Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance

In this paper, we focus on uncertainty issues on disabled lives survival probabilities of LTC insurance policyholders and its consequences on solvency capital requirement. Among the risks affecting long-term care portfolios, special attention is addressed to the table risk, i.e. the risk of unanticipated aggregate mortality, arising from the uncertainty in modeling LTC claimants survival law. The table risk can be thought as the risk of systematic deviations referring not only to a parameter risk but, as well, to any other sources leading to a misinterpretation of the life table resulting for example from an evolution of medical techniques or a change in rules of acceptance. In fine, the idea is to introduce the risk of systematic deviations arising from the uncertainty on the disabled lives death probabilities directly. We analyze the consequences of an error of appreciation on the disabled lives survival probabilities in terms of level of reserves and describe a framework in an Own Risk and Solvency Assessment perspective to measure the gap between the risk profile from the standard formula to the risk analysis specific to the organism.     

Seeing through a Glass Onion: broadening and deepening formative research in social marketing through a mixed methods approach

ABSTRACT

The purpose of formative research in social marketing is to understand the target audience to generate consumer insight, which informs the planning, development and initial implementation of social marketing programmes. Focus groups, interviews or surveys, all of which are self-report methods, are the most commonly reported methods employed in formative research. Reliance on a relatively narrow range of methods may constrain understanding and insight gained during formative research. This paper challenges social marketers to mix methods or use multiple methods and research perspectives to generate a broader understanding of the consumer and the context in which they behave. A case study is used to demonstrate how mixed methods were used in a formative research study to inform the development of a social marketing programme designed to change eating behaviour. Challenges of mixed methods are detailed along with recommendations for future research.     

国外历史园林复建研究系统综述

作为兼具自然生命力与人工艺术魅力的遗产类型,历史园林保护与复建在全世界范围内受到关注。为全面了解历史园林复建研究的发展情况,对1983年以来国外历史园林复建文献进行系统综述,对历史园林复建的定义与内涵、历史园林面临的问题与挑战、复建的标准与依据、复建方法,以及复建效果5个主要研究领域进行了分析。基于历史园林遗产特征,从价值评判、活态特征、整体视角和动态变化4个方面探讨了历史园林复建原则,以期为中国历史园林传承发展提供借鉴。 关 键 词：风景园林;历史园林;系统综述;复建;遗产     

The Time-Series Behavior of IPO Betas

We examine individual IPO betas and provide further evidence that the documented decline in IPO betas results primarily from a seasoning or information effect and not from the delisting of high beta securities. We employ stochastic coefficient regression analysis which permits the estimation of individual IPO betas at all points in time, and therefore avoids disadvantages associated with grouped cross-sectional beta estimates and average individual time-series beta estimates. We find that IPO firms with the lowest betas are more likely to delist, and that individual IPO betas, on average, decline over time which provides support for the information hypothesis.     

Experiments in supply chain management research: A systematic review and future directions

The supply chain management discipline has seen a tremendous growth in the use of experimental methods. Given the large number of published studies, the time seems opportune to systematically review the use of such approaches. In this note, we consider multiple dimensions of experimental design used in articles published in six of our premier journals. We present these findings and contemplate opportunities for future applications of experimental methods. In particular, we highlight a need to more regularly conduct and report on the results of power analyses and experimental checks, more carefully contemplate the justification and use of WEIRD (Western, educated, industrial, rich, and democratic) participants, develop and test mediated theoretical models, and increase our focus on teams as the unit of analysis when using experimental methods.     

关于高职高专教育推行学分制的思考

近年来,我国高职高专院校在教育教学改革中,积极探索实施学分制,取得了一定的成效,但仍存在着不少问题,有的学校甚至举步维艰、误区重重。改变这一状况,引导高职高专教育在推行学分制的改革中步入正轨,对于提高高职高专教育教学质量意义深远。作为一种制度安排,要使学分制在高职高专教育人才培养中有效推行,一是要正确理解其内涵;二是弄清误区症结所在;三是要转变观念,勇于创新,构建科学的课程体系,处理好管理系统中各种关系。     

系统极化码的置信传播译码性能分析

置信传播（BP）算法可以为系统极化码提供软信息作为判决依据,也可以为系统极化码在级联迭代译码中提供交换软信息。在详细描述基于信道极化结构的置信传播算法基础上,比较了系统极化码在软信息判决方法和极化编码判决方法下错误率性能的差异。仿真结果表明,软信息判决方法可以提高系统极化码的误比特率,在高信噪比下误帧率方面也略有提高。     

The effects of scent on consumer behaviour

This article presents a systematic review of extant research on the effects of scent on consumer behaviour for readers of the International Journal of Consumer Studies. Although many articles have been published on this topic in recent years, there is a need for a comprehensive summary of up‐to‐date findings in this area of research. A systematic literature review is conducted with selected Chartered Association of Business Schools‐ranked journals in the fields of marketing and psychology, covering the period between 1980 and 2015. Thematic areas include the impact of scent on consumers’ cognitive and affective responses, attitudes and perceptions, as well as memory and behaviours. Relevant mediators and moderators of the effects of scent on these variables include affect, cognition, awareness and individual or environmental stimuli. Gaps for future research are identified and include the role of consumer awareness of scent and its influence on behaviour. Although this article provides a systematic review of the literature within the fields of psychology and marketing, it acknowledges that a large body of research regarding human responses to odours exists within other disciplinary fields such as neuroscience. The potential for, as well as the ethical caveats of, using scent stimuli for marketing purposes are also considered. This article makes a significant contribution to the consumer behaviour literature given its systematic article selection and review process, encompassing the most up‐to‐date research and focusing on all key thematic areas related to scent and consumption.     

降低国有商业银行不良资产率的制度创新

制度因素是形成国有银行不良资产问题的根本原因。进行产权和法人治理结构等制度创新,是降低国有银行不良资产率的根本途径。     

物流系统优化问题研究方法概述

结合物流系统的特点,分析了物流系统中存在的优化问题。并针对一些关键技术问题对近年来国内外有关文献进行梳理和研究。文章首先综述了物流系统中四类组合优化问题以及此类问题的传统确定性算法及智能优化算法,同时分析这些方法在处理不同的问题时各自的优缺点。最后对物流系统优化问题的研究方法及研究方向做了分析和展望。