Uncertainty Analysis for Computer Model Projections of Hurricane Losses

Projecting losses associated with hurricanes is a complex and difficult undertaking that is wrought with uncertainties. Hurricane Charley, which struck southwest Florida on August 13, 2004, illustrates the uncertainty of forecasting damages from these storms. Due to shifts in the track and the rapid intensification of the storm, real-time estimates grew from 2 to 3 billion dollars in losses late on August 12 to a peak of 50 billion dollars for a brief time as the storm appeared to be headed for the Tampa Bay area. The storm hit the resort areas of Charlotte Harbor near Punta Gorda and then went on to Orlando in the central part of the state, with early poststorm estimates converging on a damage estimate in the 28 to 31 billion dollars range. Comparable damage to central Florida had not been seen since Hurricane Donna in 1960. The Florida Commission on Hurricane Loss Projection Methodology (FCHLPM) has recognized the role of computer models in projecting losses from hurricanes. The FCHLPM established a professional team to perform onsite (confidential) audits of computer models developed by several different companies in the United States that seek to have their models approved for use in insurance rate filings in Florida. The team's members represent the fields of actuarial science, computer science, meteorology, statistics, and wind and structural engineering. An important part of the auditing process requires uncertainty and sensitivity analyses to be performed with the applicant's proprietary model. To influence future such analyses, an uncertainty and sensitivity analysis has been completed for loss projections arising from use of a Holland B parameter hurricane wind field model. Uncertainty analysis quantifies the expected percentage reduction in the uncertainty of wind speed and loss that is attributable to each of the input variables.     

冲突视角下运输订单商业竞争战略研究

运用图模型理论研究冲突视角下中欧班列运营过程中运输订单商业竞争战略,构建“渝新欧”班列运营商、“苏满欧”班列运营商和昆山IT企业之间的商业竞争冲突模型。利用TOPSIS法评估班列的运输效率,确定决策者偏好,通过计算均衡解获得符合各决策者利益的理性对策。借助灵敏度分析研究决策者偏好改变对模型冲突结果的影响。研究表明:在竞争中,运输效率较低的一方可以通过降低价格弥补自身劣势而获得订单;运输效率较高的一方只有通过降价才能获得订单。该研究为班列运营商提供利益冲突中的商业竞争战略,能为顾客企业选择高效合理的运输线路提供有效的战略决策,同时亦能为宏观调控者规范市场、提高市场运输效率提供有效的政策启示。     

我国困境儿童政策优化与精准服务策略:文化敏感与需要满足

儿童具有天然的脆弱性和依存性,因而需要对其进行关爱保护和福利保障。近十年来,我国针对社会转型过程中大量出现的失依、残疾、重病、流浪、贫困、受虐、监护缺失等类型困境儿童出台了一系列生活保障和关爱保护的政策,试图构建适度普惠型儿童福利制度以促进儿童的福祉和发展。但受制于专业人才配置不足、专业理论指引不强以及基层工作人员行政思维惯性固化等因素,导致困境儿童政策与服务层面均存在文化敏感性不足的问题,表现于注重对象资格识别而对对象内部需求差异关注不足;注重儿童工作网络建设而对福利传递效能关注不足;注重货币化救助帮扶而对专业服务提供关注不足;注重活动化短期服务而对全生命周期服务关注不足。因此,在探索困境儿童政策优化和精准服务创新过程中,很有必要在文化敏感和需要理论指引下,应采取服务理念更新、福利制度优化、专业人才配置、多元主体整合、整体性服务供给等策略,以促进中国特色的儿童福利体系。     

Moment‐Independent Sensitivity Analysis Using Copula

In risk assessment, the moment‐independent sensitivity analysis (SA) technique for reducing the model uncertainty has attracted a great deal of attention from analysts and practitioners. It aims at measuring the relative importance of an individual input, or a set of inputs, in determining the uncertainty of model output by looking at the entire distribution range of model output. In this article, along the lines of Plischke et al., we point out that the original moment‐independent SA index (also called delta index) can also be interpreted as the dependence measure between model output and input variables, and introduce another moment‐independent SA index (called extended delta index) based on copula. Then, nonparametric methods for estimating the delta and extended delta indices are proposed. Both methods need only a set of samples to compute all the indices; thus, they conquer the problem of the “curse of dimensionality.” At last, an analytical test example, a risk assessment model, and the levelE model are employed for comparing the delta and the extended delta indices and testing the two calculation methods. Results show that the delta and the extended delta indices produce the same importance ranking in these three test examples. It is also shown that these two proposed calculation methods dramatically reduce the computational burden.     

Preschoolers' Attachment to Mother and Risk for Adjustment Problems in Kindergarten: Can Teachers Make a Difference?

Based on attachment theory, two aims were addressed. Firstly, we tested whether close teacher–child relationships may buffer children who are less securely attached to their mothers against negative outcomes, such as aggressive behavior. Secondly, our study evaluated whether teacher sensitivity may protect less securely attached children against forming less close relationships with their teachers. In a sample of 127 children, mother–child attachment was observed in preschool. In kindergarten, teacher sensitivity was observed, and teacher–child closeness and child aggressive behavior were rated by the teacher. Results of multilevel hierarchical regression analyses first showed that with high teacher–child closeness, less securely attached children are no longer at risk for more aggressive behavior. Secondly, it was found that with high teacher sensitivity, less securely attached children are no longer at risk for developing less close relationships with their teachers.     

Symmetrical Design of Experiment in Global Sensitivity Analysis Based on ANOVA High-dimensional Model Representation

This article reviews symmetrical global sensitivity analysis based on the analysis of variance of high-dimensional model representation. To overcome the computational difficulties and explore the use of symmetrical design of experiment (SDOE), two methods are presented. If the form of the objective function f is known, we use SDOE to estimate the symmetrical global sensitivity indices instead of Monte Carlo or quasi-Monte Carlo simulation. Otherwise, we use the observed values of the experiment to do symmetrical global sensitivity analysis. These methods are easy to implement and can reduce the computational cost. An example is given by symmetrical design of experiment.     

Local influence diagnostics for incomplete overdispersed longitudinal counts

We develop local influence diagnostics to detect influential subjects when generalized linear mixed models are fitted to incomplete longitudinal overdispersed count data. The focus is on the influence stemming from the dropout model specification. In particular, the effect of small perturbations around an MAR specification are examined. The method is applied to data from a longitudinal clinical trial in epileptic patients. The effect on models allowing for overdispersion is contrasted with that on models that do not.     

对外开放形势下的利率风险管理问题研究

我国加入世贸组织后 ,利率市场化进程将加快 ,利率风险将成为我国商业银行的一种主要风险。文章在介绍西方主要的利率风险衡量技术的基础上 ,分析了对外开放形势下 ,我国商业银行利率风险产生的原因 ,并从商业银行、监管当局、金融市场三个层面提出利率风险管理的有关建议     

企业投资项目财务风险性分析

企业投资项目财务风险性分析中,如何看待和处理变量间的相关问题,不仅仅考虑变量的单点估计,而且应考虑动态和相关性。在风险分析中,忽视了相关性而且造成判断的失误,应引起足够的重视;变量之间存在相关性时,首先应进行相关性分析,其次进行相关性条件下的敏感性分析。如此做出的投资项目的风险分析更接近实际情况,减少投资风险,增加投资效益。     

Psychosocial Correlates of Interpersonal Sensitivity: A Meta-Analysis

This meta-analysis examines how interpersonal sensitivity (IS), defined as accurate judgment or recall of others’ behavior or appearance, is related to psychosocial characteristics of the perceiver, defined as personality traits, social and emotional functioning, life experiences, values, attitudes, and self-concept. For 215 independent studies reported in 96 published sources, higher IS was generally associated with favorable or adaptive psychosocial functioning. Significant mean correlations were found for 27 of the 40 categories of psychosocial variables; these categories covered many different personality traits, indicators of mental health, and social and work-related competencies. Moreover, many additional studies that fell outside these conceptual categories also showed significant positive relations between IS and numerous other psychosocial variables. Taken together, the results support the construct validity of IS tests and demonstrate that IS is associated with many important aspects of personal and social functioning.