双重合约论————基于对外部性的新解释

外部性的新定义是：没有参与订立特定相关合约的其他人所给予上述合约订立人的影响。上述订立的特定相关合约就是内部合约。所谓影响或某种控制,都是经过一致同意达成合约实现的。上述“其他人”不参加内部合约从而不受它控制,但对内部合约订立人产生影响,必定是同内部合约订立人达成了另外的合约即外部合约。上述内外合约组合成双重合约,这是一个普遍存在的事实。在拥有完全退出权的条件下,所有合约包括内外合约,都是每个参与人通过收益成本计算而一致同意达成的,其中包括为降低决策成本而一致同意采取各种授权方式达成的合约。内外合约的联系即相互之间的影响是双向的,其中外部合约作为外部选择点,由于条件的不同,或是可以保障内部合约的达成与稳定,或是可以替代内部合约参与人使其退出并改变内部合约。但上述退出权的实现取决于退出效用是否不小于退出成本。公共选择、合作博弈、讨价还价和一般均衡等理论同样可以解释双重合约。     

Bayesian approach for optimal PV system sizing under climate change

This paper proposes a novel statistical approach for optimally sizing a stand-alone photovoltaic (PV) system under climate change. Traditionally, the irradiation profile of a typical day or year is used to size PV systems. However, facing the global warming crisis as well as the fact that no two years would have the same weather condition for a single site, this often makes the traditional way failed in the extreme weather conditions. This paper presents a method to statistically model the trend of climate change year by year and put it into the sizing formula, so that the results are optimal for the current weather condition and confidential for the future as well. Hence, the suitable sizes for the PV array and the number of batteries are obtained by pure computation. This is different from the traditional simulation-based sizing curve method. An economic optimization procedure is also presented. In addition to the capital and maintenance costs, a penalty cost is introduced when service fails. A new statistic-based reliability index, the loss of power probability, in terms of threshold-based Extreme Value Theory is presented. This index indicates the upper bound reliability for applications and provides rich information for many extreme events. A technological and economic comparison among the traditional daily energy balance method, sizing curve method and the proposed approach is conducted to demonstrate the usefulness of the new method.     

On the mean residual life of records

Suppose that a technical system is subject to shocks, e.g. peaks of voltages from a sequence of identically independent voltages having a lower limit value v>0$v>0$. We propose a new definition for the mean residual life of the records of the sequence and study its various properties.     

Risks of Mortality and Morbidity from Worldwide Terrorism: 1968–2004

Worldwide data on terrorist incidents between 1968 and 2004 gathered by the RAND Corporation and the Oklahoma City National Memorial Institute for the Prevention of Terrorism (MIPT) were assessed for patterns and trends in morbidity/mortality. Adjusted data analyzed involve a total of 19,828 events, 7,401 "adverse" events (each causing >or= 1 victim), and 86,568 "casualties" (injuries), of which 25,408 were fatal. Most terror-related adverse events, casualties, and deaths involved bombs and guns. Weapon-specific patterns and terror-related risk levels in Israel (IS) have differed markedly from those of all other regions combined (OR). IS had a fatal fraction of casualties about half that of OR, but has experienced relatively constant lifetime terror-related casualty risks on the order of 0.5%--a level 2 to 3 orders of magnitude more than those experienced in OR that increased approximately 100-fold over the same period. Individual event fatality has increased steadily, the median increasing from 14% to 50%. Lorenz curves obtained indicate substantial dispersion among victim/event rates: about half of all victims were caused by the top 2.5% (or 10%) of harm-ranked events in OR (or IS). Extreme values of victim/event rates were approximated fairly well by generalized Pareto models (typically used to fit to data on forest fires, sea levels, earthquakes, etc.). These results were in turn used to forecast maximum OR- and IS-specific victims/event rates through 2080, illustrating empirically-based methods that could be applied to improve strategies to assess, prevent, and manage terror-related risks and consequences.     

金融发展优先于金融改革——一个基于中国现状的金融效率改进分析

相对于我国金融效率改进研究的主流认识,该文论述了另一种可能的路径选择,即“金融产业发展”的路径选择。文章通过金融配置效率决定因素的原始模型分析,认为在影响金融效率实现的两个基本市场条件中,市场完全性(completeness)是制约金融效率的直接市场条件,而市场完备性(perfection)是一般性的市场条件。因此,一个经济的金融效率改进过程应遵循“市场完全性先于市场完备性”的原则。作者主张我国金融效率的帕累托改进过程应是：金融产业市场结构化→权证资产（工具）丰富化→权证市场规模扩大化。     

物流最优服务水平的确定方法研究

物流服务水平的确定受到物流成本和利润的影响,物流服务水平的提高必然导致物流成本的提高,但同时会导致收入的提高,如何在服务、成本、收益之间找到平衡点,进而确定物流最优服务水平是本文主要讨论的问题。结合物流服务水平概念,分析物流服务水平与成本及收益之间的关系,进而建立了"成本——服务——收益"关系的物流服务水平的理论模型及数理模型,最后通过算例具体来验证。     

基于多任务代理模型的管理者动态报酬契约设计

从Holmstrom提出的多任务代理模型出发,分析了企业管理者面临的纵向多任务特性,并将管理者投入划分为追求当期财务绩效和追求企业能力两个维度,以此为基础构建了基于多任务代理模型的管理者动态报酬契约。结果表明,基于多任务代理模型的管理者动态报酬契约相对于传统静态报酬契约具有明显的帕累托效率改进,有利于诱导管理者在不同维度上合理分配投入,避免短期效应的发生。最后,运用K集团公司的简单案例对其应用进行了简单分析。     

一个考虑回收契约的两级供应链库存决策模型研究

讨论了一个季节性商品销售环境下的两级供应链库存决策模型,在分析传统回收契约模型的基础上,引入了一个特殊的回收契约,讨论不同契约参数下供应链成员的最优决策.研究表明,在该契约下通过合理的契约参数设计,供应链可以实现帕累托改进.用一个算例对结论进行了说明.     

东西部煤炭企业资源整合的条件及障碍

西部企业和东部企业各有自身优势,将各自的优势整合为整体的优势,才能保证两地区的持久发展,实现两地区企业的共赢。东西部煤炭企业资源整合的关键是能导致区域利益的帕累托改进,东西部任意一个区域内的企业所得利益必须高于利益临界点,即必须是双赢或者多赢时,东西部煤炭企业的合作才可能发生。进一步分析了东西部煤炭企业资源整合在煤炭资产管理与经营现存体制、地方政策与制度,以及产权制度方面存在的障碍。     

逆向选择条件下带奖惩金的两期保险契约模型及其Pareto改进性研究

为了更有效的规避影响保险市场交易效率的逆向选择问题,本文分投保人风险类型为两种和多种情形建立了带奖惩金的两期保险契约模型,首次提出可以用奖励金和惩罚金有效甄别投保人的风险类型。该模型根据投保人第一个保险期内的索赔情况在第二个保险期对其进行奖励或惩罚,高风险类型的投保人如果选择为低风险类型投保人设计的保险契约,则其在第二阶段受到惩罚的概率要远远大于得到奖励的概率,即风险越高的投保人越害怕惩罚金,因此所建模型满足斯彭斯-莫里斯分离条件。带奖惩金的两期保险契约模型中保险公司的期望利润仍然为0,并不会给投保人带来额外的经济负担,却能够实现对传统部分保险契约简单重复两次的严格帕累托改进。最后采用一个算例说明了该模型的有效性。