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61.
62.
We propose a family of three ‘Fourier-analytic’ measures to extend the conventional concepts of standard deviation, variance, and coefficient of variation to insurance losses with arbitrarily heavy tails. After motivating and computing their mathematical forms, we apply the proposed measures to the case of Lévy-stable loss portfolios. Finally, the new measures are used to study the diversification properties of heavy-tailed losses. 相似文献
63.
The well known Proportional Hazard Premium Principle, introduced by Wang (1996), depends upon the survival function of the insured risk and a risk aversion index. Using this premium principle, we propose an asymptotically normal semi-parametric estimator for the net-premium of a high-excess loss layer of heavy-tailed claim amounts. An algorithm to compute confidence bounds is given. Moreover, a comparison between this estimator and the non-parametric estimator, proposed by Necir & Boukhetala (2004), is carried out. 相似文献
64.
This paper aims to present the valuation of options using the Black-Scholes method assuming α-stable distributions as an alternative option valuation in the Mexican market. The use of α-stable distributions for modelling financial series allows to overcome the classical valuation main weakness which assumes normality, by capturing the presence of heavy tails and asymmetry in financial time series. One of the main results is the price differential between the two models and the effect of alpha and beta parameters on prices; to show the difference valuation is made of a call option and a put option for the peso-dollar exchange rate. Likewise, basic sensitivity measurements of options (delta, gamma, and rho) were made and the effect of the stability parameter (α) was made on the implied volatility of options assuming the α-stable price as the market price. 相似文献
65.
城市工业废弃地可能已经受到原有生产活动产生的有毒有害物质的污染影响,原有生态系统遭到严重破坏.尤其是废弃矿山,土壤重金属重度污染,生态恢复极为困难.植物群落的修复成为矿区生态系统修复中最为关键性的一步.通过对植物进行野外调查,并测定矿区的优势植物对重金属的富集与转移能力,筛选出适合矿区土壤状况的重金属忍耐型植物,然后优选植被配置模式,并加强后期维护管理,完成植物修复工程. 相似文献
66.
以近年来江苏省通过环保核查的拟上市及再融资的重污染企业为研究对象,分析目前环保核查中企业存在较为突出的环保问题.针对目前我国在上市公司环保核查方面存在的不足,提出进一步完善上市环保核杏建议及意见. 相似文献
67.
M. H. Hoang Fagerström Tran Yem Pham Quang Ha Vu Dinh Tuan C. Valhed K. Kvamme 《国际农业可持续发展杂志》2013,11(3):177-188
A research project was carried out in two areas in the outskirts of Hanoi city using a combination of qualitative and quantitative methods. The objective was to study interactions among the vegetable farming systems and the peri-urban context within which they are situated. The farms studied were characterised as small-scale farms that use high inputs of soil amendments and pesticides for diversified crop rotation systems. The main source of irrigation water and nutrients for vegetable farming in southern Hanoi is wastewater from the To Lich River. In northern Hanoi, irrigation water is obtained directly from the Red River and nutrients are supplied through high fertiliser inputs. The concentrations of COD (144–287 mg l?1), N-NH4 + (1–25 mg l?1), PO4 3? (0.5–4 mg l?1) and coliform (525 × 103?28 × 106 MPN 100 ml?1) along the To Lich River was much higher than the limits specified in the Vietnamese standard for water used in agriculture. A higher Cu content in soil in Phuc Ly seems to be linked to the high input of chicken manure at the site. However, the contents of heavy metals in irrigation water, in vegetables and in the soil surface layer at the two sites were lower than the Vietnamese maximum permissible levels. 相似文献
68.
为了评价污水处理厂污泥及其浸出液的潜在生态环境风险,以上海嘉定区某污水处理厂为例,采用硫酸/硝酸法和醋酸缓冲溶液法对污泥进行重金属总量和浸出毒性检测分析。同时,也研究了浸出液pH值、浸出时间及消解条件对浸出的影响。试验结果表明:1)污泥中Cu,Zn,Ni和Cr的含量分别是城市污泥中相应物质的平均含量的20,7.5,15和13倍,而Pb和Cd的含量与城市污泥的平均含量差不多;2)污泥中Cu与Cr主要以稳定形态存在,不同浸提方法下的浸出量相当,对于Zn和Ni,醋酸缓冲溶液的浸出量分别约为硫酸/硝酸溶液的22倍和18倍;3)浸出时间为20 h时浸出达到平衡,浸出液pH值对污泥重金属浸出能力的影响,因重金属元素种类的不同而存在较大差异,电热板消解和微波消解对浸出几乎没有影响;4)醋酸缓冲溶液制备的浸出液中,Ni的浸出质量浓度为16.3 mg/L,高于鉴别标准限值5 mg/L,而硫酸/硝酸浸提方法中重金属浸出浓度均未超过规定值。因此,该污水处理厂的污泥不适合卫生填埋,应积极寻求新技术对污泥进行合理处置并减少其潜在生态环境风险。 相似文献
69.
结合浙江省杭州市留石快速路二期工程古墩路跨线桥连续现浇预应力箱粱施工实例并根据以往的施工经验,介绍在支架方案的选择上结合实际地形情况采用多种支架组合,说明了影响现浇箱梁支架施工进度、成本的几个重要因素,指出现浇箱梁支架施工采用重型门式脚手架相比其他支架施工的优点,为项目的施工进度、成本控制提供借鉴. 相似文献
70.
随着原油重质化程度增加,环保压力加大,加氢裂化工艺迅速发展,而催化剂是其核心技术。介绍了近几年国内外研制的几种新型加氢裂化催化剂及其应用,并对其发展趋势进行了分析。 相似文献