Inference on Reliability in Two-parameter Exponential Stress–strength Model

The problem of hypothesis testing and interval estimation of the reliability parameter in a stress–strength model involving two-parameter exponential distributions is considered. Test and interval estimation procedures based on the generalized variable approach are given. Statistical properties of the generalized variable approach and an asymptotic method are evaluated by Monte Carlo simulation. Simulation studies show that the proposed generalized variable approach is satisfactory for practical applications while the asymptotic approach is not satisfactory even for large samples. The results are illustrated using simulated data.     

基于遗传算法的自动化立体仓库的货位优化分配

文章针对自动化立体仓库的库区和货位的分配策略问题进行了讨论,提出立体仓库的库区优化数学模型：在库区优化基础上,进一步提出货位优化数学模型．将Pareto最优解的概念与遗传算法相结合,提出了一种改进的解决多目标优化问题的Pareto遗传算法解决货位优化问题．给出了仿真实验及分析,结果表明采用改进遗传算法优化策略可以有效地解决自动化立体仓库的货位优化分配问题。     

Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing

Recently, a marked Poisson process (MPP) model for life catastrophe risk was proposed in Ekheden & Hössjer (2014). We provide a justification and further support for the model by considering more general Poisson point processes in the context of extreme value theory (EVT), and basing the choice of model on statistical tests and model comparisons. A case study examining accidental deaths in the Finnish population is provided. We further extend the applicability of the catastrophe risk model by considering small and big accidents separately; the resulting combined MPP model can flexibly capture the whole range of accidental death counts. Using the proposed model, we present a simulation framework for pricing (life) catastrophe reinsurance, based on modeling the underlying policies at individual contract level. The accidents are first simulated at population level, and their effect on a specific insurance company is then determined by explicitly simulating the resulting insured deaths. The proposed microsimulation approach can potentially lead to more accurate results than the traditional methods, and to a better view of risk, as it can make use of all the information available to the re/insurer and can explicitly accommodate even complex re/insurance terms and product features. As an example, we price several excess reinsurance contracts. The proposed simulation model is also suitable for solvency assessment.     

地震指数保险的帕累托最优赔付比例研究——以EQⅡ产品为例

EQⅡ是一种利用地震指数确定共同保险赔付比例的新型地震指数保险产品。本文基于巨灾经济损失分解的观点,推导出了帕累托最优EQⅡ保单设计的必要条件,并在CARA效用假设以及地震损失中个体差异的影响为伽马分布的条件下,得出了EQⅡ的帕累托最优赔付比例与地震指数之间的具体函数关系。最后利用中国大陆历年地震损失数据,分别对以地震震级和震中烈度作为指数的EQⅡ产品进行帕累托最优赔付比例体系的设计及定价。本文的研究结果表明,当前EQⅡ产品的保单设计符合帕累托最优的必要条件,并且风险管理能力稍弱的机构也可以根据自身风险偏好设计并发售满足帕累托最优条件的EQⅡ产品。此外,EQⅡ产品的帕累托最优赔付比例设计与地震区划中各区域的地震灾害特点和潜在的目标客户数量有关,因此本文建议EQⅡ的赔付比例应根据各区域地震灾害的具体情况分别进行设计。     

深圳市福田区基于可能—满意度法的适度人口规模初探

福田作为深圳的经济、政治、文化、信息中心,在改革开放30年的发展过程中涌入了大量外来人口,为经济的飞速发展作出了突出贡献,但同时也带来了系列社会问题。本文运用可能—满意度方法研究福田区适度人口规模,将多目标可能满意度模型细分为经济、环境资源和社会生活三个子模型,分别判断了各个子模型对系统的影响程度,分析了决定中心城区人口承载力的关键因素,并采用不同的合并算法确定了福田区2020年的适度人口规模,为相关部门决策提供参考。     

基于多规合一的基本农田划定研究*——以河南省柘城县为例

[目的]城市总体规划、土地利用总体规划、环境保护规划的矛盾严重限制着基本农田的划定以及有效保护,因此采用多规合一的思路对基本农田进行划定十分必要。[方法]文章以河南省柘城县为例,在多规合一的基础上,建立基本农田评估体系,对柘城县耕地进行分区。[结果]将柘城县耕地按照多规合一的指导思想划定最优划定层、允许调入层、缩减退出层,符合各个规划对于经济效益、生态效益要求;在完成土地利用总体规划规定的基本农田划定指标的前提之下,位于允许调入层的耕地作为基本农田划定的备选区,实现了基本农田的弹性划定;位于缩减退出层的耕地,选择区位条件、空间形态条件较优,结合城市规划、环境保护规划实现生态效益和环境效益,达到综合效益的最大化。[结论]基于多规合一的思路下划定基本农田,有利于缓和多规下的矛盾,有利于基本农田的保护。通过划定基本农田的备选区,对基本农田保护是一个有力的补充和保障。     

Optimal proportional reinsurance from the point of view of cedent and reinsurer

In the reinsurance market, the cedent and the reinsurer make their subjective evaluations of the utility and riskiness of the financial operations covered by a treaty by deriving preference rankings of the different kinds of agreements. If both the cedent and the reinsurer evaluate the operation underlying the treaty by means of their utility functions and adopt the criterion based on the comparison between the expected utilities in order to take into account the subjective attitude toward risk, then the indifference prices play a crucial role because they define the preference thresholds of the exchange, thus restricting the range of variability of the reinsurance price. By using an analytical approach, this paper examines the above problem identifying the margins for achieving Pareto-optimal solutions in trading insurance risks.     

单元滴灌面积最优化探讨

最佳滴灌面积由农作物灌水定额、毛管出水流量及相关控制加压设备的重量综合考虑对比计算确定。现有灌溉方式中最高效节水的灌溉方式是滴灌,随着国家现代农业的推广,滴灌在农业灌溉中所占份额越来越大。     

Eksamen i Forsikringsvidenskab og Statistik ved Köbenhavns Universitet. 2. Del. Den skriftlige Pröve

Abstract

This paper develops a Pareto scale-inflated outlier model. This model is intended for use when data from some standard Pareto distribution of interest is suspected to have been contaminated with a relatively small number of outliers from a Pareto distribution with the same shape parameter but with an inflated scale parameter. The Bayesian analysis of this Pareto scale-inflated outlier model is considered and its implementation using the Gibbs sampler is discussed. The paper contains three worked illustrative examples, two of which feature actual insurance claims data.     

Optimal currency area theory and monetary integration in the Andean and Caribbean regions

In this article, the author analyses the prospects for monetary integration in the Andean and Caribbean regions and stresses the regional specificities that should be taken into account. He points to the necessity to combine economic, political economy and institutional approaches to assess scenarios for monetary integration. The author also argues that the application of optimum currency area theory to regions with specific characteristics (in many respects different from the EU) might produce positive feed‐back effects for the development of OCA theory itself, highlighting specific aspects and implications of the same theory and stimulating theoretical research.