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We propose a novel class of convex risk measures, based on the concept of the Fréchet mean, designed in order to handle uncertainty which arises from multiple information sources regarding the risk factors of interest. The proposed risk measures robustly characterize the exposure of the firm, by filtering out appropriately the partial information available in individual sources into an aggregate model for the risk factors of interest. Importantly, the proposed risks can be expressed in closed analytic forms allowing for interesting qualitative interpretations as well as comparative statics and thus facilitate their use in the everyday risk management process of the insurance firms. The potential use of the proposed risk measures in insurance is illustrated by two concrete applications, capital risk allocation and premia calculation under uncertainty. 相似文献
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《Telecommunications Policy》2020,44(9):102011
This paper tracks increasingly aggressive initiatives by the United States government to reallocate spectrum on an expedited and unilateral basis well before conclusion of inter-governmental coordination. Rather than embrace the customary commitment to achieve consensus on global spectrum allocations at the International Telecommunication Union (“ITU”), the Federal Communications Commission (“FCC”) has auctioned off large blocks of frequencies for the next generation (“5G”) of wireless services.The FCC might have framed its first 5G auction, reassigning Ultra High Frequency (“UHF”) spectrum, as a one-time deviation from compliance with long standing, intergovernmental coordination procedures. These frequencies have ideal signal propagation characteristics and the Commission could use financial incentives—unavailable in most nations—to expedite “repacking” by incumbent broadcasters willing to move, share or abandon spectrum in exchange for ample financial compensation. However, the FCC has continued to auction off 5G spectrum on grounds that it must find ways to abate an acute shortage of wireless bandwidth and doing so will regain or maintain global leadership in wireless technologies. This paper offers a critical rebuke to unilateral spectrum management, because the short-term benefits expected by the U. S. government likely will be offset by countervailing harms to 5G manufacturers, carriers and consumers. The paper tracks fractious preparation for the ITU's 2019 World Radio Conference by the U.S. delegation and the mixed record achieved there. Additionally, the paper explains how injecting trade, industrial policy and national security issues at the ITU can trigger more delays and disputes, including possible retaliation by nations displeased with U.S. efforts to subvert traditional technology optimization goals.A worst case scenario has the ITU deadlocked and unable to reach closure on “mission critical” spectrum planning issues at World Radio Conferences, convened every four years. The paper concludes that costs and likely challenges to the efficacy and legitimacy of the ITU will reduce the benefits accruing from the FCC's unilateral, spectrum planning campaign. 相似文献
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在建筑工程项目中,严格控制工程造价,可以取得较好的经济效益。要做好建筑工程的造价控制工作,为企业赢得良好的经济效益,必须要求企业内部多方面进行协调与配合。 相似文献
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为解决目前集装箱配积载中尚需结合人工经验来进行箱位选配的问题,通过研究集装箱船配积载前重心距基线高,运用集装箱船初稳性高度计算原理,结合集装箱船的结构特点,建立集装箱船初稳性高度优化模型。运用交互式的线性和通用优化求解器编写程序,其研究成果将为实现集装箱船自动化配积载目标提供理论基础。 相似文献
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汽轮机乏汽余热利用是目前火力发电厂节能降耗,增加供热面积的一项重要工程,本文结合我厂实际对乏汽余热利用改造工程的优化进行了介绍,对热泵投运过程中及投运后对机组安全运行的影响和采取的措施进行了总结。 相似文献
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本文介绍了双马煤矿的建设情况,对矿井建设过程中制约掘进单进水平的原因进行了分析,提出优化生产环节、改进施工工艺和优化劳动组织管理、提高劳动工效的具体措施。 相似文献
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超奈奎斯特(Faster-than-Nyquist,FTN)速率传输可以有效提高频谱效率,但这种非正交传输方式引入的严重码间串扰相应提高了接收端的处理难度。针对该问题,设计了一种基于循环成块传输的低复杂度检测算法。最优检测被建模为无约束的二元二次规划(Boolean Quadratic Program,BQP)问题,为了求解该NP-hard问题,采用无穷范数约束松弛原问题的非凸可行解集,并基于次梯度下降法提出松弛问题的有效优化算法。数值仿真结果表明,所提算法在误比特率(Bit Error Rate,BER)性能上优于频域均衡,且在可接受的性能损失范围内算法执行效率远高于理论最优的最大似然序列估计(Maximum Likelihood Sequence Estimation,MLSE)。 相似文献