商业银行的企业违约概率度量方法发展沿革及比较研究

违约概率度量是指对可能引起信用风险的因素进行定性分析、定量计算,以测量借款人的违约概率,为贷款决策提供依据。国际上违约概率度量领域的研究和实际应用,有从主观判断分析、财务比率分析、统计分析转向人工智能、以资本市场理论和信息科学为支撑的方法等动态计量分析方法为主的发展趋势。本文对商业银行的企业违约概率度量方法发展沿革进行了比较研究,并对违约概率度量方法的国内研究作了综合评述。     

Designs for estimating an extremal point of quadratic regression models in a hyperball

This paper is devoted to studying optimal designs for estimating an extremal point of a multivariate quadratic regression model in the unit hyperball. The problem of estimating an extremal point is reduced to that of estimating certain parameters of a corresponding nonlinear (in parameters) regression model. For this reduced problem truncated locally D-optimal designs are found in an explicit form. The result is a generalization of the results of Fedorov and Müller (1997) for onedimensional quadratic regression function in the unit segment. Received February 2002     

汽车制造供应链中关键链工期风险传递机制研究

以汽车制造供应链为研究对象,从工期风险的角度,建立供应链工期风险传递模型,分析当汽车制造供应链中关键链的某节点发生工期风险时,对上下节点的影响。为很好的控制供应链风险提供一个参考。     

The Berry-esséen theorem for the subject-years method in mortality analysis with censored data

The test for the hypothesis that the mortality in the observed group is the same as that of a reference group by subject-years method is considered in this paper. We prove a Berry-Esséen type theorem for the test statistics studied in Berry (1983), which gives an upper bound for the convergence rates of test statistics to their limiting distributions.