共查询到18条相似文献,搜索用时 109 毫秒
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在考虑参照效应的基础上,研究了网络内容提供商的3种定价策略:基本定价策略、考虑参照效应时的固定定价策略以及考虑参照效应时的动态定价策略。得到了最优解存在唯一性的条件,并给出了3种情况下最优价格和广告版面的显式解。数值模拟发现:初始参照价格影响最优动态定价,初始参照价格越高,最优广告版面越小,总收益越大;最优广告版面随着消费者记忆系数的增大而减小,随着订阅量关于参照价格的敏感系数的增大而增大,随着广告对订阅量的负效应的增大而减小;动态定价下的总收益总是高于固定定价下的总收益;参照效应对于企业的收益有较大影响,当初始参照价格较高时,不考虑参照效应时的总收益低于考虑参照效应时的总收益;但当初始参照价格较低时,不考虑参照效应时的总收益高于考虑参照效应时的总收益。 相似文献
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利用Lyapunov方法对二次时滞退化系统进行定性、定量分析并给出了该类系统的零解一致稳定域和渐近稳定域的大小估计.当初始扰动是在稳定域时,二次时滞退化系统的初始值问题的解一致稳定;当初始扰动是在渐近稳定域时,二次时滞退化系统的初始值问题的解趋于零.这些判据与时滞无关,容易测试且便于工程上的应用. 相似文献
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文章首次探寻了在空间系统稳定以及n和T均为很大的情况下,DSAC固定效应面板模型的拟极大似然估计量的渐近性质.研究发现:运用转换法估计时,在一般情况下得到拟极大似然估计量存在O(1/T)阶的偏差,当(n-1)/T→0时,转换法得到的估计量以√(n-1)/T的速度一致地收敛于真值,当(n-1)/T→∞时,估计量以T的速度收敛至一个退化分布;用直接法估计时,在一般情况下得到的估计量会产生max(O(1/T),O(1/n))阶的偏差,当n/T→0和n/T→∞时,估计量分别以n和T的速度收敛至不同的退化分布;偏差修正估计量比拟极大似然估计量具有更好的有限样本性质:当n/T3→0时,转换法得到的偏差修正估计量以√(n-1)/T1的速度一致地收敛于真值,当n/T3和n3/T同时趋于0时,直接法得到的偏差修正估计量以√nT的速度一致地收敛于真值;直接法可以一致地估计个体效应和时间效应而转换法不能;当扰动项存在空间相关结构时DSAC固定效应面板模型的有限样本性质优于DSAR面板模型;最后用一个实证研究的例子表明了DSAC模型的应用价值. 相似文献
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《系统管理学报》2019,(6)
在考虑参照效应的基础上,研究了网络内容提供商的3种定价策略:基本定价策略、考虑参照效应时的固定定价策略以及考虑参照效应时的动态定价策略。得到了最优解存在唯一性的条件,并给出了3种情况下最优价格和广告版面的显式解。数值模拟发现:初始参照价格影响最优动态定价,初始参照价格越高,最优广告版面越小,总收益越大;最优广告版面随着消费者记忆系数的增大而减小,随着订阅量关于参照价格的敏感系数的增大而增大,随着广告对订阅量的负效应的增大而减小;动态定价下的总收益总是高于固定定价下的总收益;参照效应对于企业的收益有较大影响,当初始参照价格较高时,不考虑参照效应时的总收益低于考虑参照效应时的总收益;但当初始参照价格较低时,不考虑参照效应时的总收益高于考虑参照效应时的总收益。 相似文献
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马尔可夫链利率风险模型中破产赤字的分布函数及其界值 总被引:2,自引:0,他引:2
应用损失赔付额分布函数的分布类的特性,在假设随机利率服从马尔可夫链的条件下,研究了风险模型中破产时刻赤字的分布函数和界值。并且使用一个具有单调性的算子,给出了一种更实用更有效的对破产时刻赤字分布函数渐进估计的方法。 相似文献
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为提高无人机在城市多障碍物环境下执行任务时的安全性和路径平滑度,并获得最短路径,提出一种改进退火甲虫搜索算法。该算法在探索路径进行位置更新时不再完全依赖于甲虫左右触须的气味浓度差,而是在充分利用甲虫搜索算法较强的搜索能力的基础上,通过引入退火算法增加下一位置的邻域位置解,最终在邻域位置解中筛选得到下一步最佳位置。由退火算法的Metropolis准则对以上得到的最佳位置进行是否可以移动的判断,克服了经典甲虫搜索算法易陷入局部最优解的缺点。仿真结果表明:在城市多障碍物环境下,该算法在收敛速度和生成路径的安全性、平滑度和路径长度方面都优于甲虫搜索算法和蚁群算法。在当前多障碍物城市场景下,当初始步长和步长因子分别为16 m和0.99时,规划的路径最优。 相似文献
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This paper considers the nonstandard renewal risk model in which a part of surplus is invested into a Black-Scholes market whose price process is modelled by a geometric Brownian motion, claim sizes form a sequence of not necessarily identically distributed and pairwise quasi-asymptotically independent random variables with dominatedly-varying tails.The authors obtain a weakly asymptotic formula for the finite-time and infinite-time ruin probabilities.In particular,if the claims are identically distributed and consistently-varying tailed,then an asymptotic formula is presented. 相似文献
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This paper considers the dividend problems in the perturbed compound Poisson risk model.Assume that dividends can only be paid at the observation time when the surplus exceeds the barrier level and the excess is paid as dividend.In this paper,integro-differential equations for the expected discounted dividends until ruin and the Laplace transform of ruin time are firstly derived.When the claim is exponentially distributed,explicit expressions for the expected discounted dividends until ruin and the Laplace transform of ruin time are also obtained.Finally,the optimal dividend barrier which maximizes the expected discounted dividends until ruin is given. 相似文献
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跳跃-扩散模型的首达时研究 总被引:1,自引:0,他引:1
考虑跳跃-扩散风险模型,研究盈余达到下界L的首达时T的特性.利用更新论证得到关于(u)=E[e-rT|U(0)=u]的更新方程.对于下跳模型,若索赔额为相互独立且具有相同的指数分布,得到更新方程解的解析表示;对于上跳模型,则解析表示的推出不需要指数分布的假定.作为应用,得到了首达时T的均值和方差的表达式.最后给出了数值计算和随机模拟的实例. 相似文献
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This paper studies the optimal dividend problem in the diffusion model with stochastic return on investments. The insurance
company invests its surplus in a financial market. More specially, the authors consider the case of investment in a Black-Scholes
market with risky asset such as stock. The classical problem is to find the optimal dividend payment strategy that maximizes
the expectation of discounted dividend payment until ruin. Motivated by the idea of Thonhauser and Albrecher (2007), we take
the lifetime of the controlled risk process into account, that is, the value function considers both the expectation of discounted
dividend payment and the time value of ruin. The authors conclude that the optimal dividend strategy is a barrier strategy
for the unbounded dividend payment case and is of threshold type for the bounded dividend payment case. 相似文献
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Consider the compound binomial risk model with interest on the surplus under a constant dividend barrier and periodically paying dividends.A system of integral equations for the arbitrary moments of the sum of the discounted dividend payments until ruin is derived.Moreover,under a very relaxed condition,the solutions for arbitrary moments are obtained by setting up iteration processes because of a special property of the system of integral equations. 相似文献
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This paper studies the optimization problem with both investment and proportional reinsurance control under the assumption that the surplus process of an insurance entity is represented by a pure diffusion process.The company can buy proportional reinsurance and invest its surplus into a Black-Scholes risky asset and a risk free asset without restrictions.The authors define absolute ruin as that the liminf of the surplus process is negative infinity and propose absolute ruin minimization as the optimization scenario.Applying the HJB method the authors obtain explicit expressions for the minimal absolute ruin function and the associated optimal investment strategy.The authors find that the minimal absolute ruin function here is convex,but not S-shaped investigated by Luo and Taksar(2011).And finally,from behavioral finance point of view,the authors come to the conclusion:It is the restrictions on investment that results in the kink of minimal absolute ruin function. 相似文献
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应用 Markov骨架过程的方法 ,研究了索赔为两类一般到达的保险风险模型 ,分别得到了破产时间与破产时刻前后资产盈余的联合分布以及破产时间的分布 .由此可计算出人们关心的一些重要指标 ,为保险公司的安全运营提供决策依据. 相似文献
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This paper establishes some asymptotic formulas for the infinite-time ruin probabilities of two kinds of dependent risk models.
One risk model considers the claim sizes as a modulated process, and the other deals with negatively upper orthant dependent
claim sizes. In the two models, the inter-arrival times are both assumed to be negatively lower orthant dependent. 相似文献