Moments of suprema of random variables

The supremum of random variables representing a sequence of rewards is of interest in establishing the existence of optimal stopping rules. Necessary and sufficient conditions are given for existence of moments of sup_n(X_n ? c_n) and sup_n(S_n ? c_n) where X₁, X₂, … are i.i.d. random variables, S_n = X₁ + … + X_n, and c_n = (nL(n))^1/r, 0 < r < 2, L = 1, L = log, and L = log log. Following Cohn (1974), “rates of convergence” results are used in the proof.     

Ranking of the Most Prolific Authors,Universities, and Organizations in the Journal of Organizational Behavior Management

ABSTRACT

Over the years, reviews in behavior analysis have sought to identify the most prolific researchers and institutions. The goal of these reviews was to offer one resource for behavior analysts to identify experts in behavior analysis and quality graduate programs. However, most of these reviews omitted the Journal of Organizational Behavior Management (JOBM), making the results less relevant to those who work in organizational behavior management. The purpose of this review was to extend previous findings and identify the most published researchers, academic institutions, and organizations in JOBM since its inception. Furthermore, we calculated the citation rate (per year, per article) for each of the top 20 most published authors. The results, implications, and opportunities for further analysis are discussed.     

Stochastic comparisons on sample extremes of dependent and heterogenous observations

Stochastic comparison on order statistics from heterogeneous-dependent observations has been paid lots of attention recently. This paper devotes to investigating the ordering properties of order statistics from dependent observations. We derive the usual stochastic order for sample minimums and the second smallest order statistic, the dispersive order and the star order for minimums of samples having proportional hazards and Archimedean survival copulas. Similar ordering results are also obtained for maximums and the second largest order statistic of samples having proportional reversed hazards and Archimedean copulas. Several examples illustrating the main results are presented as well.     

Kernel density estimation under negative superadditive dependence and its application for real data

In this paper, the kernel density estimator for negatively superadditive dependent random variables is studied. The exponential inequalities and the exponential rate for the kernel estimator of density function with a uniform version, over compact sets are investigated. Also, the optimal bandwidth rate of the estimator is obtained using mean integrated squared error. The results are generalized and used to improve the ones obtained for the case of associated sequences. As an application, FGM sequences that fulfil our assumptions are investigated. Also, the convergence rate of the kernel density estimator is illustrated via a simulation study. Moreover, a real data analysis is presented.     

一类投资组合模型的模糊两阶段算法

对多目标证券组合投资模型进行了研究,模型以风险损失率作为风险。该模型是一多目标线性优化问题,我们采用模糊折衷算法对模型进行了求解,算例给出了该模型的一个实例的最优解。     

双重城镇化率的演变过程、面临挑战与应对策略

当前衡量我国城镇化水平的指标有两个：一是户籍人口城镇化率;二是常住人口城镇化率。常住人口和户籍人口之间,横隔着庞大的农民工群体。双重城镇化率的存在,源于与资本原始积累相依存的城乡二元体制与要素价格剪刀差。通过该制度的设计,人为地降低工业化、城镇化的成本,以加快我国工业化、城镇化步伐。在农村劳动力供大于求的背景下,这种城镇化模式还有发展的空间,当农村劳动力供求出现“拐点”,这种城镇化模式就难以为继,客观上要求必须用“以人为本”的新型城镇化取代传统的城镇化。用户籍人口城镇化取代常住人口城镇化,是城镇化的必然趋势。我国对外来人口实行居住证制度,作为农民工市民化的过渡性措施,或作为提高户籍人口城镇化率的过渡性措施。但对于外来人口来说,其利益最大化的模式,是既保留农村户籍又持有城镇居住证。这就决定了双重城镇化率将存在很长时间。     

论当前财产保险公司经营面临的困境及改善办法

当前国内财产保险公司经营利润逐年降低，盈利空间变窄，大部分保险公司从盈利逐步陷入亏损的境地，经营风险不断加大。恶性竞争、承保费用提高、理赔难是造成这一局面的主要因素。如何扭亏为盈，摆脱困境，本文将从内部管理和外部监督两方面进行分析，并提出改善办法。     

利率下降对我国居民跨期消费选择的影响分析

利率下降对居民跨期消费选择影响存在收入效应和替代效应.由于这两种效应对居民当期消费的作用方向完全相反,因而总效应要取决于这两种效应的强弱.对于我国中低收入居民来说,利率下降对其跨期消费选择的收入效应特别明显,替代效应则趋于零,因而降患反而会减少其当期消费数量.对于我国中高收入居民来说,利率下降对其跨期消费选择的替代效应在很大程度上被收入效应所抵消了,因而降息拉动其当期消费也不明显.为了刺激居民消费,除了实施降息政策以外,还必须采取其他政策与之配合.     

我国定期存贷款利率期权隐含波动率研究

拓展Jiang和Tian[1]模型获得了看涨看跌期权的无模型隐含波动率的理论表达式.并对理论表达式做了进一步处理,获得满足实际应用需要的计算表达式.根据无套利原理,由当前商业银行不同期限存贷款利率构造出不同执行价的看涨和看跌期权,再运用3次曲线拟合的方法,获得满足实际应用需要的一系列看涨和看跌期权；最后计算得到5年期定...