石油储量价值评价中运销成本级差模型的设计与检验

对石油资源价值评价中的4个成本因素之一——运销成本级差因素进行了讨论。文中分析了运销成本级差因素的组成因子之后．建立对之进行测算的数学模型，并就两个油田的实测数据给出了计算结果。     

Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model

In this paper, we consider the problem of optimal investment by an insurer. The wealth of the insurer is described by a Cramér–Lundberg process. The insurer invests in a market consisting of a bank account and m risky assets. The mean returns and volatilities of the risky assets depend linearly on economic factors that are formulated as the solutions of linear stochastic differential equations. Moreover, the insurer preferences are exponential. With this setting, a Hamilton–Jacobi–Bellman equation that is derived via a dynamic programming approach has an explicit solution found by solving the matrix Riccati equation. Hence, the optimal strategy can be constructed explicitly. Finally, we present some numerical results related to the value function and the ruin probability using the optimal strategy.     

How supply chain architecture and product architecture impact firm performance: An empirical examination

In order to enhance performance, manufacturing firms are building various capabilities and utilizing supply chain networks that are geographically dispersed around the globe. This study examines how decisions related to supply chain architecture and product architecture influence organizational competitiveness. Building on the co-specialization perspective, we evaluate the performance implications of product modularity and supply chain agility. While, product modularity constitutes a product configuration related to sourcing and assembling of products, supply chain agility is a supply chain configuration related to velocity (sensing, comprehending, and responding) and visibility (supplier network, internal operations, and external environment). Both the product and supply chain architectural decisions can impact performance, individually and in conjunction with each other. We empirically test the hypothesized relationships using data collected from 103 manufacturing firms. Results show that supply chain agility and product modularity directly enhance responsiveness and enable organizations to reduce cost. Furthermore, supply chain agility partially mediates the relationship between product modularity and both responsiveness and cost reduction. We elaborate on the key contributions of this study for both research and practice, discuss limitations, and also offer various avenues for further research.     

Information congruity in scarcity appeal: A structural equation modeling study of time-limited promotions

Although market scarcity such as time restriction is widely used in retail advertisements, its impact on product message processing and product evaluation is still subject to controversy. In this study, analyses through structural equation modeling indicated that (i) scarcity had no impact on product message processing, (ii) scarcity had a direct impact on product evaluation as a heuristic cue when the value inferred from scarcity was congruous with the worth derived from product message, and (iii) scarcity lost its impact on product evaluation when the value inferred from scarcity was incongruous with the worth derived from product message, and the incongruity prompted scrutiny of product message, resulting in a mediated impact of product message on product evaluation through product message processing. In conclusion, the results supported an information congruity theory of market scarcity.     

将数学建模引入高等数学教学中的典型案例

首先阐述了将数学建模思想融入高等数学教学内容中的意义,接着从高等数学中的基本概念和基本定理出发,通过具体案例说明如何将数学建模案例融入在高等数学教学中。最后给出了根据高等数学内容选编的典型建模案例。     

Forecasting technology diffusion: a new generalisation of the logistic model

The present research proposes a new generalisation of the logistic model aiming at technology diffusion forecasting. Regarding criticisms and failures reported in the literature to apply logistic function for long-term forecasting, in our work we focused on short-term accuracy of forecast. To formulate the model, based on mathematical approximation, at first the differential equation governing the diffusion process is found and then by solving the derived differential equation, the forecast function is obtained. In all steps, mathematical tools from numerical analysis are used. We compared the New Generalized Logistic Model with eight of the most renowned models in the literature. The model led to more accurate fits and forecasts than those obtained from other models we applied for comparison.     

Distance-sensitivity of German exports: first evidence from firm-product level data

This article uses a tailor-made new data set of 7 580 251 observations for German exports at the firm-product-destination level to estimate a gravity equation and to investigate the link between the amount of firms’ exports and the distance to destination countries. It is shown that, in line with stylized facts based on aggregate data, the quantity of exports declines significantly with distance within a firm for a given product.     

关于复数运算在高次方程中的运用

随着office2010版开发,复数函数的运算的完善为高次方程的完整解提供了技术上的有力保障。     

Convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs

In this paper, we propose a new algorithm to find the optimal static replicating portfolios for general path-independent nonlinear pay-off functions and give an estimate for the rate of convergence that is absent in the literature. We choose the static replication by designing an adaptation function arising in the error bound between the nonlinear pay-off function and the linear spline approximation and derive the equidistribution equation for selecting the optimal strikes. The numerical tests for variance swaps, swaptions, static quadratic hedges and also for a jump-diffusion process, allowing for the default of the underlying asset, show that the proposed iterative equidistribution equation algorithm is simple, fast and accurate. The paper generalizes and improves the results on static replication and approximation in the literature.     

Moderating Role of Gender in the Relationship between Hotel Service Quality Dimensions and Tourist Satisfaction

Gender has frequently been identified as one of the key attributes and predictors in developing marketing strategy. This study examines the moderating role of gender in the relationship between hotel service quality dimensions and tourist satisfaction with hotel service delivery. The results derived from multi-group structural equation modeling via the AMOS 5.0 computer program revealed that gender significantly moderated the relationship between service quality dimensions and tourist satisfaction with hotel service delivery. Empathy and tangibles both contributed as the most important significant predictors of tourist satisfaction with hotel service delivery for male tourists as opposed to female tourists. It is statistically confirmed that men and women appear to respond to different aspects of a service encounter when making judgments about their satisfaction.