财产保险公司负债风险资本金的确定

讨论如何借助回归模型预测法与VaR方法解决预期损失和非预期损失负债风险资本金的确定问题，且依据中国某财产保险公司某一长尾业务的数据对该方法的可行性进行实证分析。     

Reflection-in-Action: Modeling a specific organization through the Viable Systems Model

The purpose of this project is to explore a way for systems practitioners to learn the skills necessary to employ a particular systems model in practice. Reflection-in-Action is one way to embark on a double-loop learning cycle and, thus, develop the tacit skills and inarticulate knowledge needed to employ a particular systems model. Through Reflection-in-Action, a Viable Systems Model (VSM) of the San Francisco Zoo was constructed. This project involved three phases of research; for each, a VSM using the data available was constructed. During each phase, the questioning of current assumptions and operating norms led to changes in the direction of the research. This led to the construction of significantly different VSMs for each phase.     

Modelling non-normal first-order autoregressive time series

We shall first review some non-normal stationary first-order autoregressive models. The models are constructed with a given marginal distribution (logistic, hyperbolic secant, exponential, Laplace, or gamma) and the requirement that the bivariate joint distribution of the generated process must be sufficiently simple so that the parameter estimation and forecasting problems of the models can be addressed. A model-building approach that consists of model identification, estimation, diagnostic checking, and forecasting is then discussed for this class of models.     

数据库程序设计中的变量应用技巧

本文以ＦＯＸＢＡＳＥ＋２．１０为例阐述数据库程序设计中的变量应用技巧，特别是目前极少见诸报刊的内存变量数组的应用要点和技巧。     

一些三种群群落模型的生态稳定性

用生物群落生态稳定性理论讨论了五个三种群Lotka-Volterra群落模型的生态稳定性,分别给出了判定定理。     

An Efficient Constrained Model Predictive Control Algorithm Based on Approximate Computation

1 .ＩＮＴＲＯＤＵＣＴＩＯＮＭｏｓｔｓｙｓｔｅｍｓａｒｅｓｕｂｊｅｃｔｔｏｃｏｎｓｔｒａｉｎｔｓａｎｄｔｈｅｄｅｓｉｇｎｏｆｃｏｎｔｒｏｌｌｅｒｓｆｏｒｓｕｃｈｓｙｓｔｅｍｓｉｓａｖｅｒｙａｃｔｉｖｅａｒｅａｏｆｒｅ ｓｅａｒｃｈｎｏｗａｄａｙｓ.Ｉｔｉｓｗｅｌｌ ｋｎｏｗｎｔｈａｔｍｏｄｅｌｐｒｅｄｉｃｔｉｖｅｃｏｎｔｒｏｌ (ＭＰＣ) ,ａｌｓｏｃａｌｌｅｄｒｅｃｅｄｉｎｇｈｏｒｉｚｏｎｃｏｎｔｒｏｌ(ＲＨＣ) ,ｈａｓｂｅｅｎｗｉｄｅｌｙａｎｄｓｕｃｃｅｓｓｆｕｌｌｙａｐｐｌｉｅｄｉｎｐｒｏｃｅｓｓｉ…     

Forecast comparisons of four models of U.S. interest rates

In this paper we compare the out of sample forecasts from four alternative interest rate models based on expanding information sets. The random walk model is the most restrictive. The univariate time series model allows for a richer dynamic pattern and more conditioning information on own rates. The multivariate time series model permits a flexible dynamic pattern with own- and cross-series information. Finally, the forecasts from the MPS econometric model depend on the full model structure and information set. In theory, more information is preferred to less. In practice, complicated misspecified models can perform much worse than simple (also probably misspecified) models. For forecasts evaluated over the volatile 1970s the multivariate time series model forecasts are considerably better than those from simpler models which use less conditioning information, as well as forecasts from the MPS model which uses substantially more conditioning information but also imposes ‘structural’ economic restrictions.     

天线反射面风压分布的测量

测量天线反射面风压是困难的问题,本文根据天线反射面的结构特点,设计了几何相似和动力相似的各类天线风压测量模型,提出了测量方法,讨论了提高测量精度的措施。     

伽马射线岩样分析的谱仪联网系统

介绍了岩石样品放射性伽马能谱分析系统与微机联网的方法.研究和探讨了能谱数据库模式、能谱二进制数据文件管理、微机通讯、数据共享、直观处理以及在高级语言和汇编语言混合编程进行测控.为低本底核测量数据处理提供了有益的经验.     

语言理解中P600效应的新解读——监控理论及双路线模型的扩展

语义违例句诱发了P600效应对P600是句法加工的标志的说法提出了质疑.监控理论从执行控制参与语言理解的角度阐释了P600,并提出了双路线模型.而后的研究发现在各个语言水平上都存在对错误加工的监控,双路线模型得到扩展,提出P600反映了预期和非预期表征之间出现冲突时引发的监控反应.在对监控理论和模型进行分析和评价的基础上,认为它为P600效应实质的研究提供了新视角,但是还有待完善和深入研究.