汽车保险精算定价模型研究综述

汽车保险定价模型在非寿险精算领域内占有重要地位,本文对车险定价模型一百多年来的研究进展作了综述性的回顾。首先,本文介绍了车险定价模型的先验估费方法;其次着重介绍了时齐的后验估费方法,以及时变的先验后验相结合的精算模型;最后提出了车险定价模型的未来发展方向。     

An empirical investigation into the gravitation and convergence of industry return rates in OECD countries

Tests are offered for the hypotheses that sectoral average profit rates and incremental return rates are gravitating around or converging towards a common value. We study data for various OECD countries relying on an econometric method able to account for residual autocorrelation and cross‐sector correlation. Our null hypotheses receive only a mixed empirical support. This is interpreted as the result of various kinds of limitations to capital mobility. Policy implications are discussed.     

云南省城镇居民消费与收入关系的非参数回归分析

近二十多年来,非参数统计的方法已广泛应用于计量经济学的研究。由于不需要预先确定变量间的函数关系,对计量经济模型的估计和预测提供了多方面和灵活机动的表现形式。本文尝试将非参数估计理论引入到回归模型中,通过建立非参数回归模型及普通的线性回归模型对云南省城镇居民可支配收入及消费之间的关系进行比较研究。     

浅述生态系统服务功能价值的估算方法

生态系统服务功能价值估算已成为生态学、生态经济学、环境经济学领域的研究热点和前沿,在生态系统服务功能含义、价值构成研究的基础上,系统地总结了目前关于生态系统服务功能价值进行定量评估的方法———实际市场评估技术、替代市场法、假想市场法等。     

证券投资风险预测的E-Bayes估计

本文给出了E-Bayes方法,以上海证券个股五粮液52个连续交易日的收盘价格为例,建立数学模型进行分析和预测,预测结果与市场实际值相当吻合。与灰色系统理论中的GM（1,1）预测模型相比,本文提出的方法预测的精度更高,计算量小。不仅适用于经济系统的分析与预测,也适用于其它系统的分析与预测。     

Sewers,wastewater and newspapers: the early environmental debate on water pollution in Turku,Finland, 1887–1934

Abstract

A century ago, city dwellers became increasingly aware of urban environmental problems caused by the waste products of industry and the growing population. Like elsewhere in Europe, water pollution became an acute issue also in the city of Turku, in south west Finland, The sewer system built after 1895 discharged all the municipal and rapidly increasing industrial wastewater untreated into the River Aura in the centre of the city, As a result, the quality of the river water worsened rapidly, and the first complaint on this was published in the local newspaper in 1899. In this study we document the press debate on river water quality and wastewater problems in the local newspapers of Turku for the period from 1887 to 1934, when the plan for a wastewater treatment plant was finally completed (the plant was, however, not built until 1966). The failure of the city administrators to present any solution to the river pollution problem caused the first major public environmental debate in the city at the turn of the 20^th century. Our results show that (1) sewers were recognized by newspapers as the primary cause of worsened river water quality, (2) the necessity of a wastewater treatment plant was understood long before the actual plan was drawn up, (3) the local industries were hardly ever criticized in public for water pollution, and (4) the initiative for improvements was considered to be the responsibility of the city administrators. The debate in the local press was often hectic, many decades before the 1960s, when the environmental debate is commonly said to have started.     

省际人力资本存量的估算——以江苏省为例

知识经济时代,人力资本对经济发展的作用越来越被人们重视,但对人力资本的如何度量的研究却相对薄弱,本文以江苏省为例,通过估算江苏省各级受教育程度人员总数、各级受教育程度人员的从业率,计算出各级受教育程度的从业人员数,再用受教育年限法估算出了江苏省人力资本存量,并对江苏省人力资本的发展状况和人力资本结构等进行了简要的分析。     

Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model

The mean squared error (MSE) of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model is derived and a comparison with the MSE of the best linear unbiased predictor in this model is made. It is shown that under weak conditions these two mean square errors are asymptotically the same.     

中国 R & D 强度区位分布条件因素的差异分析--基于稳健MM估计的EBA模型的实证研究

依据空间计量经济学的相关理论,运用稳健MM估计的EBA （异常值检验的极值边界分析）模型,采用中国30个省际区域2002～2012年的面板数据,实证研究中国东部、中部、西部地区R&D强度区位分布条件的“稳健性（Robust ）”影响因素。结果表明：我国东部、中部、西部各地区的R&D强度存在差异,且其影响因素也不尽相同。R&D强度较高的东部地区,科技水平、市场规模、固定资产投资、要素禀赋等4个因素对中国R&D强度具有抗干扰的“稳健性”影响;R&D强度中等的中部地区,3个“稳健性”影响因素是政府公共政策、科技水平和要素禀赋;而对于R&D强度较低的西部地区,技术创新和要素禀赋对提高R&D强度作用具有“稳健性”。由此揭示我国R&D强度的发展规律以及各区域间的差异性,并根据实证结论提出一些政策建议,为各地区制定科技政策目标和实施方案提供经验证据和决策参考。     

“80”后知识型员工组织承诺行为一致性研究——基于贝叶斯估计模型和因子分析法的实证分析

随着"80后"这一代人走向社会成为企业人力资源的主力军,关于"80后"人员的组织行为研究成为热点。本文数据来自对企业组织中"80后"知识型员工的组织行为的问卷调查,采用因子分析、Bayes估计、Pearson、Spearman相关系数方法对组织承诺和工作绩效的关系进行分析,结果表明:(1)情感承诺与关系绩效和任务绩效存在强的正相关关系;(2)持续承诺对任务绩效有负影响与关系绩效存在弱的正相关关系;(3)规范承诺与关系绩效和任务绩效存在较强的正相关关系。