多市场非均衡模型的调控规律研究

联系经济运行的现实不难发现，较之均衡状态，非均衡状态的出现在时间上更经常，在空间上更广泛，因此，要对非均衡程度予以重视，并加以调控。本文以供求相等作为理想状态，运用无约束最优控制理论推导出用一般函数形式表示的微观及宏观多市场的非均衡调控律，同时提出多种调控手段综合运用的一般原则。     

我国保险公司偿付风险管理效应--基于经济资本配置视角的研究

资本作为保险企业偿付能力的重要决定因素,直接关系着企业的生存与发展,而对于偿付能力的监管自然也成为保险市场的重点。经济资本作为企业虚拟资本的总和,可以实现对企业风险的量化和自有资本的合理配置,有效的经济资本管理可以实现保险企业风险与资本的合理配比,进而提升自身风险应对能力和资本使用效率。我国保险行业要实现与国际接轨,并满足市场转型过程中对经济行为所提出的“灵活、完善”的高标准,必须构建以经济资本为核心的新型、动态风险管理机制。     

Franchise Contracting: The Effects of The Entrepreneur's Timing Option and Debt Financing

We solve a sequential‐moves game that involves three players: the franchisor, the entrepreneur, and the banks. The franchisor chooses the contract terms (a one‐time franchise fee and a royalty rate for on‐going payments). The entrepreneur dynamically decides when to sign this contract, open a store, and apply for debt financing to cover the initial investment. In response to the entrepreneur's application, banks competitively determine loan rates. We find that the franchisor should use royalty cash flows and not the franchise fee to extract value from the entrepreneur. This is a new explanation of empirical evidence that franchise contracts favor royalties over franchise fees. To account for the possibility of the entrepreneur's bankruptcy and bankruptcy costs, the franchisor should decrease the royalty rate. However, despite a lower rate, the threshold for the entrepreneur to open the store is higher in the model with financing than in the model without financing. This threshold is much higher than it would have been for the integrated system, which in turn is higher than the static break‐even‐NPV threshold. If a franchisor ignores financing considerations, she will suffer from having to wait longer for the store opening and from a higher bankruptcy probability. We predict that the franchisor is the main beneficiary of the entrepreneur's greater initial wealth and that the franchisor will benefit more if she assumes a greater share of the store's operating costs.     

Point‐of‐Dispensing Location and Capacity Optimization via a Decision Support System

Dispensing of mass prophylaxis can be critical to public health during emergency situations and involves complex decisions that must be made in a short period of time. This study presents a model and solution approach for optimizing point‐of‐dispensing (POD) location and capacity decisions. This approach is part of a decision support system designed to help officials prepare for and respond to public health emergencies. The model selects PODs from a candidate set and suggests how to staff each POD so that average travel and waiting times are minimized. A genetic algorithm (GA) quickly solves the problem based on travel and queuing approximations (QAs) and it has the ability to relax soft constraints when the dispensing goals cannot be met. We show that the proposed approach returns solutions comparable with other systems and it is able to evaluate alternative courses of action when the resources are not sufficient to meet the performance targets.     

Maximizing Revenue Through Two‐Dimensional Shelf‐Space Allocation

We consider the problem of optimally allocating contiguous rectangular presentation spaces in order to maximize revenues. Such problems are encountered in the arrangement of products in retail shelf‐space and in the design of feature advertising displays or webpages. Specifically, we allow (i) the shape of a product's presentation to have a vertical as well as a horizontal component and (ii) displays to extend across multiple shelves for in‐store presentations. Since the vertical location of the shelf on which a product is displayed affects its sales, each vertical location is assigned its own effectiveness with regard to revenue generation. The problem of maximizing the total weighted revenue of a display is strongly NP‐hard. Therefore, we decompose it into two subproblems. The first consists of allocating products to different cabinets. In the second, within each cabinet, each product's units are arranged in a contiguous rectangle and assigned a location. These subproblems are solved using an innovative approach that uses a combination of integer programming and an algorithm for the maximum‐weight independent set problem. Based on computational studies on both real‐world and simulated data, we demonstrate the efficiency and effectiveness of our approach. Specifically, the revenue generated by this scheme is within 1% of the optimum for actual data and within 5% for simulated data.     

Preventing and Diagnosing Colorectal Cancer with a Limited Colonoscopy Resource

This paper explores how the capacity of colonoscopy services should be allocated for screening and diagnosis of colorectal cancer to improve health outcomes. Both of these services are important since screening prevents cancer by removing polyps, while diagnosis is required to start treatment for cancer. This paper first presents a basic compartmental model to illustrate the trade‐off between these two analytically. Further, a more realistic population dynamics model with resource constraints is introduced for colorectal cancer screening and analyzed numerically. The best resource allocation decisions are investigated with the objectives of minimizing mortality or incidence rates. We provide a sensitivity analysis with respect to policy and disease‐related parameters. We conclude that to minimize mortality, the capacity should be rationed to ensure that the wait for diagnosis is at reasonable levels. When the relevant performance measure is the incidence rate, screening is allocated more capacity compared to the case with mortality rate measure. We also show that benefits from increasing compliance to screening programs can only be realized if there is sufficient service capacity.     

当前我国股市功能的缺陷分析

中国股票市场促进储蓄向投资转化的功能部分扭曲；促进企业转换经营机制、建立现代企业制度的功能发挥不彻底；过分看重股票市场为国有企业筹资的功能，影响到股票市场促进增量资源优化配置功能的发挥；上市公司股权结构不合理、二级市场监管不力，严重影响到股票市场促进存量资源优化配置功能的发挥；分散风险功能薄弱。     

A Class of Non-parametric Tests in the Competing Risks Model for Comparing Two Samples

We consider a model when a process involving the production of elements is under inspection. The elements have possible failures due to competing risks. We assume the availability of a data set of failure times, D₁, obtained when the process is under control. Our main goal is to test if the failure rates in D₁ are equal to or less than the failure rates in another data set D₂, against "undesirable" neighbouring alternatives. A class of tests based on a two-dimensional vector statistic is obtained. Linear test statistics with weight functions giving optimal local asymptotic power are derived. Martingale techniques are used. An example illustrates the derivation of reasonable tests     

区域网络信息资源优化配置策略研究

针对区域网络信息资源配置存在显著差异的现状,对其形成原因进行了分析,提出区域网络信息资源优化配置的策略.     

论行政诉讼举证责任的分配

行政诉讼举证责任是行政诉讼证据制度的核心问题。行政诉讼举证责任应该如何分配?本文在对举证责任的基本含义进行分析的基础上,从行政程序的视角确定了行政诉讼举证责任的分配理论,并结合现行的法律规定推导出我国行政诉讼实践中的举证责任分配规则。