基于事故树的无人机编队飞行冲突风险研究

为充分了解当前无人机编队飞行冲突事故征候的成因,并对其发生原因进行有重点的预防和对事件发生概率的精确预测,首先对其原因进行分析;总结导致其发生的基本事件,计算事故树模型的最小割集和各个基本事件的结构重要度;其次对无人机编队飞行冲突事故征候的发生概率进行取值,得出基本事件的概率重要度,指出基本事件发生概率对顶事件发生概率的影响,为以后无人机编队飞行安全性能的提高提供可靠建议。     

一种煤矿事故分析与预测的新方法——集对分析与事故树的融合

煤矿开采属于特种作业,人的不安全行为和物的不安全状态都可能引发事故的发生,容易造成重大人身伤害和财产损失。事故的分析和预测是安全的重要保证,针对事故树顶上事件的发生概率对系统安全评价的重要性,首先介绍了集对分析的基本理论,以及集对分析理论与事故树分析的结合求解顶上事件发生概率的模型;接着举例加以说明,并分析计算结果;最后总结了运用集对分析方法在对顶上事件发生概率进行判定的优越性。同以往的求解的方法相比,集对分析理论是从同一性、差异性和对立性三个方面对基本事件发生概率进行预测,这样更加的符合煤矿系统工程实际。     

基于ETA的油库作业安全风险评估研究

根据油库作业安全管理规定和要求,研究形成了一种基于ETA的油库作业安全风险评估方法。该方法通过构造油库作业事件树,定量计算各后果事件的发生概率,并结合后果事件的严重程度确定风险指数,科学划分风险等级,发布相应风险警报,从而有效防范事故发生。油库输油管线动火作业安全风险评估实例表明了此方法的科学性和有效性。     

内部风险控制信息系统的构建

风险控制要求在风险识别和风险衡量的基础上,针对企业所存在的风险,积极采取控制措施,以消除风险因素或减少风险因素的危险性。在事故发生前,降低事故的发生概率;在事故发生后,将损失减少到最低限度,从而达到降低预期财产损失的目的。因此,风险控制的本质是减少损失概率或降低损失程度。     

基于贝叶斯网络的玻璃幕墙运维安全风险分析

玻璃幕墙安全风险随着其使用年限的增加而愈加突出,为了预防和减少玻璃幕墙运维安全风险及事故损失,本文对玻璃幕墙面板破碎、胶合材料失效和固定支撑件破坏等各类安全风险进行系统分析,并结合经验对风险因素之间逻辑关系进行补充修正,构建贝叶斯网络,运用贝叶斯网络的不确定性推理理论,预测玻璃幕墙运维安全风险的发生概率,并反向诊断出玻璃幕墙运维事故的关键致险因素,以便能够快速实现风险监测及事故排查.     

工程监理安全风险及防范对策研究

一、工程监理安全风险内涵及分类分析 所谓风险是指在特定客观情况下,某一事件其预期结果与实际结果间的变动程度.风险,从管理角度看是指发生某种不利事件或损失的各种可能情况的总和.具体地说,是指发生损失的可能性、或然性、变动性、不确定性等.风险有两个基本构成要素:一是负面性,即发生的是不利事件和损失;二是不利事件发生的现实可能性或概率的大小.     

从资产负债视角看企业财务风险测量

一、企业财务风险测量理论及方法。所谓财务风险测量．是指在对过去大量财务风险事件及资料进行分析的基础上，运用概率和数理统计等方法对特定财务风险事件发生的概率及风险事件发生后所成的财务风险损失的严重程度进行定量分析，从而预测得出一个较为接近实际的估测结果。而企业某一特定财务风险事件产生的概率及该风险事件所造成的财务损失大小，是财务风险测量要解决的两个重要问题。     

高处作业安全事故发生的使能条件与保护层分析

由于高处作业环境复杂、工种交叉作业频繁、人工作业比例大,因而高处坠落事故频发,人员伤亡与财产损失大。根据事故致因理论,高处坠落事故致因因素包括人的不安全行为和物的不安全状态。通过确定高处作业场景中物的不安全状态水平与人不安全行为水平,引入使能条件修正初始事件发生频率,定量计算危害发生的概率,分析已有保护层的保护能力和保护失效的概率,并根据分析结果确定所需设定的保护等级。以海南琼中抽水蓄能电站竖井下弯段施工安全防护系统开发与设计为例,分析掌子面钻孔施工高空作业台车事故发生的使能条件和环境风险、过程风险,以期为高空作业台车的保护层分析提供理论依据。     

液化天然气燃料动力船舶定量风险

天然气在中国的开发应用较晚,试点改造船舶存在安全隐患。文章分析了导致危险事件的一般原因,确定危害影响因子对改造船舶的设计和操作有指导作用。基于个人风险因素,分析了各类事故发生概率,选择了合适的后果模型,指出改用天然气作为船舶燃料后满足安全推荐标准的要求。     

基于模糊事故树的深基坑防排水风险评估

降水是影响基坑工程施工安全的关键性因素之一,为了减少和预防基坑防、降水不当导致的基坑失稳事故,建立了基于模糊事故树法的基坑防排水工程风险评估体系。从止水、排水、降水三个方面,对基坑工程防排水措施中的危险源进行了分析和辨识,建立了基坑防排水事故树。用三角模糊数表述基本事件发生概率,计算得到系统模糊失效概率。通过中值法进行重要度分析,得到系统各基本事件的模糊重要度。工程实例应用表明,评估结果与实际情况较为符合,系统模糊失效概率能较好的反映基坑防排水系统的风险水平,模糊重要度的分析可为制定基坑施工安全措施和应急方案提供指导。     

Resource allocation, equity and public risk: Dying one at a time vs dying all together

This paper focuses on the evaluation, from an individual and societal perspective, of risk in terms of possible loss of life due to an exposure to two different types of events over a period of time. The two types are: risk of death from a catastrophic event (a sudden death of many people in a disaster at a yet unknown point in time) expected to occur during a planning period, or risk of death from another event (e.g. disease, road accident, etc) which claims fewer lives each year. but for which the expected total number of deaths over the planning period is equal to the expected number of deaths from the catastrophic event. Our analysis considers the extreme case in which these two types of events have the same probabilities of death every year and the same expected number of fatalities over the planning period. The individual's decision problem is described using a von-Neumann Morgenstern (vNM) utility function. The model suggests that the choice between these types of events depends on the value of the following variables: the probability of death over the planning period, the length of the planning period, the individual's time preference pattern, and the utility of being in different anxiety states. Stochastic extensions that may direct the public decision making process (involving aggregated preferences) are discussed. We also discuss issues of implementation.     

Developments in non-expected utility theories: an empirical study of risk aversion

This paper investigates different developments in non-expected utility theories. Our focus is to study the agent’s attitude towards risk in a context of monetary gambles. Based on simulated data of the “Deal or No Deal” TV game show, we first compare the performance of the expected utility model versus a loss-aversion model. We find that the loss-aversion model has a better performance compared to the expected utility model. We then study the attitude towards risk according to two parameters: the relative risk aversion coefficient defined over the value function and the probability weighting coefficient proposed by the Cumulative Prospect Theory. We find evidence for probability weighting being undertaken by contestants reflecting less risk aversion over large stakes. We also explore the performance of two models of rank-dependant utility: the Quiggin (1982) and the power probability weighting models. We find that the probability weighting coefficient is still significant for both models. Finally, we integrate initial wealth into the contestants’ preferences function and we show that the initial wealth level affects the estimates of risk attitudes.     

极端波动情景中的压力测试和极值理论方法研究

VaR描述的是市场正常波动情况下的资产组合最大可能损失,指出了不利事件发生的概率,但没有说明不利事件发生时的实际损失到底有多大。为了测量在这些小概率极端情况下的风险,本文对当前测量极端波动情景中较为先进的情景分析、系统化压力测试和极值分析方法进行较为全面的研究。     

Is it a Timing or a Probability Effect? Four Simulations and an Application of Transition Rate Models to the Analysis of Unemployment Exit

Among the applications of event history analysis, in the last 10 years the lion's share has been played by proportional transition rate model. This type of models suffers from a major draw-back: it does not allow us to distinguish whether a covariate affects the event timing (the event occurs sooner/later) or the overall probability of the ultimate event occurrence (the chances of occurrence are constantly higher/lower). Thus, a positive/negative effect of a covariate found using a proportional transition rate model might reflect an acceleration/deceleration in the timing of the event and/or a high/low probability of the ultimate event occurrence (Yamaguchi, 1992). This paper shows how this problem can be reformulated in terms of the proportionality/non proportionality of the covariate effects. A twofold solution to disentangle the timing/probability problem is presented: this solution consists of a test of the proportionality of the covariate effects and a computation of the survival function at the end of the time interval studied. Two applications are discussed. The first one is based on four simulated processes. The second is based on an analysis of unemployment exit in Italy, with particular attention being paid to the effects of unemployment benefits. In the conclusion, implications for future applications of event history analysis are discussed.     

Are CEOs expected utility maximizers?

Are individuals expected utility maximizers? This question represents much more than academic curiosity. In a normative sense, at stake are the fundamental underpinnings of the bulk of the last half-century’s models of choice under uncertainty. From a positive perspective, the ubiquitous use of benefit-cost analysis across government agencies renders the expected utility maximization paradigm literally the only game in town. In this study, we advance the literature by exploring CEO’s preferences over small probability, high loss lotteries. Using undergraduate students as our experimental control group, we find that both our CEO and student subject pools exhibit frequent and large departures from expected utility theory. In addition, as the extreme payoffs become more likely CEOs exhibit greater aversion to risk. Our results suggest that use of the expected utility paradigm in decision making substantially underestimates society’s willingness to pay to reduce risk in small probability, high loss events.     

Nonrecursive separation of risk and time preferences

Recursive utility disentangles preferences with respect to time and risk by recursively building up a value function of local increments. This involves certainty equivalents of indirect utility. Instead we disentangle preferences with respect to time and risk by building up a value function as a non-linear aggregation of certainty equivalents of direct utility of consumption. This entails time-consistency issues which are dealt with by looking for an equilibrium control and an equilibrium value function rather than a classical optimal control and a classical optimal value function. We characterize the solution in a general diffusive incomplete market model and find that, in certain special cases of utmost interest, the characterization coincides with what would arise from a recursive utility approach. But also importantly, in other cases, it does not: The two approaches are fundamentally different but match, exclusively but importantly, in the mathematically special case of homogeneity of the value function.     

金融素养、金融资产配置与投资组合有效性

基于动态最优控制理论模型，运用中国家庭微观调查数据，系统研究了金融素养在家庭金融资产配置中的作用及对投资组合有效性的影响。理论分析表明，在一定条件下，金融素养能够显著提升家庭资产中风险性资产的配置比重，有助于实现消费效用最大化。考虑了内生性的实证分析结果表明：金融素养对于风险性资产与金融资产具有显著的正向影响，但无法作用于国债这类无风险资产；金融素养的提升有助于增加股票与基金的配置概率，有助于实施积极的投资策略，但对消极投资策略不显著；金融素养的提升能够显著增加家庭投资组合有效性，促使家庭获得更多的超额回报。     

Revealed preference theory on the choice of lotteries

The choice behavior of a decision-maker is said to be consistent with expected utility maximization if there exists a utility function defined on the set of prizes such that the decision-maker chooses lotteries with the highest expected utility. We present a revealed preference characterization of choice behavior that is consistent with expected utility maximization. A necessary and sufficient condition for expected utility maximization is that there does not exist a way to compound lotteries such that the probability distribution over the final prizes generated by the chosen lotteries of each observation is equal to that generated by the rejected lotteries of each observation. Our result is quite general and can be applied to any compact set of prizes and any choice correspondence.