基于险度函数的研制风险度量研究

现代弹箭系统是一种集多门学科于一身的复杂系统.在研制过程中,由于受到不确定性因素的影响,会给研制工作带来一定的风险.本文分析了各种风险分析与估计方法,给出了风险的数学表述方法和风险分布的概率估计.结合武器系统研制的实际情况,假定行为人风险偏好特性为定常风险中立,给出了在该风险偏好特性下的险度函数.通过险度函数的研制风险分析为风险决策提供了量化的决策依据.以反直升机智能雷战斗部为例,验证了该方法的有效性,并且具有科学和实用价值.     

A Case－Based System for Construction Project Risk Management

1　IntroductionIn the field of construction,project risk management is a complex and important task.Therefore,it is very important for construction project managers to consider all possiblerisk factors affecting a given construction project. Furthermore,they should examine howthese factors interact in the decision- making process and how to balance subjective beliefsand information in identifying risk and uncertainties,and information,and takingcorrective actions to control the identified risk…     

对嗜好品风险认知的国际比较

对北京，大阪，洛杉矶3城市的市民就香烟和毒品的风险认知进行了抽样调查，并对其结果进行比较分析，主要结果如下：（1）中日美3国大约4／5的人对吸烟持负面性风险认知和评价，在3国中，美国人对吸烟的风险认知和危害性估计最高，中国居中，日本最低；（2）总体而言，中日美3国约9成以上的人对毒品持负面性风险认识和评价，在3国中，日本人对毒品的风险认知不安感最高，比较而言，美国人对毒品却表现出相对宽容的态度；（3）在3国中，日本人对香烟的社会容纳最高， 而对毒品的容纳度最低；美国人对毒品的社会容纳度远高于中国和日本；中国对香烟和毒品的社会容纳度都相对较低，这将有利于禁烟和禁毒。     

Study of Multistage Project Risk Identification-Assessment Process Based on Objective Orientation

Risk management of projects is about the real time ev aluation and making of decisions proactively in order to maximize the probabilit y of achieving or surpassing the targets set for project objectives. Project objective generally includes three elements: time, cost, quality. Risk occurrin g in the projects will affect these three factors to some various degrees in the end. There are different emphases in each stage and integrated balanced goals b etween the three factors. A large complex engineering ...     

一种新的保费定价原理及其性质

K—阶均值保费定价原理具有成比例性、次可加性、保持随机序等等性质,揭示出它与较为熟悉的几种保费定价原理之间的联系。     

证券投资基金持股的风险特征实证研究

使用股票的平均收益、CAPM风险测度(β值)和传统风险测度(标准差、偏度和峰度)对我国证券投资基金在2000～2002年期间的投资决策进行了实证分析．结果表明，在这3年中，基金的持股比重与股票的卢值具有不显著的相关性，而与股票的标准差、偏度和峰度之间的相关性则比较显著，这表明了基于个股属性的传统风险测度对基金经理的投资决策起着重要作用，而CAPM理论是否得到基金经理的广泛运用还有待于进一步论证．     

Method for Risky Multiobjective Group Decision-Making and Its Application

The multiobjective group decision-making problem under risk is common in reality. This paper focuses on the study about risky multiobjective group decision-making problem where the index value is not certain. We give indexes classifying method and index normalizing formula of this type problem. By building objective function that minimizes general weighted distance from every alternative to the relatively best and worst alternative, the optimal membership degree of every decision-maker to every alternative can be obtained, and by building another objective function that minimizes general weighted distance from the optimal membership degree of every decision-maker to every alternative to the group optimal alternative and the group inferior alternative, the optimal membership degree of every decision-maker to every alternative can be obtained, which are both based on probability theory and fuzzy theory. Aftermost a model is established which collects group preferences. This method provides a new idea and     

固定支付利率的抵押贷款定价理论——限于在支付日提前支付或违约

建立限于在支付日提前支付或违约的固定支付利率抵押贷款的定价问题的数学模型,通过沿着利率特征线方向差分偏微分方程,建立模型的离散计算方法,同时根据一些计算实例所得的数字结果,分析和讨论它的风险特性与风险管理方法.     

平方损失下区间有界的位置参数函数极小极大估计

给出了位置参数θ区间有界时，函数ｈ（θ的极小极大估计存在的一个充分条件，并据此对一些分布的参数估计进行了讨论。     

一种考虑补偿信用风险资本要求的算法

基于现行法定资本体制不考虑信用投资组合的多样化和限制空头信用风险头寸的补偿能力，设计了一种考虑补偿的信用风险资本要求的计算方法．该算法根据信用等级决定风险权重，可以更精确地测定信用风险资本．采用期限分段方法建立一个期间结构，区分当前和远期信用风险，考虑多头与空头信用风险头寸间的补偿．