the exponent may include a polynomial component or some trigonometric components. Unanticipated problems with the WLS procedure are explained by an analysis of the associated residuals. The OLS procedure is based on a square root transformation of the "detrended" event (arrival) times - that is, the fitted mean-value function evaluated at the observed event times; and under appropriate conditions, the corresponding residuals are proved to converge weakly to a normal distribution with mean 0 and variance 0.25. The results of a Monte Carlo study indicate the advantages of the OLS procedure with respect to estimation accuracy and computational efficiency.     

我国企业与机关事业单位职工养老待遇差距分析

 企业与机关事业单位职工的养老待遇差距是目前社会各界较为关注的问题，本文运用统计和精算方法，对两个部门的养老金待遇差距进行定量分析。同时，结合养老金制度差异的经济学分析，进一步分析差距产生的原因，探讨养老保障制度和谐发展的有效途径。     

状物与文学性

汉语的辨义基础是“形—义关系”,因而字形状物是汉语的意义生产、表述的突出特征。汉语文学能够在字形的展示中提供关于物质世界的感性生命经验,同时字形状物也造成了汉语文学超验意义和诵读意义的不足,所以,汉语文学力图把“意境”和“音韵”注入感物、咏物之中。在技术物品代码主宰人类的理解和交流的现代文化中,汉语字形状物的文学性特点对于恢复人对物质世界的感性生命经验具有独特的功效。