商业银行信用风险评估预测模型研究

依据商业银行信用风险的内涵,指出信用风险评估应当充分考虑信贷资金安全系数的不 确定性和信用风险的相对性特征,并以“信用风险度”作为系统的输出,构建了基于人工神经网 络的信用风险评估预测模型,为有效转变信用风险的分类评估模式,提供更为全面的信贷决策 支持奠定了基础.     

Application of Geostatistics to Risk Assessment

Geostatistics offers two fundamental contributions to environmental contaminant exposure assessment: (1) a group of methods to quantitatively describe the spatial distribution of a pollutant and (2) the ability to improve estimates of the exposure point concentration by exploiting the geospatial information present in the data. The second contribution is particularly valuable when exposure estimates must be derived from small data sets, which is often the case in environmental risk assessment. This article addresses two topics related to the use of geostatistics in human and ecological risk assessments performed at hazardous waste sites: (1) the importance of assessing model assumptions when using geostatistics and (2) the use of geostatistics to improve estimates of the exposure point concentration (EPC) in the limited data scenario. The latter topic is approached here by comparing design-based estimators that are familiar to environmental risk assessors (e.g., Land's method) with geostatistics, a model-based estimator. In this report, we summarize the basics of spatial weighting of sample data, kriging, and geostatistical simulation. We then explore the two topics identified above in a case study, using soil lead concentration data from a Superfund site (a skeet and trap range). We also describe several areas where research is needed to advance the use of geostatistics in environmental risk assessment.     

Health Effects Caused by Primary Fine Particulate Matter (PM2.5) Emitted from Buses in the Helsinki Metropolitan Area, Finland

Fine particle (PM(2.5)) emissions from traffic have been associated with premature mortality. The current work compares PM(2.5)-induced mortality in alternative public bus transportation strategies as being considered by the Helsinki Metropolitan Area Council, Finland. The current bus fleet and transportation volume is compared to four alternative hypothetical bus fleet strategies for the year 2020: (1) the current bus fleet for 2020 traffic volume, (2) modern diesel buses without particle traps, (3) diesel buses with particle traps, and (4) buses using natural gas engines. The average population PM(2.5) exposure level attributable to the bus emissions was determined for the 1996-1997 situation using PM(2.5) exposure measurements including elemental composition from the EXPOLIS-Helsinki study and similar element-based source apportionment of ambient PM(2.5) concentrations observed in the ULTRA study. Average population exposure to particles originating from the bus traffic in the year 2020 is assumed to be proportional to the bus emissions in each strategy. Associated mortality was calculated using dose-response relationships from two large cohort studies on PM(2.5) mortality from the United States. Estimated number of deaths per year (90% confidence intervals in parenthesis) associated with primary PM(2.5) emissions from buses in Helsinki Metropolitan Area in 2020 were 18 (0-55), 9 (0-27), 4 (0-14), and 3 (0-8) for the strategies 1-4, respectively. The relative differences in the associated mortalities for the alternative strategies are substantial, but the number of deaths in the lowest alternative, the gas buses, is only marginally lower than what would be achieved by diesel engines equipped with particle trap technology. The dose-response relationship and the emission factors were identified as the main sources of uncertainty in the model.     

Distributions of Total Job Tenure for Men and Women in Selected Industries and Occupations in the United States, February 1996

This article develops and fits probability distributions for the variability in projected (total) job tenure for adult men and women in 31 industries and 22 occupations based on data reported by the U.S. Department of Labor's Bureau of Labor Statistics. It extends previously published results and updates those results from January 1987 to February 1996. The model provides probability distributions for the variability in projected (total) job tenures within the time range of the data, and it extrapolates the distributions beyond the time range of the data, i.e., beyond 25 years.     

一种语言评价信息不完全的多属性群决策方法

针对语言评价信息不完全的多属性群决策问题,提出了一种基于D-S理论的新决策方法。该方法首先对多个决策者给出不完全的语言评价信息进行分析,得到不同属性下各焦元的基本概率分配函数值,然后通过Dempster-Shafer合成法则对其值进行合成,计算决策方案的信度函数和似真函数值,并据此对所有决策方案进行排序。最后,通过一个算例验证该方法的可行性和有效性。     

Effectiveness and Efficiency of Controlling Campylobacter on Broiler Chicken Meat

Campylobacter bacteria are an important cause of foodborne infections. We estimated the potential costs and benefits of a large number of possible interventions to decrease human exposure to Campylobacter by consumption of chicken meat, which accounts for 20-40% of all cases of human campylobacteriosis in the Netherlands. For this purpose, a farm-to-fork risk assessment model was combined with economic analysis and epidemiological data. Reduction of contamination at broiler farms could be efficient in theory. However, it is unclear which hygienic measures need to be taken and the costs can be very high. The experimental treatment of colonized broiler flocks with bacteriophages has proven to be effective and could also be cost efficient, if confirmed in practice. Since a major decrease of infections at the broiler farm is not expected in the short term, additional measures in the processing plant were also considered. At this moment, guaranteed Campylobacter-free chicken meat at the retail level is not realistic. The most promising interventions in the processing plant are limiting fecal leakage during processing and separation of contaminated and noncontaminated flocks (scheduling), followed by decontamination of the contaminated flock. New (faster and more sensitive) test methods to detect Campylobacter colonization in broilers flocks are a prerequisite for successful scheduling scenarios. Other methods to decrease the contamination of meat of colonized flocks such as freezing and heat treatment are more expensive and/or less effective than chemical decontamination.     

Engaging Expert Peers in the Development of Risk Assessments

The participation of external technical experts in the development of risk assessment documents and methodologies has expanded and evolved in recent years. Many government agencies and authoritative organizations have experts peer review important works to evaluate the scientific and technical defensibility and judge the strength of the assumptions and conclusions (OMB, 2004; IPCS, 2005; IARC, 2006; Health Canada, 2007; U.S. EPA, 2006). Expert advice has been solicited in other forms of peer involvement, including peer consultation in, for example, the U.S. EPA's Voluntary Children's Chemical Evaluation Program (VCCEP). This article discusses how the principles and practices of peer review can be extended to other types of peer involvement activities (i.e., peer input and peer consultation) to develop high-quality risk assessment work products. A comprehensive process for incorporating peer input, peer consultation, and peer review into risk assessment science is outlined. Four key principles for peer involvement-independence, inclusion of appropriate experts, transparency, and a robust scientific process-are discussed. Recent examples of peer involvement in the development of Health Canada's Priority Substances and Domestic Substance List (DSL) programs under the Canadian Environmental Protection Act (CEPA) serve to highlight the concepts.     

Ethnic Differences in Risk from Mercury among Savannah River Fishermen

Fishing plays an important role in people's lives and contaminant levels in fish are a public health concern. Many states have issued consumption advisories; South Carolina and Georgia have issued them for the Savannah River based on mercury and radionuclide levels. This study examined ethnic differences in risk from mercury exposure among people consuming fish from the Savannah River, based on site-specific consumption patterns and analysis of mercury in fish. Among fish, there were significant interspecies differences in mercury levels, and there were ethnic differences in consumption patterns. Two methods of examining risk are presented: (1) Hazard Index (HI), and (2) estimates of how much and how often people of different body mass can consume different species of fish. Blacks consumed more fish and had higher HIs than Whites. Even at the median consumption, the HI for Blacks exceeded 1.0 for bass and bowfin, and, at the 75th percentile of consumption, the HI exceeded 1.0 for almost all species. At the White male median consumption, noHI exceeded 1, but for the 95th percentile consumer, the HI exceeded 1.0 almost regardless of which species were eaten. Although females consumed about two thirds the quantity of males, HIs exceeded 1 for most Black females and for White females at or above the 75th percentile of consumption. Thus, close to half of the Black fishermen were eating enough Savannah River fish to exceed HI = 1. Caution must be used in evaluating an HI because the RfDs were developed to protect the most vulnerable individuals. The percentage of each fish species tested that exceeded the maximum permitted limits of mercury in fish was also examined. Over 80% of bowfin, 38% of bass, and 21% of pickerel sampled exceeded 0.5 ppm. The risk methodology is applicable anywhere that comparable data can be obtained. The risk estimates are representative for fishermen along the Savannah River, and are not necessarily for the general populations.     

Sensitivity Analysis, Monte Carlo Risk Analysis, and Bayesian Uncertainty Assessment

Standard statistical methods understate the uncertainty one should attach to effect estimates obtained from observational data. Among the methods used to address this problem are sensitivity analysis, Monte Carlo risk analysis (MCRA), and Bayesian uncertainty assessment. Estimates from MCRAs have been presented as if they were valid frequentist or Bayesian results, but examples show that they need not be either in actual applications. It is concluded that both sensitivity analyses and MCRA should begin with the same type of prior specification effort as Bayesian analysis.