Relationships between period and cohort life expectancy: Gaps and lags

This paper offers an empirical and analytic foundation for regarding period life expectancy as a lagged indicator of the experience of real cohorts in populations experiencing steady improvement in mortality. We find that current period life expectancy in the industrialized world applies to cohorts born some 40–50 years ago. Lags track an average age at which future years of life are being gained, in a sense that we make precise. Our findings augment Ryder's classic results on period–cohort translation.     

STAR模型的滞后阶数选择与稳健性研究

本文讨论了六种信息准则在STAR模型滞后阶数选择中的适应性及稳健性问题。Monte Carlo模拟结果显示,在多数情况下,数据生成过程中的误差项分布并不影响信息准则正确识别模型最大滞后阶数的能力;对于短STAR模型,ACC准则具有较高的正确识别率,并且对不同平滑转移系数及不同门限值具有很好的稳健性;而对于长STAR模型,SC准则及ACC准则具有更高的正确率及良好的稳健性。     

Strategic Purchases of Bundled Products in a Health Care Supply Chain Environment*

Recent articles in the Wall Street Journal summarize the state of business practice in American hospitals by shedding light on the state of supply chain management practices and foci in today's health care supply chains. In health care, the single largest cost after labor is materials, and it has been documented that health care facilities can reduce the environmental impacts of the products and services they consume before regulatory problems arise or waste disposal costs increase by focusing on their upstream activities. Health care systems around the country consume significant quantities and varieties of products within the health delivery processes. Solving these environmental problems requires a much broader view involving collaborative efforts of professionals from different areas of health care to meet these challenges. The purchasing function bridges the gaps by providing a healthy dialogue on key environmental attributes within the health care supply chain. The concept of bundling new with refurbished products is gaining a lot of attention in the health care supply chain. This research describes a health care purchasing problem for bundling new and refurbished products of the type facing a growing number of large health care providers, and then proposes a methodology for evaluating the complex tradeoffs involved in bundling decisions for refurbished health care products. By exploiting some useful properties of the problem structure, our results provide buyers with useful insights for examining and selecting suppliers who are willing to offer bundles of new and refurbished products.     

分层模型在非寿险精算学中的应用研究评述

 本文结合非寿险精算中普遍存在的具有层次性及相关性的数据结构,在分层模型的全新视角下,充分借鉴分层模型的理论研究成果,对分层模型在非寿险定价与索赔准备金评估中的应用研究的最新成果进行了系统梳理和总结,并将贝叶斯方法、随机模拟、信度理论、数据分析技术、科学计算等融合其中。在此基础上,提出了一些有待深入探索和进一步扩展的新思路。这对提升我国非寿险精算学科的统计分析体系,促进我国非寿险精算学科的发展具有重要的科学研究意义。     

Parameter Estimation for First-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter

In this article, we propose a new estimate algorithm for the parameters of a first-order Random Coefficient Autoregressive (RCA) Model. This algorithm turns out to be very reliable in estimating the true parameter values of a given model. It combines quasi-maximum likelihood method, the Kalman filter algorithm, and the Powell's method. Simulation results demonstrate that the algorithm is viable and promising.     

Ethics in Operations Research and Management Sciences: A never-ending effort to combine rigor and passion

From practice to theory, we introduce a state-of-the-art stream of papers that promotes an inclusive and complementary consideration of both analytical methods and ethical values in Operations Research and Management Sciences (OR/MS). We suggest a perspective according to which the consideration of ethics in OR/MS constitutes an enrichment of our discipline as well as a contribution to a more sustainable future in general.     

电子商务物流浅析

在现有的电子商务物流模式和物流技术分析的基础上,结合我国的国情,归纳总结了物流模式、物流技术及宏观市场存在的问题,并对其进行剖析,提出了解决方案,期待我国电子商务物流蓬勃发展。     

C2C交易模式下消费者权益的保护

基于C2C交易模式的性质、实践以及交易主体双方地位的考量,该交易关系应当被纳入到《消费者权益保护法》的调整范围。文章拟在此基础上探讨C2C交易模式下经营者认定及市场准入标准、网络交易平台运营商（以下简称第三方经营者）的义务、消费者求偿权保护等重要问题。     

空间经济计量滞后模型Bootstrap Moran检验功效的模拟分析

 当误差项不服从独立同分布时,利用Moran’s I统计量的渐近检验,无法有效判断空间经济计量滞后模型2SLS估计残差间存在空间关系与否。本文采用两种基于残差的Bootstrap方法,诊断空间经济计量滞后模型残差中的空间相关关系。大量Monte Carlo模拟结果显示,从功效角度看,无论误差项服从独立同分布与否,与渐近检验相比,Bootstrap Moran检验都具有更好的有限样本性质,能够更有效地进行空间相关性检验。尤其是,在样本量较小和空间衔接密度较高情况下,Bootstrap Moran检验的功效显著大于渐近检验。     

On Generalized Linear Model Method for Detecting Dispersion Effects in Unreplicated Factorial Designs

There are numerous approaches to screen location effects for unreplicated experiments, but only a handful to screen dispersion effects. Generalized linear models, popular in analyses of non-normal data, were recently proposed to screen both location and dispersion effects simultaneously. This paper illustrates and explains the impact of unidentified location effects on dispersion effects identification for such procedures. A remedy is proposed to recover the loss of power of the GLM method due to such impact.