谈谈预应力混凝土梁板的拱度控制

预应力混凝土结构已被逐渐广泛地应用于工程中,而预压力所产生的拱度正好可以抵消荷载作用下梁板所产生的挠度,显然这对结构是有利的。然而如果拱度过大,对于桥梁工程来说,造成公路桥梁路面不平顺,导致行车不顺畅,产生负面效果。因此,如何控制好结构的拱度也是一个亟待解决的问题。文章主要从拱度的成因、结构的材料等几个方面来谈谈对结构拱度的控制。     

连锁零售企业人力资源管理困境探析——以浙江为例

近年来在我国沿海地区,连锁零售企业在快速发展的同时正遭遇越来越多的问题,其中最突出的问题存在于人力资源管理方面,如人力资源短缺与流失严重,人力成本增长过快等等。只有认真分析人力资源管理面临的问题并予以破解,连锁零售企业才可能克服发展的瓶颈,重新获得快速的增长。     

效用理论在飞行安全风险评估中的应用

为科学划分飞行安全风险等级,将效用理论引入飞行安全风险领域,利用效用函数,建立了飞行安全风险评估模型。在分析飞行安全风险的基础上,通过定义事故或危险事件损失效应,选取合适的效用函数进行飞行安全风险的度量。模型有效区分了类似飞行事故这样高损失、低概率事件与飞行事故征候这样低损失、高概率事件风险之间的差异,克服了期望值法的局限性。最后通过实例验证了该方法的科学性和有效性。     

Oil price forecasting under asymmetric loss

Based on the approach developed by Elliott et al. (2005), we found that the loss function of a sample of oil price forecasters is asymmetric in the forecast error. Our findings indicate that the loss oil price forecasters incurred when their forecasts exceeded the price of oil tended to be larger than the loss they incurred when their forecast fell short of the price of oil. Accounting for the asymmetry of the loss function does not necessarily make forecasts look rational.     

Litteraturanmeldelse

This article examines the notion of distortion of copulas, a natural extension of distortion within the univariate framework. We study three approaches to this extension: (1) distortion of the margins alone while keeping the original copula structure; (2) distortion of the margins while simultaneously altering the copula structure; and (3) synchronized distortion of the copula and its margins. When applying distortion within the multivariate framework, it is important to preserve the properties of a copula function. For the first two approaches, this is a rather straightforward result; however, for the third approach, the proof has been exquisitely constructed in Morillas (2005). These three approaches unify the different types of multivariate distortion that have scarcely scattered in the literature. Our contribution in this paper is to further consider this unifying framework: we give numerous examples to illustrate and we examine their properties particularly with some aspects of ordering multivariate risks. The extension of multivariate distortion can be practically implemented in risk management where there is a need to perform aggregation and attribution of portfolios of correlated risks. Furthermore, ancillary to the results discussed in this article, we are able to generalize the formula developed by Genest &; Rivest (2001) for computing the distribution of the probability integral transformation of a random vector and extend it to the case within the distortion framework. For purposes of illustration, we applied the distortion concept to value excess of loss reinsurance for an insurance policy where the loss amount could vary by type of loss.     

CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES

Constant proportion portfolio insurance (CPPI) allows an investor to limit downside risk while retaining some upside potential by maintaining an exposure to risky assets equal to a constant multiple of the cushion , the difference between the current portfolio value and the guaranteed amount. Whereas in diffusion models with continuous trading, this strategy has no downside risk, in real markets this risk is nonnegligible and grows with the multiplier value. We study the behavior of CPPI strategies in models where the price of the underlying portfolio may experience downward jumps. Our framework leads to analytically tractable expressions for the probability of hitting the floor, the expected loss, and the distribution of losses. This allows to measure the gap risk but also leads to a criterion for adjusting the multiplier based on the investor's risk aversion. Finally, we study the problem of hedging the downside risk of a CPPI strategy using options. The results are applied to a jump-diffusion model with parameters estimated from returns series of various assets and indices.     

电网的经济运行

电网中损耗原因有很多,其中变压器损耗、线损和网损是最主要的三种.本文首先介绍了变压器损耗、线损和网损的理论计算方法,然后从多个角度提出了降低配电网的措施.     

优化物流运营效率下的交通运输规划模式探究

在前人研究的基础之上,对优化物流运营效率下的交通运输规划模式做了大体的介绍,分析了我国现阶段物流交通运输规划模式,指出其不足之处,然后对优化物流运营效率下的交通运输规划模式做出展望。     

UNDERSTANDING THE FINANCIAL CONSEQUENCES OF THE BULLWHIP EFFECT IN A MULTI‐ECHELON SUPPLY CHAIN

This article is concerned with how supply chain strategies can mitigate the Bullwhip Effect and inflated inventories from the perspective of the central firm (typically a manufacturer) in the supply chain. We first outline a base case scenario with a validated system dynamics simulation model, using supply chain characteristics as reported by a real firm, in this case a Mexican electronics supplier to U.S. automobile assemblers. We find, surprisingly, that a lower Bullwhip Effect Index (BE) does not always lead to lower costs in the supply chain studied. Furthermore, sensitivity analysis suggests some interesting, counterintuitive results. The implications of these findings are further developed as we test how lead time reduction can also reduce the Bullwhip Effect in the simulated setting.     

论我国证券基金制度的异化倾向

近年来,我国证券基金发展势头迅猛,但尚缺乏能确保其可持续发展的制度支撑。应防止以下四个异化倾向:基金作为信用工具之一,信用制度是其基础,应防止冒进倾向;与其他经济制度一样,利益制度是核心,应防止失衡倾向;证券投资是其主要业务,运作制度是重点,应防止风险倾向;基金自身与证券市场的发展离不开有效监管,制度是保障,应防止虚位倾向。