集值函数及向量值函数的两类线性算子逼近

本文得到了利用插值型线性算子列及积分型算子列逼近连续集值函数及连续向量值函数的收敛逼近阶。     

基于某办公楼的混凝土结构裂缝研究

钢筋混凝土作为一种脆性材料,由于其早期强度较低,因此,在施工过程中极其容易出现裂缝等缺陷,从而对建筑结构的整体性和耐久性产生很大的影响。目前在工程界最普遍关注的问题就是如何更好的预防钢筋混凝土裂缝的产生以有效保证施工工程的质量。     

A non-additive multiple criteria analysis method for evaluation of airline service quality

Subjective preferences with interactive property are often involved in the evaluation of airline service quality. It may not be possible, however, to correctly evaluate service quality using conventional additive measures. The fuzzy measure, which is a non-additive measure, is more suitable for this situation. Given the presence of arduousness in current fuzzy measure identification and in the calculation of the comprehensive performance values of alternatives in terms of the Choquet integral, this paper proposes the λ_k fuzzy measure and introduces Marichal entropy of the λ_k fuzzy measure to reach a solution. This paper also presents the aggregator Choquet integral with respect to the λ_k fuzzy measure. To verify the method's effectiveness, an application study of the comprehensive performance of 15 US airlines was conducted, using data collected over a 10-year period. Our results show that the proposed method is a suitable multi-criteria analysis method, which can be used to evaluate the performance of airline service quality when man–made interaction phenomena are not existent.     

Varying Coefficient Regression Models: A Review and New Developments

Varying coefficient regression models are known to be very useful tools for analysing the relation between a response and a group of covariates. Their structure and interpretability are similar to those for the traditional linear regression model, but they are more flexible because of the infinite dimensionality of the corresponding parameter spaces. The aims of this paper are to give an overview on the existing methodological and theoretical developments for varying coefficient models and to discuss their extensions with some new developments. The new developments enable us to use different amount of smoothing for estimating different component functions in the models. They are for a flexible form of varying coefficient models that requires smoothing across different covariates' spaces and are based on the smooth backfitting technique that is admitted as a powerful technique for fitting structural regression models and is also known to free us from the curse of dimensionality.     

关于几类典型的定积分的计算方法

本文通过具体例题,介绍了几类典型的定积分计算的方法,掌握这些方法和技巧既可减少计算量,提高效率,又可以开拓解题思路,提高定积分的解题技能。同时给出了概率积分+∞0乙e-x2dx一种最简单的计算方法。     

Trust relations in management of change

Trust is essential for the success of change, but transformational change challenges trust. This paper analyses how trust dynamics develop over time in two Danish manufacturing firms affected by major change programmes. The results show that change creates uncertainty among employees, thereby provoking intense scrutiny of management intentions and a tendency to make interpretations that exaggerate management intentions—with the end result of reduced trust. Management then react similarly with negative interpretations of employee reactions, creating a vicious cycle of reduced trust. The paper proposes a model for how change and trust interact and suggests a managerial strategy for trust repair: Strong management actions that symbolise integrity, competence and benevolence may counteract reduced trust, but if low trust turns into distrust, the result may be a deadlock that both parties find difficult to break.     

BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS

We consider a sequence of financial markets that converges weakly in a suitable sense and maximize a behavioral preference functional in each market. For expected concave utilities, it is well known that the maximal expected utilities and the corresponding final positions converge to the corresponding quantities in the limit model. We prove similar results for nonconcave utilities and distorted expectations as employed in behavioral finance, and we illustrate by a counterexample that these results require a stronger notion of convergence of the underlying models compared to the concave utility maximization. We use the results to analyze the stability of behavioral portfolio selection problems and to provide numerically tractable methods to solve such problems in complete continuous‐time models.     

A STRUCTURAL RISK‐NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES

We develop a structural risk‐neutral model for energy market modifying along several directions the approach introduced in Aïd et al. In particular, a scarcity function is introduced to allow important deviations of the spot price from the marginal fuel price, producing price spikes. We focus on pricing and hedging electricity derivatives. The hedging instruments are forward contracts on fuels and electricity. The presence of production capacities and electricity demand makes such a market incomplete. We follow a local risk minimization approach to price and hedge energy derivatives. Despite the richness of information included in the spot model, we obtain closed‐form formulae for futures prices and semiexplicit formulae for spread options and European options on electricity forward contracts. An analysis of the electricity price risk premium is provided showing the contribution of demand and capacity to the futures prices. We show that when far from delivery, electricity futures behave like a basket of futures on fuels.     

Regulations for the Eighth International Congress of Actuaries

Abstract

The present paper proposes and investigates a procedure for numerical evaluation of the transition probabilities for a time-inhomogeneous Markov process when the intensities are known (estimated). The procedure is based on Taylor-expansion of the transition probabilities linked with the Chapman-Kolmogorov equations.     

锚网带喷在巷道修复中应用

涡北煤矿南翼一采区轨道上山原支护采用传统的锚网喷支护，支护效果不理想，造成围岩大面积破坏，巷修工作量大，直接影响矿井的正常生产和经济效益，结合现场实际，在原支护基础上采用锚网带喷支护，以满足巷道变形的要求，取得了较好的支护效果。