通信网络备件管理模式分析

备件管理通过系统软件数据库实行日常管理，备件的详细信息、出入库管理、数据统计、盘点等工作。并在备件管理中引入数学建模分析，使成本收入和备件管理达到最佳平衡。     

On a study of the exponential and Poisson characteristics of the Poisson process

Based on the exponential and Poisson characteristics of the Poisson process, in this work we present some characterizations of the Poisson process as a renewal process. More precisely, let γ_t be the residual life at time t of the renewal process A={A(t),t≥0 }, under suitable condition, we prove that if Var(γ_t)=E ² (γ_t),∀t≥0, then A is a Poisson process. Secondly, we show that if Var (A(t)) is proportional to E (A(t)), then A is a Poisson process also, and Var (A(t))=E (A(t)). Received: August 1999     

Is bootstrap really helpful in point process statistics?

There are some papers which describe the use of bootstrap techniques in point process statistics. The aim of the present paper is to show that the form in which bootstrap is used there is dubious. In case of variance estimation of pair correlation function estimators the used bootstrap techniques lead to results which can be obtained simpler without simulation; furthermore, they differ from the desired results. The problem to obtain confidence regions for the intensity function of inhomogeneous Poisson processes can be easily solved without bootstrap techniques. Received: June 1999     

Optimal Dividend Payment Strategy under Stochastic Interest Force

This paper attempts to study the optimal dividend barrier strategy in risk analysis of an insurance company under stochastic discount interest. Based on stochastic perturbation methodology, we first describe the random of interest by Wiener Process and Poisson process and yield some theoretical results satisfied by optimal dividend barrier. In the case of an exponential individual claim distribution, a group of barrier values are obtained. Meanwhile we also discuss the effect of stochastic interest on the barrier by data analysis and direct interpretations about interest models. It is found that the barrier is more sensitive to constant interest force than other parameters in interest model and the effect of diffusion coefficient on barrier is less sensitive than that of Poisson coefficient. These all provide insights into the effect of stochastic interest on the optimal barrier, and show the importance of introducing stochastic interest. Finally, we propose several meaningful and follow-up problems, for example, changing the criterion of finding the optimal barrier and discussing under more extended risk models.     

Catastrophe equity put options with floating strike prices

In this study, we extend the results in Cox et al. (2004) by considering floating strike prices, which are affected by accumulated losses. We employ a compound Poisson process to describe catastrophe losses and adopt a mean-reverting square root process to capture the volatility of the underlying stock. In the numerical section, we first compare the differences in the prices of the options with fixed and floating strike prices. In addition, we illustrate the variance of the portfolios consisting of the stock and options with alternative kinds of strike prices by holding the total cost of the options constant. Variance-optimal portfolios are also investigated. Interestingly, numerical results show that the portfolios consisting of the stock and options with floating strike prices have lower variances in all cases, even when we hold the total option costs constant.     

泊松积分在概率论中的应用

文章介绍了泊松积分在正态分布、二维正态分布、对数正态分布等问题中常见的应用,并给出了具体的例子。     

Development of zone system for macro-level traffic safety analysis

Various geographic units have been used in macro-level modeling. Amongst these units, traffic analysis zones (TAZs) have been broadly employed in many macroscopic safety studies. Nevertheless, no studies questioned the validity of TAZs for crash analysis at the macro-level crash modeling. In this study, we point out several possible problems of TAZs as spatial units for macroscopic safety studies. Current TAZs with homogenous crash rates were combined into new single zones. Then we created ten new zonal systems by different zone aggregation levels. The optimal zonal scale for traffic safety analysis zones (TSAZ) was determined using the Brown-Forsythe test. It was found that the zone system with about 1:2 aggregation was the optimal zone system for macroscopic safety modeling. Thus we develop what we call traffic safety analysis zones (TSAZs) that has the potential of reducing several possible problems of TAZs. Also it was shown that TSAZ based models had better fit compared to TAZ based models.     

Supply and pricing strategies of informal rural transport providers

Informal paratransit operators using a range of vehicle types (including pickup trucks, small buses, and motorcycles) are a major provider of mobility in rural areas of the developing world. The paper describes a mixed method approach used to examine such operators’ decisions about vehicle deployment, route frequency, network organisation, and pricing in three rural districts in South Africa. New evidence is presented showing that the condition of rural roads (both paved and unpaved) affects the quantity and quality of public transport services provided, as well as the fares charged to passengers. This strengthens the case for judicious infrastructure investment as a way of improving rural access and livelihoods, and suggests how this might happen by way of leveraging better private sector responses. We also describe the emergence of a differentiated service hierarchy involving a variety of vehicle types suited to different operating conditions, and based on intentional coordination among operators of minibus and pickup truck (‘bakkie’) services. We argue that governments should promote such coordination and innovation in rural transport markets.     

Micro-level stochastic loss reserving for general insurance

The vast literature on stochastic loss reserving concentrates on data aggregated in run-off triangles. However, a triangle is a summary of an underlying data-set with the development of individual claims. We refer to this data-set as ‘micro-level’ data. Using the framework of Position Dependent Marked Poisson Processes) and statistical tools for recurrent events, a data-set is analyzed with liability claims from a European insurance company. We use detailed information of the time of occurrence of the claim, the delay between occurrence and reporting to the insurance company, the occurrences of payments and their sizes, and the final settlement. Our specifications are (semi)parametric and our approach is likelihood based. We calibrate our model to historical data and use it to project the future development of open claims. An out-of-sample prediction exercise shows that we obtain detailed and valuable reserve calculations. For the case study developed in this paper, the micro-level model outperforms the results obtained with traditional loss reserving methods for aggregate data.     

欠发达地区城市群金融机构空间演化特征及影响因素——以中原城市群为例

基于国家企业信用信息登记系统的金融机构微观数据,综合运用NNI、Ripley’s K函数和空间热点聚类等方法,研究1998、2008、2018年中原城市群金融机构空间格局、集聚特征及热点分区,采用泊松回归模型研究中原城市群金融机构空间集聚的主要影响因素。研究发现:(1)中原城市群金融机构空间分布不均衡,金融机构总体和细分行业均呈现出显著的空间集聚特征。(2)空间集聚程度随着地理距离的增加先增强后减弱,金融机构的热点区主要集中在郑州—焦作—新乡和邯郸—邢台—安阳为核心的集聚区。(3)城乡居民储蓄是中原城市群金融机构集聚的核心影响因素,经济发展水平、对外交通联系、政府行为等因素的影响程度不断增强,人力资源、科技投入、对外开放水平的影响较弱。(4)作为内陆欠发达地区的城市群,中原城市群与其他城市群一致,作为高端服务业的金融业倾向于布局在高等级城市,但是由于经济发展水平和发展阶段的影响,其金融机构集聚的影响因素与其他城市群有较大差异。