Generalized method of moments for an extended gamma process

In reliability theory, a widely used process to model the phenomena of the cumulative deterioration of a system over time is the standard gamma process (SGP). Based on several restrictions, such as a constant variance-to-mean ratio, this process is not always a suitable choice to describe the deterioration. A way to overcome these restrictions is to use an extended version of the gamma process introduced by Cinlar (1980), which is characterized by shape and scale functions. In this article, the aim is to propose statistical methods to estimate the unknown parameters of parametric forms of the shape and scale functions. We here develop two generalized methods of moments (Hansen 1982 Hansen, L. P. 1982. Large sample properties of generalized method of moments estimators. Econometrica 50 (4):1029–54.[Crossref], [Web of Science ®] , [Google Scholar]), based either on the moments or on the Laplace transform of an extended gamma process. Asymptotic properties are provided and a Wald-type test is derived, which allows to test SGPs against extended ones with a specific parametric shape function. Also, the performance of the proposed estimation methods is illustrated on simulated and real data.     

地震死亡人数预测与巨灾保险基金测算

巨灾保险制度在很大程度上依赖于巨灾损失的建模分析。由于巨灾损失通常存在极端值,一般的统计分布很难对其进行有效拟合。本文以我国大陆地区1950-2015年期间的地震灾害为研究样本,基于二维泊松过程建立了地震灾害死亡人数的预测模型。根据地震死亡人数的分布特征,将地震灾害分为非巨灾事件和巨灾事件,分别用右截断的负二项分布和右截断的广义帕累托分布拟合死亡人数;用齐次泊松过程描述地震灾害在给定期间的发生次数;用Panjer迭代法和快速傅里叶变换计算地震死亡人数在特定时期的分布以及风险度量值;用蒙特卡罗模拟法测算我国地震死亡保险基金的规模和纯保费水平。与传统的巨灾模型相比,本文提出的方法同时考虑了地震灾害发生的时间和地震死亡人数两个维度,并用贝叶斯方法估计模型参数,对地震死亡人数的拟合更加合理,为完善我国地震死亡保险提供了一种新的思路。     

少数民族地区非物质文化遗产保护与传承研究——基于铜仁市马岩村和云舍村舀纸工艺的调查与思考

近年来,我国掀起了文化建设与发展的大潮,保护非物质文化遗产资源作为文化建设的重要组成部分,得到了各级职能部门和学术界的广泛关注。舀纸工艺作为一项传统的非物质文化遗产项目,如何契合文化发展与改革的总体趋势和基本要求,把握主线,突出特色,加强其有效保护与活态传承,是一个迫切而持续的过程。     

On being moved

In this paper, drawing on Henri Bergson's writing knowledge is seen as a virtual asset, i.e. , a resource that transgresses the distinction between past, present and future. Knowledge is never solely related to the actual present, but is continuously related to and associated with previous experiences and anticipated futures. By conceptualizing knowledge as a virtual asset, the notion of knowledge is freed from its commonplace metaphor of being a stock of skills and know-how that the organization can make use of. In this perspective, knowledge can never be fully conceived of as a stock, but must always be related to practices and activities. As a consequence, knowledge management theory needs to redirect its attention towards practices, rather than theorizing in terms of the taxonomies of knowledge employed by organizations.     

基于层次分析法（AHP）的商业银行财务绩效研究

阐述了层次分析法的一般原理及步骤,并将其运用在商业银行财务绩效的研究中,通过因子分析法构建商业银行财务绩效评价指标体系,再运用层次分析法赋予各个指标不同的权重,从而对商业银行的财务状况进行评价。     

烟草商业企业数字仓库的基本流程与系统功能设计研究

数字仓库的应用将协助企业保证供应、压缩库存、提高货物周转效率、节约成本。本文介绍了数字仓库的概念,研究了烟草商业企业数字仓库的基本流程与系统功能结构与设计,并对数字仓库的效益进行了评价。对这些问题的深入研究将有利于提高烟草商业企业的物流水平和服务效率。     

基于学习过程的大学生英语学习风格调查

运用Kolb的学习风格理论,调查分析理工科大学生的英语学习风格及英语学习过程中的倾向。研究结果表明,部分学生表现出了具有中国特色的英语学习风格,同时,理工科学生也具有独特的英语学习过程特点。对此利用匹配和失配的教学策略,提出教学建议。同时针对调查中发现的某些学习中的现象,提出有待进一步发掘的问题。     

An appraisal of key factors in the implementation of occupational stress interventions

Empirical research on stress intervention in organizations, and experience from organizational change programmes in general, indicates that obtaining intended change is often more difficult than it had been conceived to be at the outset. In order to facilitate the accomplishment of stress prevention and effective organizational change, this paper examines the importance of the social and cognitive processes influencing the implementation of any intervention. It states that if change is to be managed skilfully, it is important (1) to create a social climate of learning from failure, (2) to provide opportunities for multi-level participation and negotiation in the design of interventions, (3) to be aware of tacit behaviours that possibly undermine the objectives of interventions, and (4) to define roles and responsibilities before and during the intervention period.     

Dynamic selection of dispatching rules for job shop scheduling

Although the academic contribution to job shop scheduling is abundant, its impact on practice has been minimal. The most preferred approach to job shop scheduling in the industry is dispatching rules. A major criticism against dispatching rules is that there is no single universal rule. The effective choice of dispatching rules depends on the scheduling criterion and existing job shop conditions. In this paper, the authors have proposed a scheduling method based on the analytic hierarchy process, that dynamically selects the most appropriate dispatching rule from several candidate rules. The selection is based on the existing job shop conditions. This method is applied to two formal job shop problems, and the results for single dispatching rules are inferior to the method proposed in this paper.     

Writing from practice

This study investigates the effects of integration change on the integration success of German acquisitions in Poland. It is argued that the degree of integration change has a positive impact on two success measures, namely, economic growth and efficient co-operation, in the acquisition target. It is further argued that process transparency, participation and positive reinforcement are moderators in this relationship between degree of integration change and integration success. Hypotheses are tested on 521 Polish employees from twenty-nine German acquisitions made in Poland between 1991 and 1999. The results show that there was a positive relationship between degree of integration change and integration success as expected and that only process transparency emerged as a significant moderator of this relationship. Consequences for post-acquisition management after German acquisitions in Poland and limitations of the study are discussed.