Full Bayesian analysis of claims reserving uncertainty

We revisit the gamma–gamma Bayesian chain-ladder (BCL) model for claims reserving in non-life insurance. This claims reserving model is usually used in an empirical Bayesian way using plug-in estimates for the variance parameters. The advantage of this empirical Bayesian framework is that allows us for closed form solutions. The main purpose of this paper is to develop the full Bayesian case also considering prior distributions for the variance parameters and to study the resulting sensitivities.     

基于两阶段灰色聚类模型的新疆经济社会发展水平评价研究

通过两阶段灰色聚类模型选择影响经济社会发展水平,基础设施建设,相关产业发展水平以及区域经济基础四个一级指标的10个二级指标来构建区域经济社会发展水平评价指标体系,以2013年新疆14地州市相关数据为样本,运用基于改进的中心点混合三角白化权函数把新疆各地州市从经济社会发展的角度划分成4个区域,为"新丝绸之路经济带"下新疆各地州的经济与社会发展定位提供依据最后找出属于三、四级经济圈内地区经济与社会发展落后的原因并提出相关建议.     

河北省装备制造产业发展的灰色关联分析

基于灰色系统中的关联分析方法,从动态的视角出发,对河北省装备制造产业生产总值与装备制造产业系统内部结构关系进行研究分析,得出河北省装备制造产业的发展具有以下特点:金属制品业等资源加工型产业依旧在装备制造产业中占据主导地位,通用装备业和仪器仪表业等技术密集型产业的贡献率相对不足.因此,应从河北省的实际情况出发,不断优化装备制造的内部产业结构。     

基于回归分析方法下公共交通对经济增长的影响分析

随着社会经济的发展及人们环保意识的不断增强,公共交通事业的发展及其投资力度不断加大,公共交通在给人们带来方便的同时也在带动着经济的发展.通过扩展的生产函数模型,采用普通最小二乘方法对2003-2012年间的公共交通数据进行估计分析,并找出有异常值的样本点,然后利用稳健MM估计方法进行估计,结果表明公共交通变量对经济的影响具有正相关作用.     

Recoverable deformation and morphology after uniaxial elongation of a polystyrene/linear low density polyethylene blend

The transient recoverable deformation ratio after melt elongation at various elongational rates and maximum elongations was investigated for pure polystyrene and for a 85 wt.% polystyrene/15 wt.% linear low density polyethylene (PS/LLDPE 85:15) blend at a temperature of 170 ^oC. The ratio p of the zero shear rate viscosity of LLDPE to that of PS is p = 0.059 ≈ 1:17. Retraction of the elongated LLDPE droplets back to spheres and end-pinching is observed during recovery. A simple additive rule is applied in order to extract the contribution of the recovery of the elongated droplets from the total recovery of the blend. In that way, the recoverable portion of the PS/LLDPE blend induced by the interfacial tension is determined and compared with the results of a theory based on an effective medium approximation. The effective medium approximation reproduces well the time scale of the experimental data. In addition, the trends that the recoverable deformation increases with elongational rate and maximum elongation are captured by the theoretical approach.     

Regime diagram of the development of long-wave near-wall disturbances in a hypersonic boundary layer

A regime diagram of the development of slow near-wall disturbances induced by an unsteady self-induced pressure perturbation in a hypersonic boundary layer is constructed for a disturbance wavelength greater than the boundary layer thickness. It is shown that the main factors shaping the perturbed flow are the gas enthalpy near the body surface, the intensity of the viscous-inviscid interaction, and the nature (sub- or supersonic) of the main part of the boundary layer. Nonlinear boundary-value problems are formulated for regimes in which the near-wall boundary layer region plays a decisive role. Numerical and analytical solutions are obtained in the linear approximation. It is shown that intensification of the viscous-inviscid interaction or an increase in the role of the supersonic main region of the boundary layer impart generally supersonic properties to the main part of the boundary layer, i.e. the upstream propagation of the disturbances is damped and the disturbance growth downstream becomes more intense. Damping of the viscous-inviscid interaction and an increase in the role of the subsonic main part of the boundary layer have the opposite effect. Surface cooling increases the effect of the main part of the boundary layer on the formation of pressure disturbances and surface heating leads to an increase in the effect of the near-wall boundary layer region. It is also shown that for the regimes considered disturbances propagate in a direction opposite to that of the free stream from the turbulent flow region located downstream of the local disturbance development region.Translated from Izvestiya Rossiiskoi Academii Nauk, Mekhanika Zhidkosti i Gaza, No. 6, 2004, pp. 59–71. Original Russian Text Copyright © 2004 by Bogolepov and Neiland.     

关于国家自然科学基金资助摩擦学基础研究的分析与讨论

本文首先对国家自然科学基金在１９８６－１９９１年间资助摩擦学基础研究的情况进行了简洁的分析，接着就其资助办法作了介绍，最后着重对如何利用科学基金促进摩擦学的发展问题作了讨论，指出应当把坚持应用摩擦学学科发展战略的研究成果、鼓励和支持创新性研究、积极支持交叉学科研究和注意扶植新的学科生长点、加强摩擦学研究与实际应用相结合和促进优秀青年摩擦学研究人才的迅速成长等作为国家自然科学基金资助摩擦学基础研究的     

Influence of corrugation frequency and amplitude on the stress state of hollow elliptic cylinders

The influence of corrugation frequency and amplitude on the displacement and stress fields is analyzed based on an approach to solving stress problems for corrugated elliptical cylinders with certain end conditions.Translated from Prikladnaya Mekhanika, Vol. 40, No. 9, pp. 87–93, September 2004.     

Stability of longitudinally corrugated cylindrical shells under uniform surface pressure

The buckling problem for longitudinally corrugated cylindrical shells under external pressure is solved. The solution makes practically exact allowance for the geometry and buckling modes of the shell. The inaccuracy of the results is due to the assumption that the subcritical state is momentless. Shells consisting of cylindrical panels of smaller radius and noncircular shells with sinusoidal corrugations are analyzed for stability. The practical applicability of such shells is demonstrated __________ Translated from Prikladnaya Mekhanika, Vol. 43, No. 11, pp. 66–79, October 2007.     

非稳态载荷下轮轨滚动接触及其钢轨波磨研究

利用有限元法,考虑材料反复滚压条件下棘轮效应和局部滑动的影响,研究了非稳态机车和车辆车轮载荷作用下轮轨滚动接触的弹塑性应力、应变和变形,进而分析了塑性流动型钢轨波浪形磨损的形成和发展过程以及波谷和波峰处材料的力学行为.结果表明:在非稳态载荷作用下,钢轨接触表面产生不均匀塑性变形引起的波磨,波磨发展速率呈衰减趋势,最终趋于稳定状态;在相同载荷下,与车辆车轮相比,机车车轮对钢轨波磨影响较大;波谷处的残余应力、应变和变形大于波峰处.