Flood Catastrophe Model for Designing Optimal Flood Insurance Program: Estimating Location‐Specific Premiums in the Netherlands

As flood risks grow worldwide, a well‐designed insurance program engaging various stakeholders becomes a vital instrument in flood risk management. The main challenge concerns the applicability of standard approaches for calculating insurance premiums of rare catastrophic losses. This article focuses on the design of a flood‐loss‐sharing program involving private insurance based on location‐specific exposures. The analysis is guided by a developed integrated catastrophe risk management (ICRM) model consisting of a GIS‐based flood model and a stochastic optimization procedure with respect to location‐specific risk exposures. To achieve the stability and robustness of the program towards floods with various recurrences, the ICRM uses stochastic optimization procedure, which relies on quantile‐related risk functions of a systemic insolvency involving overpayments and underpayments of the stakeholders. Two alternative ways of calculating insurance premiums are compared: the robust derived with the ICRM and the traditional average annual loss approach. The applicability of the proposed model is illustrated in a case study of a Rotterdam area outside the main flood protection system in the Netherlands. Our numerical experiments demonstrate essential advantages of the robust premiums, namely, that they: (1) guarantee the program's solvency under all relevant flood scenarios rather than one average event; (2) establish a tradeoff between the security of the program and the welfare of locations; and (3) decrease the need for other risk transfer and risk reduction measures.     

国外巨灾保险体制对中国的启示

中国长期受到自然灾害的困扰,建立适合国情的巨灾保险体制已经成为必然。分析中国巨灾保险在供给和需求两方面均呈现不足状态的原因,借鉴国际上巨灾保险体制发展较好国家的经验,认为建立完善的巨灾保险体制需要从建立完备的法律体系、发展繁荣的巨灾保险市场和培养多层次的巨灾风险管理体系几个方面入手。从目前情况来看,应该从建立完善的法律体系、发展再保险市场、建立巨灾风险基金和发展政府巨灾债券几个方面着手,建设多层次的、适合中国国情的巨灾保险体制。     

基于改进突变级数法的农产品物流产业评估模型研究

对农产品物流产业发展水平进行客观、准确的分析与评估,可为政府部门优化与调整产业发展、合理制定产业规划提供科学依据。运用突变级数法与离差最大化法构建农产品物流产业评估模型,并选取广东和山东两省20102014年相关数据对构建的评估模型进行实例分析。结果表明：广东省农产品物流产业发展的优势主要体现在信息化水平与经济基础两方面,基础设施建设则是当前制约其产业发展的关键因素;而庞大的产业规模是现阶段支撑山东省农产品物流产业发展的重要力量。改进的突变级数评估模型既克服了主观赋权的局限,又不失科学性和合理性,计算简单,具有重要实用价值。     

20世纪80-90年代俄罗斯文学中的"世纪末"意识

２０世纪与２１世纪之交在俄罗斯出现了所谓“世纪末”文学。“世纪末”文学这一术语中的“世纪末”不仅含有时间的意义,还含有政治和宗教、文化的意义。“世纪末”意识是对苏维埃时代的末年和２０世纪末年俄罗斯民族和社会转型引起的生存危机的感受和认识。２０世纪８０－９０年代俄罗斯文学中“世纪末”意识主要表现在:“世界末日”大灾难的思想－感情、面对“末日审判”进行反思的思想－感情和摆脱危机获得复活与再生的思想－感情。     

巨灾风险债券的契约条款设计机制分析

巨灾风险债券的契约条款是债券交易各方权利义务关系的载体。基于剩余索取权与控制权对应的一般原则,必须在理顺债券运行中多方主体的权利义务关系,因为巨灾风险债券的条款设计须解决的一个核心问题,也不例外的在于如何平衡债权债务双方的权利义务关系,保证债券的顺利运作。但是,在进行巨灾风险债券契约条款设计时,必须比较巨灾风险债券在现金流结构、信用结构和期权结构上与一般债券的异同,在债券契约条款设计中应包含一些限制性条款,以便巨灾风险债券的契约条款的科学性。     

财务危机预警指标体系及指数构建——来自创业板上市公司的证据

运用主成分分析法筛选指标构建财务危机预警指标体系,该体系包含4个因子9个指标。采用突变级数法编制财务危机预警指数,对我国创业板260家上市公司进行了预警。研究结果表明:创业板上市公司盈利状况和现金流量状况相对较好,偿债能力和营运能力欠佳。最终确定财务预警指数参考临界值为0.743。     

辽宁省政策性农业保险可持续发展的对策思考

本文在对辽宁省政策性农业保险调查研究基础上,分析了制约政策性农业保险发展的因素及成因,对推进政策性农险持续发展提出以下政策建议：强化政府引导,建立省级的巨灾风险分散机制,完善财政补贴划拨机制,确保各级财政补贴及时足额到位,加强对保险机构合规经营的监管,规范市场行为,着力培育农民的保险意识。     

The purse and the butterfly: A mathematical psychology approach to the genome in the new reality

Abstract

George Lakoff 's theory of categories renews a global epistemological struggle over who best describes reality. Color perception becomes a prototype solution as Lakoff enlists the aid of anthropology and biopsychology to challenge claims from contemporary psycholinguistics, philosophy, mathematics and psychology. The problem is that the color perception prototype upon which Lakoff bases his metaphor is flawed in the same way and for the same reasons that Lakoff attacks conventional approaches and paradigms. This thesis is tantamount to embracing and extending Lakoff 's approach, but with judicious substitutions. Most important, morphogenesis (the development of the human embryo) is substituted for Lakoff 's biopsychology of the brain. In addition to the radical breakdown of logic, language and mathematics encountered by Lakoff, irreconcilable differences between diverse paradigms and diverse cultures add to the numbers of difficult problems.

Substituting Thom's morphogenesis mathematics for conventional mathematics resolves the problems with mathematics but distorts conventional logic, language and paradigms to the point of crashing. Supplementing Lakoff 's adaptation of anthropological prototypes with Maruyama's formulation of mindscapes is the first step toward resolving irreconcilable differences between diverse paradigms and cultures. Combining Maruyama's formulation of a morphogenic paradigm with Lakoff 's approach to categories precludes distortion by incompatible paradigms. Outsourcing logic to Eastern countries is the cost effective strategy for resolving reasoning problems. Finally there is the crucial problem of ecological validity, a problem not covered by Lakoff 's cognitive psychology.

Direct observations in natural environments and mathematical models that make natural environment predictions supporting the morphogenesis paradigm resolve the problem of ecological validity. Fashion fabrics and twilight color displays falsify predictions made by the color vision prototype. Falsification of this paper will rest primarily on the paper's prediction of demographic catastrophes that are to occur as a consequence of X chromosome intelligence.     

突变模型下的产品价格与品牌效应分析

市场条件下，生产和销售同类产品的多家企业市场需求变化以及企业间的相互影响，会导致同类产品供需间出现明显的非线性关系。本文则通过应用非线性突变理论，采用几何图形以及梯度图形对多参数连续变化引起的企业品牌效应、产品价格及相互影响因子间的突变关系做出了较好的解释，同时指出企业在竞争激烈的市场环境下获取竞争优势所应采取的措施。     

Promoting sense-making in volatile environments: Developing resilience in disaster management

Over the past decade, the research on disaster administration has taken a critical look at the command and control operations in disaster response and recovery. Following the notable bureaucratic failures in response to Hurricane Katrina and the tsunami in Indonesia, researchers have focused on disaster administration system. The various actors within the system should focus on sense-making and resilience to be agile in the face of catastrophic events. This study profiles the contributions made through a focus on developing resilience in disaster management. Through a detailed literature review in multiple areas of the disaster management literature, along with illustrative examples from the challenges that agents have faced in several recent global disasters from 2014 to the present, the importance of resilience is highlighted. Areas for future research are included.