基于MCMC稳态模拟的贝叶斯经验费率厘定信用模型

B黨lmann-Straub model is one of the most famous applications of the Bayesian method for the experience rate making.However,by the traditional B黨lmann-Straub model one cannot get the unbiased posterior estimation of the parameters when there is not sufficient prior information for the structural parameters;What's more,the difficult of computing high dimension numeration limits the application of Bayesian method.This paper introduces the Markov chain Monte Carlo simulaton method based on the Gibbs sampling after analyzing the structure of the B黨lmann-Straub model and sets up the Bayesian credibility model for estimating the predictive risk premium.Also by using the results of the numeration analysis,this paper proves that from this model one can get the posterior distributions of the parameters dynamically and the posterior estimation of the censoring parameters in the situation that exists unknown parameters,as well as improve the precision of the numeration,which can be helpful to find the heterogeneity of the premium.     

An empirical Bayes' procedure for ranking players in Ryder Cup golf

We describe a model to obtain strengths and rankings of players appearing in golf's Ryder Cup. Obtaining rankings is complicated because of two reasons. First, competitors do not compete on an equal number of occasions, with some competitors appearing too infrequently for their ranking to be estimated with any degree of certainty, and second, different competitors experience different levels of volatility in results. Our approach is to assume the competitor strengths are drawn from some common distribution. For small numbers of competitors, as is the case here, we fit the model using Monte-Carlo integration. Results suggest there is very little difference between the top performing players, though Scotland's Colin Montgomerie is estimated as the strongest Ryder Cup player.     

Eye-tracking methodology: exploring the processing of question formats in web surveys

In social research, the use of agree/disagree (A/D) questions is a popular method for measuring attitudes. Research has shown that A/D questions require complex cognitive processing and are susceptible to response bias. Thus, some researchers recommend the use of item-specific (IS) questions. This study examines the processing of A/D and IS questions, using eye-tracking methodology. By recording respondents’ eye movements, how respondents process survey questions can be evaluated. The results reveal that IS questions cause more and longer fixations. However, this only applies to the response categories. There are no differences regarding the question stems. Altogether, it seems that IS response categories trigger deeper cognitive processing than A/D response categories.     

中小企业信息化评价指标体系的构建

在一个全新的信息时代,企业信息化是企业应对激烈的市场竞争的重要手段,同时也是国民经济信息化的基础.企业信息化不仅对大型企业重要,对中小企业也意义重大.构建中小企业信息化水平评价指标体系应结合中小企业的特点,本着科学、实用、定性与定量相结合、不同行业不同规模企业区别考虑等原则,采用比较分析法和专家评分法(Delphi),涵盖信息设备及软件系统装备程度、利用程度、信息使用者水平、企业信息化环境和信息化经济效益等五方面指标内容.     

《现代汉语词典》(第5版)词类标注得失刍议

第5版《现代汉语词典》有两个突出的地方:在区分词与非词的基础上给词标注词类;名词、动词,尤其是形容词下标注附类。同时,文章认为存在以下几个方面问题:属性词的确认;词类失标或标注不当;对某些三音节习用单位的词和非词的处理不一致。     

基于违约鉴别能力组合赋权的小企业信用评级——基于小型工业企业样本数据的实证分析

信用评级是衡量债务违约的可能性,因此评级体系要有违约风险识别能力,能够将违约客户和非违约客户显著地区分开.通过逼近理想点的思路,构建多目标规划模型求解最优的组合权重,并对中国某区域性商业银行1 814笔小型工业企业贷款进行实证分析.本文的创新与特色一是以非违约企业的数据到正理想点的距离代数和最小为第一个目标函数,以违约企业的数据到负理想点的距离代数和最小为第二个目标函数,构建多目标非线性规划模型进行组合赋权,在满足了“非违约企业的评价得分越高、违约企业的评价得分越低”要求的目标下得到最优的组合赋权的权重系数,使赋权结果保证了评级模型能够将违约企业与非违约企业最大地区分开.改变了现有研究的组合赋权脱离评价目的的弊端,改变了现有研究中违约与非违约企业的评价得分存在大量重叠、对两类企业的区分能力低的弊端.二是通过检验“违约企业的信用得分是否显著小于非违约企业的信用得分”的J-T非参数检验,验证信用评价模型的合理性.改变现有研究忽略对信用评价模型的合理性进行验证的弊端.三是经过实证,发现本研究建立的组合赋权模型的违约鉴别能力(Z=5.546)要高于现有研究的两种常用组合赋权模型、即基于方差最大的组合赋权(Z=4.298)和基于偏差最小的组合赋权(Z=5.182)     

The Relative Importance of Health

This article seeks to extend Michalos’ [Social indicators research and health-related quality of life (QoL) research. Social Indicators Research, 65, 27–72, 2004] discussion on bridging social indicators research and health-related QoL (HRQoL) research through an examination of (1) the relative importance of satisfaction with one’s own health to another common measure of QoL—Life satisfaction, and (2) the relative importance of health in relation to other major life domains. Using data from two surveys, this article found that individuals may perceive health as most important in relation to other major life domains but satisfaction with one’s own health may not necessarily be the most important determining factor (in relation to satisfaction with other major life domains) of QoL as measured by life satisfaction. These findings support Michalos’ (Social indicators research and HRQoL research. Social Indicators Research, 65, 27–72, 2004) call for caution regarding the interpretation of research results on HRQoL since many HRQoL measures are measures of satisfaction with one’s own health and should not be considered as measures of QoL.     

Attitude strength moderates adverse effects to questionnaire design

ABSTRACT

The presentation and visual design of the “don’t know” category in rating scales on respondents’ behavior may have ambivalent effects. The hypothesis is that attitude strength toward the topic influences the respondents’ sensitivity to the graphical design of the scale. A paper-and-pencil questionnaire conducted among 307 German university students contained an experimental variation of the presentation of a “don’t know” category and its visual design. A multinomial logistic regression shows that presenting a “don’t know” category drives respondents toward extreme categories. The visual design of the “don’t know” category influences the distribution of responses, all the more that the respondents’ attitudes toward the item topic are weak.     

Linearity,symmetry, and equidistance in semantic differential scales for measuring images of self and images of others

ABSTRACT

Violations of linearity, symmetry, and equidistance of scale points in semantic differential scales may be due to respondents failing to figure out antonyms, to a positivity bias, or to respondents curtailing their reading the options. Multiple correspondence analysis on data provided by a randomized between-subjects experiment (split-ballot), using a web survey of 537 German residents, shows that bipolar semantic differential scales allow for linear measurement and conceal no positivity bias, and that using not suitable adjective pairs in semantic differential scales destroys symmetry.