CREDIBILITY THEORY: A CONCISE PARTIAL SURVEY1

Developments in credibility theory in the last seventy years or so are outlined. Particular attention is paid to early work in the field and to more recent developments showing some of the many connections between credibility theory and other fields including linear Bayesian theory, linear filtering theory and constant coefficient regression.     

A k-sample slippage test for location parameter

Lewis (1972) has proposed a test for the slippage of the location parameter of k- populations when the direction of the slippage is unknown. In this paper, an extension of this test is proposed. The distribution of the test statistic is obtained under the null hypothesis of no slippage and the power of the test is compared with that of another competitive test proposed by Conover (1968).     

投资组合保险策略收益保证的定价研究——基于有限跳跃Levy 过程

向下的价格跳跃会引致投资组合保险出现缺口风险,因而将价格跳跃考虑在内对收益保证类金融产品保本费用的定价研究对于为该类产品进行担保的机构具有重要的决策参考价值． 文章采用有限跳跃Levy 过程来刻画风险资产的价格过程,并对随机利率条件下CPPI 策略与TIPP 策略收益保证进行定价． 文章给出了固定混合策略下收益保证的解析定价公式． 数值分析的结果表明: (1) 传统GBM 假定下的收益保证定价会低估收益保证的价格; (2) TIPP 策略收益保证的价格要低于CPPI 策略; (3) CPPI 策略与TIPP 策略收益保证的价格与策略乘数、收益保证水平正相关,与风险资产价格的波动率无关．     

乾县方言两字组连读变调

乾县方言两字组的连读变调有语音环境制约和语法因素决定两种变调,其中前者表现为为非重叠式,后者表现为重叠式;非重叠式两字组连读变调共有九种类型,其中后字变化频率远远超过前字并且以变21调为多;重叠式具有特指、爱称、小称、泛称、尝试、成词等语义语法功能,主要表现为名词和形容词,动词相对较少。     

弱酸电离度和电离常数测定实验的改进

本文通过对弱酸电离平衡的分析,提出了一种测定弱酸电离度和电离常数的新的方法。     

Inference for the Dependent Competing Risks Model with Masked Causes of Failure

The competing risks model is useful in settings in which individuals/units may die/fail for different reasons. The cause specific hazard rates are taken to be piecewise constant functions. A complication arises when some of the failures are masked within a group of possible causes. Traditionally, statistical inference is performed under the assumption that the failure causes act independently on each item. In this paper we propose an EM-based approach which allows for dependent competing risks and produces estimators for the sub-distribution functions. We also discuss identifiability of parameters if none of the masked items have their cause of failure clarified in a second stage analysis (e.g. autopsy). The procedures proposed are illustrated with two datasets.     

Weighting variables in K-means clustering

The aim of this study is to assign weights w ₁, …, w _m to m clustering variables Z ₁, …, Z _m , so that k groups were uncovered to reveal more meaningful within-group coherence. We propose a new criterion to be minimized, which is the sum of the weighted within-cluster sums of squares and the penalty for the heterogeneity in variable weights w ₁, …, w _m . We will present the computing algorithm for such k-means clustering, a working procedure to determine a suitable value of penalty constant and numerical examples, among which one is simulated and the other two are real.     

论现代企业制度的基础

产权约束是现代企业制度的基础；“授权经营”是一种新的“委托－代理”制，具有制度创新性质；只有规范产权结构和开放产权市场才能形成产权约束机制。     

板翅式回热器试验与数值模拟研究

选取圆弧截面平直翅片板翅式回热器芯部中间冷热流体各两层作为控制单元体,引进对称面和内部耦合方法建立数学模型,应用Fluent软件对单元体进行三维数值模拟,得出了芯体内部的温度场、流场和压力场.对回热器芯体内部的换热和流动情况进行分析,得出了换热性能准则关系式和阻力性能准则关系式.通过对回热器运用稳态等流量进行传热性能和阻力性能试验,得出了相应的换热和阻力准则关系式,并将数值模拟结果与试验所得结果进行了对比分析.