Continuity Estimates for Ruin Probabilities

A method of continuity analysis of ruin probabilities with respect to variation of parameters governing risk processes is proposed. It is based on the representation of the ruin probability as the stationary probability of a reversed process. We apply Kartashov's technique designed for continuity analysis of stationary distributions of general Markov chains in order to obtain desired continuity estimates. The method is illustrated by the Sparre Andersen and Markov modulated risk models.     

煤矿开拓方案选择的层次灰关联决策

本文从井巷工程、工业场地、场外公路、主要设备、开拓方式、井筒水文地质、到火车的距离等七个方面建立了煤矿开拓方案评价的指标体系,并利用层次分析法与灰关联决策相结合的方式进行煤矿开拓方案的选择,进而给出煤矿开拓方案选择层次灰关联决策的具体步骤,最后进行实例应用。     

Learning from the implementation of Universal Free School Meals in Scotland using Normalisation Process Theory: Lessons for policymakers to engage multiple stakeholders

In 2014/15, Universal Free School Meals (UFSM) were introduced in Scotland and England for children in their first three years of primary school. This study examined the implementation of UFSM in Scotland using Normalisation Process Theory (NPT), a middle-range theory of implementation, to identify areas of learning for policymakers wishing to introduce or extend similar policies. NPT is predominantly used to evaluate interventions or new technologies in healthcare settings. Qualitative data were collected across Scotland using a case study approach shortly after implementation (n = 29 school-level stakeholders) and in the following school year (n = 18 school-level stakeholders and n = 19 local authority-level stakeholders). Observations of lunchtime in each school were conducted at both timepoints. Data were analysed using a thematic framework approach using NPT constructs and sub-constructs. Results suggested education and catering stakeholders experiences of implementation diverged most around the NPT concepts of coherence, cognitive participation, and reflexive monitoring. Lack of coherence around the purpose and long-term benefits of UFSM appeared to reduce education stakeholders’ willingness to engage with the policy beyond operational issues. In contrast, catering stakeholders identified a direct benefit to their everyday work and described receiving additional resources to deliver the policy. Overall, participants described an absence of monitoring data around the areas of greatest salience for education stakeholders. This study successfully used NPT to identify policy learning around school meals. Policymakers must increase the salience of such intersectoral policies for all relevant stakeholders involved before policy implementation, and plan adequate monitoring to evaluate potential long-term benefits.     

TPS系统参数组态应用示例

分散控制系统DCS在石油和化工生产中应用十分广泛。通过对系统组态使得系统功能得以实现。本文针对TPS系统控制站的常规控制点参数组态进行示例分析,有效解决生产中的实际问题,提高系统实用性。     

Towards an Integrated Statistical System at Statistics Netherlands*

Changes in circumstances put pressure on Statistics Netherlands (SN) to redesign the way its statistics are produced. Key developments are: the changing needs of data‐users, growing competition, pressure to reduce the survey burden on enterprises, emerging new technologies and methodologies and, first and foremost, the need for more efficiency because of budget cuts. This paper describes how SN, and especially its business statistics, can adapt to these new circumstances. We envisage an optimum situation as one with a single standardised production line for all statistics and a central data repository at its core. This single production line is supported by generic and standardised tools, metadata and workflow management. However, it is clear that such an optimum situation cannot be realised in just a few years. It should be seen as the point on the horizon. Therefore, we also describe the first transformation steps from the product‐based stovepipe‐oriented statistical process of the past to a more integrated process of the future. A similar modernisation process exists in the area of social statistics. In the near future both systems of business and social statistics are expected to connect at pivotal points and eventually converge on one overall business architecture for SN. Discussions about such an overall business architecture for SN have already been started and the first core projects have been set up.     

借鉴美国经验规范和发展我国货币市场基金

美国货币市场发达的主要原因在于可供交易的货币市场工具丰富,结构层次化、利率市场化,参与广泛等。我国货币市场规模小、品种单一,市场基础设施不完善,缺少相应的组织结构和制度保障,与美国货币市场化相去甚远。应借鉴美国的经验发展我国货币市场基金,加强货币市场基础设施建设,创新金融产品,加强货币市场基金风险管理,真正发挥货币市场基金作为现金管理工具的功能。     

商业银行经营革命：流程银行的构想与现实

传统商业银行是典型的“部门银行”,其在业务流程、组织结构、管理方式以及企业文化上存在诸多缺陷。“流程银行”是一种全新管理模式,根据客户或市场需求设定业务流程,再根据业务流程设机构和配置人员;业务流程步骤经过整合,形成流程模块,可以避免重复劳作从而提高管理效率;围绕着业务流程,各环节配合衔接紧密,资源配置效率高。从“部门银行”向“流程银行”转型是中国商业银行经营改革的主导方向。     

竞争对手随机进入具有随机寿命创新项目价值评估

在考虑了行业内不完全市场竞争条件下,竞争对手的随机进入及新技术随机出现对项目投资机会的价值影响,假设标的资产服从跳--扩散过程,获得了技术创新成果转化项目的投资机会的价值的模型.研究结果表明,若忽视行业中不完全市场竞争、竞争对手随机进入及新技术随机出现的影响,将会造成投资项目价值的不合理的估计.     

真空快速润麦工艺参数的试验研究

通过实验室试验,探索影响真空快速润麦的主要因素,对真空快速润麦工艺参数进行研究分析,为建设工业自动化生产线成套装备的设计提供技术支撑。