Reconstruction of past records

In this paper, the problem of reconstructing past records from the known values of future records is investigated. Different methods are applied when the underlying distributions are Exponential and Pareto, and several reconstructors are obtained and then compared. A data set representing the record values of average July temperatures in Neuenburg, Switzerland, is used to illustrate the proposed procedure in the Pareto case. The results may be used for studying the past epoch times of non-homogeneous Poisson process or the past failure times in a reliability problem when the repair policy is minimal repair. N. Balakrishnan and J. Ahmadi are members of Ordered and Spatial Data Center of Excellence of Ferdowsi University of Mashhad.     

生态旅游资源的价值评价与最优开发路径选择

传统旅游方式不利于资源的开发和保护，生态旅游尽管对此有所改进．但仍然存在制度上的短板，容易造成“公地的悲剧”。资源的最优开发建立在囊括经济生态等多方面的价值评价。本文运用经济学方法对资源的价值进行评价．并在此基础上寻求一种资源开发的帕累托原理最优路径。     

Approximation of Optimal Reinsurance and Dividend Payout Policies

We consider the stochastic process of the liquid assets of an insurance company assuming that the management can control this process in two ways: first, the risk exposure can be reduced by affecting reinsurance, but this decreases the premium income; and second, a dividend has to be paid out to the shareholders. The aim is to maximize the expected discounted dividend payout until the time of bankruptcy. The classical approach is to model the liquid assets or risk reserve process of the company as a piecewise deterministic Markov process. However, within this setting the control problem is very hard. Recently several papers have modeled this problem as a controlled diffusion, presuming that the policy obtained is in some sense good for the piecewise deterministic problem as well. We will clarify this statement in our paper. More precisely, we will first show that the value function of the controlled diffusion provides an asymptotic upper bound for the value functions of the piecewise deterministic problems under diffusion scaling. Finally it will be shown that the upper bound is achieved in the limit under the optimal feedback control of the diffusion problem. This property is called asymptotic optimality .     

Optimality and efficiency of small chessboard designs for correlated errors

Optimal p × q row–column designs are obtained via complete enumeration of all possible designs for two treatments in some fixed effects models with errors specified by a doubly geometric covariance structure. This is done, in part, by a computer search, for a finite set of sizes of the correlation coefficients and in cases where p and q are small enough to make such a search feasible.     

More optimal designs for diallel cross experiments

It is shown that the complement of a universally optimal design derivable from a triangular design is again universally optimal in a class of connected designs. Furthermore, some series of universally optimal designs for diallel cross experiments are provided. These observations strengthen the result on universally optimal designs by Das, Dey and Dean (1998). Received: August 1999