球类竞赛的排各式积分编排方法研究

在球类竞赛中,采用“分组循环＋淘汰赛”的竞赛办法,虽然可以解决赛程适中的问题,但不能解决分组的问题。而棋类积分编排赛制虽然可以避免分组,但由于受到职业等级分排序的局限,使得其它项目的竞赛编排无法参照。通过研究,借鉴棋类积分编排方法理论,我们总结出“排名式积分编排方法”理论。目的是把棋类积分编排方法运用到其他体育项目上。虽然该理论目前还没有在积分编排软件上得到运用,但可以为研究人员提供参考。     

Litteraturanmeldelse

This article examines the notion of distortion of copulas, a natural extension of distortion within the univariate framework. We study three approaches to this extension: (1) distortion of the margins alone while keeping the original copula structure; (2) distortion of the margins while simultaneously altering the copula structure; and (3) synchronized distortion of the copula and its margins. When applying distortion within the multivariate framework, it is important to preserve the properties of a copula function. For the first two approaches, this is a rather straightforward result; however, for the third approach, the proof has been exquisitely constructed in Morillas (2005). These three approaches unify the different types of multivariate distortion that have scarcely scattered in the literature. Our contribution in this paper is to further consider this unifying framework: we give numerous examples to illustrate and we examine their properties particularly with some aspects of ordering multivariate risks. The extension of multivariate distortion can be practically implemented in risk management where there is a need to perform aggregation and attribution of portfolios of correlated risks. Furthermore, ancillary to the results discussed in this article, we are able to generalize the formula developed by Genest &; Rivest (2001) for computing the distribution of the probability integral transformation of a random vector and extend it to the case within the distortion framework. For purposes of illustration, we applied the distortion concept to value excess of loss reinsurance for an insurance policy where the loss amount could vary by type of loss.     

Distributions slanted to the right

We solve Problem 234 in Statistica Neerlandica by introducing the concept of slantedness. Distributions with a decreasing Lebesgue density are slanted to the right. This is no longer true for distributions on a lattice with decreasing density. Both kinds of distributions have positive central odd moments.     

Cost information sharing with uncertainty averse firms

Summary. A homogeneous Cournot duopoly with asymmetric information is analyzed. Every firm learns its own marginal cost parameter, but not the marginal cost parameter of the opponent. Every firm can commit to revealing its private information to the other firm, i.e. to share information. The influence of uncertainty aversion on the readiness of the duopolists to share cost information is analyzed. Uncertainty aversion is modeled according to the Choquet utility theory. It is shown that low uncertainty aversion leads the firms to share information, while high uncertainty aversion leads the firms not to share. A simple economic explanation for this result is given.Received: 5 January 2001, Revised: 7 May 2003, JEL Classification Numbers: D43, D81, D82.I wish to thank Jürgen Eichberger, Volker Krätschmer, Willy Spanjers, seminar participants at Universität des Saarlandes, seminar participants at University College London, participants in the conference of the Verein für Socialpolitik in Mainz 1999 and an anonymous referee for helpful comments. The views expressed in this paper are those of the author and do not necessarily reflect the views of the European Central Bank.     

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be a diffusion or a Markov process, as the examples in Sect. 7 show. This expression depends on the derivative of the volatility in the sense of Malliavin calculus. E. Alòs’ research is supported by grants MEC FEDER MTM 2006 06427 and SEJ2006-13537. J.A. León’s research is partially supported by the CONACyT grant 45684-F. J. Vives’ research is supported by grant MEC FEDER MTM 2006 06427.     

Proper scoring rules for general decision models

If a decision maker whose behavior conforms to the max-min expected utility model is faced with a scoring rule for a subjective expected utility decision maker, she will always announce a probability belonging to her set of priors; moreover, for any prior in the set, there is a scoring rule inducing the agent to announce that prior. We also show that on the domain of Choquet expected utility preferences with risk neutral lottery evaluation and totally monotone capacities, proper scoring rules do not exist. This implies the non-existence of proper scoring rules for any larger class of preferences (CEU with convex capacities, multiple priors).     

《高等应用数学》定积分的教学探索

数学教学改革多年都流于形式,传统性强,权威性高,是问题所在。本人将传统16课时定积分教学,打破传统模式,改造成6课时教学,收到了很好的效果,现在拿出来与读者共享。     

三主桁连续钢桁拱桥整体节点有限元分析

东平水道桥是武广高速铁路上一座四线铁路桁架拱桥,主跨结构为99m+242m+99m的三主桁连续钢桁拱,主桁采用整体节点形式,三主桁内力分析表明中桁处受力最大。节点板联结着主桁、腹杆、横梁、平联等各类杆件,结构及受力均较复杂,节点应力分布是设计中的关键问题之一。文章利用有限元程序对其特殊位置节点板进行应力分析,研究了其应力分布及传力特性,为设计提供依据和给同类桥梁提供参考。研究表明通过调整节点构造和板件刚度,节点具有足够的受力与传力功能。     

保险合同解释方法研究

保险合同是保险人致力于合同订立和履行上的一致性,为自己易于计算、节约成本而创造出来的格式化合同。该合同使得保险人对其所承担的风险、责任、险种等等一目了然,有其存在的必要性。但是,导致了当事人双方谈判地位不平等,个别交涉成本过高,契约正义被隐藏等问题。因此,司法裁判成为声张契约正义以及维护当事人合法权益的迂回模式之一。然而,在审理案件中,对合同的进一步阐释、对双方当事人真实意思表示的探求以及对合同争议焦点的解决,都起着至关重要的作用。这就涉及到如何适用多种解释方式对该合同进行解释。     

阿贝尔（Abel）方程的一个特殊解法

给出奇异积分方程阿贝尔方程的一种技巧解法，作累次积分及变量替换推出此方程的解式，提出一个注记，拓展了求解积分方程的思路。变量替换、积分变换是求解微分方程和积分方程的一种重要方法。