On additivity of tail comonotonic risks

ABSTRACT

As perceived from daily experience together with numerous empirical studies, the multivariate risks demonstrate a strong coherence in the extremal dependence structure especially over the course of financial turmoil or industrial accidents and outbreaks. Under this motivating paradigm, we show the universal asymptotic additivity under upper tail comonotonicity, as the probability level approaching to 1, for Value-at-Risk and Conditional Tail Expectation for a portfolio of fixed number of risks, in which each marginal risk could be any one having a finite endpoint or belonging to one of the three max domains of attraction. Our obtained results do not require the tail equivalence assumption as needed in the existing literature. This resolves a lasting problem in quantitative risk management and covers most distributions commonly encountered in practice.     

哈尔滨地区岗阜状平原上部粉质粘土变化规律与成因

本文通过作者10余年的工作经验及所学的专业知识,总结了哈尔滨地区岗阜状平原上部粉质粘土的变化规律,并对形成这种变化规律的原因进行了分析。     

费尔玛猜想的证明

先证出当j，c，n均为正整数且j＜c，n≥3时。方程cn-（c-j）n-（c-x）n＝0（*）有唯一实根，其中然后证出ti=0．99…9＋0．00…01×p（i），1≤p（i）＜10，i=1，2,…，A式中的s（i）具有如下性质：存在正整数B，使当i＞B时恒有s（i＋2）-s（i＋1）＞s（i＋1）-s（i）≥1，接着又证出，ξ不为整数。最后，对（*）式中的c，c—J，c—x分别令为Z，Y，X，则可由上面的论述得知，当n≥3且Z，Y为相异正整数时，方程Xn＋Yn＝Zn中的X必不为整数。这就证明了费尔玛猜想。     

Scheduled to Gain: Short- and Longer-Run Educational Effects of Examination Scheduling*

In this paper, I present findings concerning the effect of examination scheduling on high-stakes exam scores and longer-run outcomes. I show that random variations in examination schedules, which increase the time students have to prepare, have positive effects on exam scores. The effect is highly concave, and stronger for females and in quantitative subjects. I trace the effects of preparation time into tertiary education outcomes, finding significant effects for female students on the extensive and intensive margins. I show how easily exam scores and, consequently, longer-run outcomes are affected by a random institutional factor unrelated to student ability.     

一种基于自适应网格剖分的协方差交集融合新算法

针对分布式航迹融合问题，提出了一种基于自适应网格剖分的协方差交集融合新算法。首先，自适应计算网格剖分误差上限；其次，利用网格剖分法求出局部航迹协方差椭圆的交集；最后，利用交集中心求出融合航迹估计值。通过仿真试验，该算法能自适应估计网格剖分步长上限，提高融合精度。     

The Enclave,The Citadel and the Ghetto: The Threefold Segregation of Upper‐Class Muslims in India

The urban sociology literature has identified three types of segregated spaces: the ghetto, the enclave and the citadel. While the ghetto stems from a high constraint, the enclave accounts for a more intentional form of segregation and the citadel refers to a deliberate attempt to exclude undesirable populations. While these three figures are often contrasted in the American literature, this article focuses on a specific type of neighbourhood that combines all of these: the upper‐class minority neighbourhood. By introducing the main results of an interview study I conducted in the Indian city of Aligarh, I show that Muslim upper‐class residential choices are informed by contradictory feelings: while the threat of Hindu–Muslim riots forces them to segregate in homogenous neighbourhoods (the ghetto), their segregation also stems from a genuine desire to live in an Islamic environment (the enclave). Finally, the Muslim upper classes also indulge in a sharp process of socio‐spatial differentiation from their poorer coreligionists (the citadel). These processes of compelled segregation, self‐aggregation and social distancing lead to an enduring spatial concentration along religious and class lines. The simultaneity of these three logics indicates that the categories of the ghetto, the enclave and the citadel, framed in reference to the American context, can be applied to the Indian city of Aligarh if understood as dynamic processes rather than static spatial units. Such a reformulation allows theory to travel across the North–South divide in a more productive way.     

单一复合煤层综采工作面上隅角瓦斯治理技术研究

本文针对单一复合煤层上分层开采过程中出现瓦斯涌出量增加、回采工作面瓦斯浓度超限的实际问题,对27012工作面快速回采中采取的各种处理上隅角瓦斯积聚的方法进行了论述与分析,同时对李子垭煤矿今后生产过程中的上隅角瓦斯管理工作提出了相应的治理技术及措施。     

减少挥发分溢出降低煤耗的研究

本文从理论上分析造气过程中降低炉上温度以减少挥发分溢出的方法,提出了通过减少挥发分逸出从而减少潜热损失,达到降低煤耗的观点。     

中国上市公司的国际化倾向研究 ——基于高管团队和代理理论的实证分析

本文以中国上市公司为研究对象,以高管团队和代理理论为理论依据,探讨了上市公司国际化倾向的影响因素。本文认为CEO的认知、价值观和个人经验会影响到公司战略的制定;与此同时,公司的治理结构也会影响到CEO的风险偏好。实证结果表明,那些国际化经验丰富、受教育程度相对较低的CEO更倾向于采取国际化战略;其次,随着外部董事比例的增加,CEO更愿意承担风险,实施国际化战略。本文的研究结果对企业如何有效制定和实施国际化战略具有一定的指导意义。     

长江上游经济带发展思路及政策选择

长江上游经济带是我国第五增长极,是西部开发的火车头。要制定科学合理的发展思路,实施相应的配套政策,培育长江上游增长极,增强地域整体实力,推进区域经济一体化,从而加快长江上游经济带的发展,实现人与自然、经济与社会及环境的协调发展。