On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims

Recently, some recursive formulas have been obtained for the ruin probability evaluated at or before claim instants for a surplus process under the assumptions that the claim sizes are independent, nonhomogeneous Erlang distributed, and independent of the inter-claim revenues, which are assumed to be independent, identically distributed, following an arbitrary distribution. Based on numerical examples, a conjecture has also been stated relating the order in which the claims arrive to the magnitude of the corresponding ruin probability. In this paper, we prove this conjecture in the particular case when the claims are all exponentially distributed with different parameters.     

On the accuracy of phase-type approximations of heavy-tailed risk models

Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If claim sizes are heavy-tailed, then such evaluations are challenging. To overcome this, an attractive way is to approximate the claim sizes with a phase-type distribution. What is not clear though is how many phases are enough in order to achieve a specific accuracy in the approximation of the ruin probability. The goals of this paper are to investigate the number of phases required so that we can achieve a pre-specified accuracy for the ruin probability and to provide error bounds. Also, in the special case of a completely monotone claim size distribution we develop an algorithm to estimate the ruin probability by approximating the excess claim size distribution with a hyperexponential one. Finally, we compare our approximation with the heavy traffic and heavy tail approximations.     

Properties of a distribution-free two-stage two-sample median test

Abstract  In this paper we consider a class of distribution-free two-stage two-sample median tests. These procedures are based on a fixed size sample from one population, while the observations from the second population are collected in a truncated sequential fashion. Necessary tables are provided enabling us to select a particular member from the class such that arbitrarily preset power levels are approximately obtained. We also present asymptotic expressions and tables for the expected number of observations from the second population. Finally, comparisons between the asymptotic version of this two-stage median test and the binomial sequential probability ratio test due to W ald (1947) are discussed.     

公司治理模式与公司规模增长的关系--两种模式的比较

通过介绍英、美公司治理模式与德、日公司治理模式的特点,比较英、美公司治理模式与德、日公司治理模式和公司规模增长之间的关系,分析导致这种差别的金融制度原因,指出两种模式优缺点,为我国公司成长提供启示。     

An integrated multi-depot hub-location vehicle routing model for network planning of parcel service

The paper describes why optimal design of depot and hub transportation networks for parcel service providers makes it necessary to develop a generalized hub location and vehicle routing model (VRM). Analogous problems occur for postal, parcel and piece goods service providers. A generalized hub location and VRM is developed which encompasses the determination of the number, locations of hubs and depots and their assigned service areas as well as the routes between the demand points and consolidation points (depots, hubs). Because this task leads to a very complex transport design problem, a heuristic solution concept has to be developed. The applicability to a case study is demonstrated; the case of completely new system configuration for Austria is considered. Management must simultaneously decide the number, location, service areas and routes from demand points to depots and vice versa (the pickup and delivery structure) as well as the number and locations of hubs and the routes of depot–hub and hub–hub transports (the hub location or line haul structure), The developed management support decision model leads for real cases to a tremendous number of some million binary variables as well as continuous variables and million of constraints.     

行包公司信息全程追踪系统的设计与实现

铁路行包快运专业化公司为了提高小件货物运输的服务质量,以VPN为网络平台,利用计算机网络技术,在办理行李包裹业务的同时,将货物的信息和承运信息进行集中管理,实现了在沿途办理站的信息共享及对运输过程的全程追踪,提高了工作效率。     

A Review of Simultaneous Painvise Multiple Comparisons

Abstract  A Review of Simultaneous Pairwise Multiple Comparisons. Simultaneous pairwise comparisons can be accomplished with numerous multiple comparison procedures. The methods differ in two essential ways: the choice of critical value and the specification of the estimated standard error of the mean difference. Those methods that assume homogeneous variances are not robust to violations of this assumption. The methods are contrasted via a numerical example. Results of recent Monte Carlo work are described. A choice between the G ames -H owell , D unnett , and C ochran procedures is recommended.