心理账户与薪酬激励效应的实验研究

改变薪酬的预期参照点,可以改变人们对同一结果的认知评价,从而达到不同的激励效果;人们在规避惩罚时更易激发出高水平的努力;低金额奖酬时人们倾向于选择物品,而高金额奖酬时人们倾向于选择现金.这些研究结论对人力资源管理实践有启示和借鉴意义.     

Using the Therapeutic Relationship to Promote an Internal Locus of Control in Elderly Mental Health Clients

Seniors who feel powerless to effect change on their environment or who feel that their lives are controlled by external circumstances are said to have an external locus of control. This may adversely affect commitment to and participation in mental health treatment. This article presents the conce t of using the therapeutic relationship to encourage internal contro f' beliefs in elderly mental health clients, with the goal of promoting personal empowerment and improving the efficacy of therapy. Included is a review of litera- ture relevant to aging and locus of control. The develoament of an external locus of conbol is explained by the theories of self psychol- ogy and the social breakdown syndrome.     

论公平责任的适用

《侵权责任法》规定了公平责任,作为损失分担的规则,可以独立使用。但在司法实践中,对该责任如何认定及适用却是一个操作上的难点,应考虑损害事实与当事人经济状况进行分担。     

Estimation of location parameters of several exponential distributions

In this paper we address the problem of simultaneous estimation of location parameters of several exponential distributions assuming that the scale parameters are unknown and possibly unequal. From a decision theoretic point of view it is shown that the standard estimators are inadmissible and the improved estimators are obtained when p, the number of populations, is more than one.     

VIDEO REVIEW

No abstract available for this article.     

Optimal Abort Rules for Multiattempt Missions

Many real‐world systems use mission aborts to enhance their survivability. Specifically, a mission can be aborted when a certain malfunction condition is met and a risk of a system loss in the case of a mission continuation becomes too high. Usually, the rescue or recovery procedure is initiated upon the mission abort. Previous works have discussed a setting when only one attempt to complete a mission is allowed and this attempt can be aborted. However, missions with a possibility of multiple attempts can occur in different real‐world settings when accomplishing a mission is really important and the cost‐related and the time‐wise restrictions for this are not very severe. The probabilistic model for the multiattempt case is suggested and the tradeoff between the overall mission success probability (MSP) and a system loss probability is discussed. The corresponding optimization problems are formulated. For the considered illustrative example, a detailed sensitivity analysis is performed that shows specifically that even when the system's survival is not so important, mission aborting can be used to maximize the multiattempt MSP.     

The Impact of Portfolio Location Uncertainty on Probabilistic Seismic Risk Analysis

Probabilistic seismic risk analysis is a well‐established method in the insurance industry for modeling portfolio losses from earthquake events. In this context, precise exposure locations are often unknown. However, so far, location uncertainty has not been in the focus of a large amount of research. In this article, we propose a novel framework for treatment of location uncertainty. As a case study, a large number of synthetic portfolios resembling typical real‐world cases were created. We investigate the effect of portfolio characteristics such as value distribution, portfolio size, or proportion of risk items with unknown coordinates on the variability of loss frequency estimations. The results indicate that due to loss aggregation effects and spatial hazard variability, location uncertainty in isolation and in conjunction with ground motion uncertainty can induce significant variability to probabilistic loss results, especially for portfolios with a small number of risks. After quantifying its effect, we conclude that location uncertainty should not be neglected when assessing probabilistic seismic risk, but should be treated stochastically and the resulting variability should be visualized and interpreted carefully.     

Risk measure estimation under two component mixture models with trimmed data

Several two component mixture models from the transformed gamma and transformed beta families are developed to assess risk performance. Their common statistical properties are given and applications to real insurance loss data are shown. A new data trimming approach for parameter estimation is proposed using the maximum likelihood estimation method. Assessment with respect to Value-at-Risk and Conditional Tail Expectation risk measures are presented. Of all the models examined, the mixture of inverse transformed gamma-Burr distributions consistently provides good results in terms of goodness-of-fit and risk estimation in the context of the Danish fire loss data.     

Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint

Abstract

We consider adaptive ridge regression estimators in the general linear model with homogeneous spherically symmetric errors. A restriction on the parameter of regression is considered. We assume that all components are non negative (i.e. on the positive orthant). For this setting, we produce under general quadratic loss such estimators whose risk function dominates that of the least squares provided the number of regressors in the least fore.     

On the History of the Correction for Grouping, 1873–1922

The correction for grouping is a sum of two terms, the first depending on the length of the grouping interval, the second being a periodic function of the position. Thiele (1873) studied the second term, but missed the first. Sheppard (1898) studied the first term, but missed the second. Bruns (1906) derived the first term as the aperiodic term of a Fourier series and the second as the sum of the periodic terms. He found the correction to the coefficients of the Gram–Charlier series and proved that the second term is negligible for a grouped normal distribution with at least eight groups. Independently, Fisher (1922) used the same method to derive the correction to the moments. For the normal distribution with a grouping interval less than the standard deviation Fisher proved that the second term is negligible compared with the first and with the standard error of the first four moments. Moreover, he proved that the estimates of the mean and the standard deviation obtained by the method of moments for a grouped sample with Sheppard's corrections have nearly the same variances as the maximum likelihood estimates, thus providing a new and compelling reason for using Sheppard's corrections.