Claim Dependence Induced by Common Effects in Hierarchical Credibility Models

In the usual credibility model, observations are made of a risk or group of risks selected from a population, and claims are assumed to be independent among different risks. However, there are some problems in practical applications and this assumption may be violated in some situations. Some credibility models allow for one source of claim dependence only, that is, across time for an individual insured risk or a group of homogeneous insured risks. Some other credibility models have been developed on a two-level common effects model that allows for two possible sources of dependence, namely, across time for the same individual risk and between risks. In this paper, we argue for the notion of modeling claim dependence on a three-level common effects model that allows for three possible sources of dependence, namely, across portfolios, across individuals and simultaneously across time within individuals. We also obtain the corresponding credibility premiums hierarchically using the projection method. Then we derive the general hierarchical structure or multi-level credibility premiums for the models with h-level of common effects.     

Designs balanced for circular residual effects

Magda (1980) introduced a model for repeated measurements designs with a circular structure of the residual effects. He proved the universal optimality of circular balanced uniform designs over a subclass of the possible designs. We strengthen his result to optimality over the set of all designs with the same number of experimental units, periods and treatments.     

Efficient Semiparametric Bayesian Estimation of Multivariate Discrete Proportional Hazards Model with Random Effects

We incorporate a random effect into a multivariate discrete proportional hazards model and propose an efficient semiparametric Bayesian estimation method. By introducing a prior process for the parameters of baseline hazards, we consider a nonparametric estimation of baseline hazards function. Using a state space representation, we derive a dynamic modeling of baseline hazards function and propose an efficient block sampler for Markov chain Monte Carlo method. A numerical example using kidney patients data is given.     

Seasonality Tests

This article modifies and extends the test against nonstationary stochastic seasonality proposed by Canova and Hansen. A simplified form of the test statistic in which the nonparametric correction for serial correlation is based on estimates of the spectrum at the seasonal frequencies is considered and shown to have the same asymptotic distribution as the original formulation. Under the null hypothesis, the distribution of the seasonality test statistics is not affected by the inclusion of trends, even when modified to allow for structural breaks, or by the inclusion of regressors with nonseasonal unit roots. A parametric version of the test is proposed, and its performance is compared with that of the nonparametric test using Monte Carlo experiments. A test that allows for breaks in the seasonal pattern is then derived. It is shown that its asymptotic distribution is independent of the break point, and its use is illustrated with a series on U.K. marriages. A general test against any form of permanent seasonality, deterministic or stochastic, is suggested and compared with a Wald test for the significance of fixed seasonal dummies. It is noted that tests constructed in a similar way can be used to detect trading-day effects. An appealing feature of the proposed test statistics is that under the null hypothesis, they all have asymptotic distributions belonging to the Cramér–von Mises family.     

国际音标在实际语言使用中音位的变体

针对国际音标在实际语言使用中存在的一些音位的变体进行了系统分析 ,尤其是对一些特殊变体进行了归类说明     

声乐学习中的观念问题

声乐问题就其发声法而言 ,除了身体的运动震动这一先决条件外 ,主要是个观念问题 ,包括思想观念、感觉观念、审美观念等     

A Class of Parametric Dynamic Survival Models

A class of parametric dynamic survival models are explored in which only limited parametric assumptions are made, whilst avoiding the assumption of proportional hazards. Both the log-baseline hazard and covariate effects are modelled by piecewise constant and correlated processes. The method of estimation is to use Markov chain Monte Carlo simulations Gibbs sampling with a Metropolis–Hastings step. In addition to standard right censored data sets, extensions to accommodate interval censoring and random effects are included. The model is applied to two well known and illustrative data sets, and the dynamic variability of covariate effects investigated.     

21世纪的香港粤语:一个新语音系统的形成

香港粤语本承接广州话而来 ,在语音方面和广州粤语无别。 2 0世纪中期学者对香港粤音的描述 ,和袁家骅 (196 0 )记录的广州话音系完全相同。不过近年香港粤语有了许多新发展 ,年轻一代说话皆语带懒音 ,乍听起来 ,恍如别一种方言。这种音变对有心正音的人士来说 ,触耳惊心。其牵涉之广 ,进行之速 ,实在值得大书特书。本文试从声韵调三方面研究香港粤语百年来的转变 ,从而描述近日香港粤语中形成的一个新语音系统。     

浅析现代大学生的违法犯罪心理和现象

我国正处于社会转型期．市场经济价值规律的负面作用,各色文化的蜂拥而入;新旧生活方式、思维方式、价值观念、道德观念的摩擦与碰撞使现代大学生违法犯罪现象呈现上升趋势,且具鲜明的群体特征．从心理角度看,培养健全人格,塑造健全的自我意识,培养健康的道德情操并铸就优良的意志品质是防范和减少大学生违法犯罪的主要途径．     

英国诗人罗伯特·格雷夫斯《战争诗抄》赏析

罗伯特·格雷夫斯是20世纪英国文学史上一位极具创新精神的作家,其创作领域十分广阔,涉及诗歌、小说、神话等方面.他的战争诗独具特色,充分展示了诗人特有的才情和睿智.本文着重探讨其战争诗的艺术特色.