Estimation of the marginal expected shortfall under asymptotic independence

We study the asymptotic behavior of the marginal expected shortfall when the two random variables are asymptotic independent but positively associated, which is modeled by the so-called tail dependent coefficient. We construct an estimator of the marginal expected shortfall, which is shown to be asymptotically normal. The finite sample performance of the estimator is investigated in a small simulation study. The method is also applied to estimate the expected amount of rainfall at a weather station given that there is a once every 100 years rainfall at another weather station nearby.     

审计学教学改革应适应市场经济需要

目前审计学的教学方法及教学内容难以适应我国、世界经济环境的变化及信息技术的迅速发展，难以满足市场经济对审计人员的要求。因此，审计学在教学内容、教学方法、考核方式等方面必须改革，在教师队伍建设上必须进行创新。     

On a Dualization of Graphical Gaussian Models: A Correction Note

Abstract.  We correct two proofs concerning Markov properties for graphs representing marginal independence relations.     

两个随机变量的独立性和相关性之比较

从随机变量的独立性和相关性概念出发,运用反例和定理的形式详细探讨二者的区别和联系.     

Weakly implementable social choice rules

Previous investigations have shown that a social choice function which is partially implementable must be characterized by pervasive veto power. This paper investigates how much additional latitude in the design of social choice functions, and how much relief from this vetoers result, can be achieved by examining multi-valued social choice rules and relaxing the requirement of partial implementability to a requirement that we call weak partial implementability. We find that the power structures which characterize partially implementable social choice functions, including the veto properties, also characterize weakly partially implementable social choice rules. The conclusion is that invoking multi-valuedness and implementation of appealing social choice rules in strong Nash equilibria. Our results apparently exhaust the possibilities for implementation in strong Nash equilibrium. If any implementation possibility results are to be achieved, they can apparently come only by weakening the equilibrium requirement.     

论人大代表听审制度

人大代表旁听人民法院的审判活动 ,既是人大代表了解情况的有效途径 ,又是人大对“一府两院”实行监督的重要方式。又可以防止人大对“一府两院”工作的过多干预。目前 ,人大代表听审活动急需立法的推动和规范。人大在进行有关立法时 ,既要保证人大了解情况和监督目的的有效实现 ,又要保证人民法院审判活动的相对独立。     

论拉伦茨氏裁判方法的实质

使用传统的判案理论系统分析了拉伦茨氏的方法论体系。指出，拉伦茨氏方法论的基础是欧洲传统“名判”逻辑，其设定目标乃个案公决。拉伦茨氏强调了法官“续造法”的权力。所续造的“法”不是条法，而是曾经自主运用诸条法的模式，它理应有“现行法”的拘束力。“条法库”的缺漏由审判员以法律运用技术补足。诸准则之不谐或与宪法条法的不谐需赖“法益衡量”调谐。分析结论是，拉伦茨氏片面突出法官的自主地位，其方法论在本质上是现代法治社会一种尚需调制的折衷系统。     

进一步完善内部控制的思考

完善企业内部控制制度,已成为当前理论界和实务界最为关注的课题之一,也是贯彻《会计法》的一项要求。通过对内部控制概念的理解及我国内部控制的现状分析,提出了完善内部控制的关键因素。     

当代中国期刊的忧患与使命

由于因特网的普遍使用和中国加入WTO ,中国期刊面临着挑战 ,中国期刊人要更深刻地认识自己的困境和使命 ,作好文化自主、舆论自主的准备 ,作好培养期刊市场、发展期刊产业的准备。同时也要作好与数字化结合的期刊多形态发展的准备