Explicating the market dimension in the study of digital innovation: a management framework for digital innovation

Digital innovation is gaining momentum among academics and business practitioners. Featuring increasingly cross-industry and multi-actor innovation processes, digital innovation reveals the inherent technology bias in the dominant perspectives on innovation. This study aims to transfer the focus from technology-centred ideas of digital innovation to a more balanced concept in which digital innovation is conceptualised as a combination of multiple needs and solutions linked to various actors and their behaviours. The study builds on a longitudinal case study. The article contributes by providing a partial response to the explicit calls for strategic frameworks that capture the process of digital innovation. Furthermore, the article explicates the market dimension of digital innovation and extends the analysis of the market dimension from a limited view of customer information and user knowledge to further include needs, actions, and behaviours of market actors directly or indirectly using, complementing, or substituting the digital innovation and innovation process.     

Scenario Simulation: Theory and methodology

This paper presents a new simulation methodology for quantitative risk analysis of large multi-currency portfolios. The model discretizes the multivariate distribution of market variables into a limited number of scenarios. This results in a high degree of computational efficiency when there are many sources of risk and numerical accuracy dictates a large Monte Carlo sample. Both market and credit risk are incorporated. The model has broad applications in financial risk management, including value at risk. Numerical examples are provided to illustrate some of its practical applications.     

基于集对分析的皖江城市带资源环境承载力测度与调控路径

在对资源环境承载力内涵深度理解的基础上,从社会经济、环境保护、资源利用3个方面构建了资源环境承载力测度的指标体系,应用集对分析法,对皖江城市带2007~2016年十年间的资源环境承载力变化态势进行了测度。发现:资源环境承载力大小与社会经济子系统之间呈明显的正相关关系,皖江城市带资源环境承载力近年来向好的方向转归的趋势较为明显。基于测度结果,针对皖江城市带当前的经济发展模式,从顶层设计、制度安排、府际合作、产业引导和主体协同五个方面提出了相应的调控路径。     

Methods for estimating optimal Dickson and Waters modification dividend barrier

In applications of collective risk theory, complete information for the distribution of individual claims amount is often unknown, but reliable estimates of its first few moments may be available. Dickson and Waters [Dickson, D.C.M. and Waters, H.R., (2004) Some optimal dividends problems, Astin Bulletin, 34, 49–74.] pointed out that shareholders should be liable to cover the deficit at ruin. Thus, they considered b the level of the barrier that maximizes the expectation of the difference between the discounted dividends until ruin and the discounted deficit at ruin. For such a situation, this paper develops methods for estimating the Dickson–Waters modification for the optimal dividend barrier b with the expectation of discounted penalty at ruin. In particular, two De Vylder approximations are explained, and the diffusion approximation for the expectation of discounted penalty at ruin is examined. For several claim amount distributions, the approximate values are compared numerically with exact values.     

一种基于多人决策的供应链协同决策模型

为解决供应链协同决策的有效性问题,本文分析供应链协同决策与群体决策的区别,采用构建决策流程和决策模型、基于集对理论的共识度评价等方法,建立基于模糊多目标多人决策的供应链协同决策建模,并通过算例验证模型的合理性和有效性。     

政府政绩综合评价的指标体系与方法研究

政府政绩综合评价是一项系统工程,对此必须用科学的发展观、政绩观,制定全面、客观的、可行的考核指标体系,建立科学、合理的评价方法,为国家评价政府能力和政绩提供理论上和技术上的支持和服务。     

长江经济带城市洪涝脆弱性评估——以南京、武汉和成都为例

在全球气候变暖和海平面上升的背景下,随着城市化水平的不断提高,城市系统面临洪涝灾害的风险形势也更加严峻。构建长江经济带城市洪涝脆弱性评估模型,采用熵权法确定权重,运用模糊集对分析法判断样本所属等级,对南京、武汉和成都的城市洪涝脆弱性进行评估。结果表明:2012—2016年,南京市平均洪涝脆弱度最低,受低人口密度、建成区高绿化率以及较高经济密度作用,洪涝脆弱性整体呈下降趋势;武汉市平均洪涝脆弱度最高,由于人口密度过高、建成区绿化率过低导致洪涝脆弱性呈现恶化态势;成都市平均洪涝脆弱度位于中等,受人口密度下降、经济密度和排水管道密度上升的影响,洪涝脆弱性呈下降趋势;提出了大力发展当地经济、合理调整城市化速度、兴修排水基本设施等降低长江经济带城市洪涝脆弱性的建议。     

Approximation methods for piecewise deterministic Markov processes and their costs

In this paper, we analyse piecewise deterministic Markov processes (PDMPs), as introduced in Davis (1984). Many models in insurance mathematics can be formulated in terms of the general concept of PDMPs. There one is interested in computing certain quantities of interest such as the probability of ruin or the value of an insurance company. Instead of explicitly solving the related integro-(partial) differential equation (an approach which can only be used in few special cases), we adapt the problem in a manner that allows us to apply deterministic numerical integration algorithms such as quasi-Monte Carlo rules; this is in contrast to applying random integration algorithms such as Monte Carlo. To this end, we reformulate a general cost functional as a fixed point of a particular integral operator, which allows for iterative approximation of the functional. Furthermore, we introduce a smoothing technique which is applied to the integrands involved, in order to use error bounds for deterministic cubature rules. We prove a convergence result for our PDMPs approximation, which is of independent interest as it justifies phase-type approximations on the process level. We illustrate the smoothing technique for a risk-theoretic example, and compare deterministic and Monte Carlo integration.     

从双“S”曲线模型看满洲里市的经济发展

内蒙古满洲里市由于处于中俄边境地区，第三产业极其发达，使其经济过早的出现了缓慢发展的态势。因此，根据双“S”型曲线模型，满洲里市要寻求新的经济增长点，使其经济达到真正意义上的发达水平。