The impact of customer returns on pricing and order decisions

In this paper, we address the simultaneous determination of price and inventory replenishment when customers return product to the firm. We examine cases when the quantity of returned product is a function of both the quantity sold and the price, in single and multi-period problems, with and without uncertainty in demand.     

Reinsurance contract design when the insurer is ambiguity-averse

This paper investigates proportional and excess-loss reinsurance contracts in a continuous-time principal–agent framework, in which the insurer is the agent and the reinsurer is the principal. Insurance claims follow the classic Cramér–Lundberg process. The insurer believes that the claim intensity is uncertain and he chooses robust risk retention levels to maximize the penalty-dependent multiple-priors utility. The reinsurer designs reinsurance contracts subject to the insurer’s incentive compatibility constraints. The analytical expressions of the two robust reinsurance contracts are derived. Our results show that the robust reinsurance demand and price are greater than their respective standard values without model ambiguity, and increase as the insurer’s ambiguity aversion increases. Moreover, the reinsurer specifies a decreasing reinsurance price to induce increasing demand over time. Specifically, the price of excess-loss reinsurance is higher, relative to that of proportional reinsurance. Further, only if the insurer’s risk aversion is high or the reinsurer’s risk aversion is low, the insurer prefers the excess-loss reinsurance contract.     

催化动力学荧光法测定眼影中的铬(Ⅵ)

在酸性介质中, 痕量Cr(Ⅵ)对高碘酸钾氧化罗丹明B的褪色反应有催化作用, 使罗丹明B的荧光减弱, 据此建立了催化动力学荧光法测定痕量Cr(Ⅵ)的新方法. 考察了该催化反应的最佳条件, 在最优化条件下, Cr(Ⅵ)质量浓度在1×10-8～7×10-7 g/L范围内与荧光强度呈良好的线性关系, 方法的检出限为3×10-9 g/L, 对1×10-7 g/L的Cr(Ⅵ)标准溶液进行11次平行测定, 得相对标准偏差(RSD)为1.4%. 该法已用于眼影中Cr(Ⅵ)含量的测定, 回收率为97.4%～102.6%.     

A column generation approach for location-routing problems with pickup and delivery

In this paper we formulate an integer programming model for the Location and Routing Problem with Pickup and Delivery. We propose a column generation scheme and implement, for the subproblem, a label-setting algorithm for the shortest path with pickup and delivery and time windows problem. We also propose a set of heuristics to speed up this process. To validate the model, we implement the column generation scheme and test it on different instances developed in this paper. We also provide an analysis of how the costs of opening depots and the fixed cost of routes affect the optimal solution.     

三维面形测量中基于模版匹配的变形条纹修复

在基于条纹投影和相位分析的三维面形测量中,由于被测物体表面标志点或复杂面形的阴影遮挡存在,会造成变形条纹局部区域的条纹数据缺失,影响相位和高度信息的最终重建,需要人为地对缺失图像信息进行修复。提出了一种新的缺失条纹数据修复方法——基于模版匹配的图像修复算法,通过图像中已有条纹信息(特别是与待修复区域周围相位信息相似度较高的已知条纹信息)对缺失的变形条纹信息进行估算,实现数据修复。该方法修复效果好,运算过程无需人为参与,便于计算机自动实现,尤其适合于待修复图像整体结构明显、纹理清晰图像的数据修复,有助于提高被测物体相位计算质量和在此基础上的三维面形重建质量。     

期权思想在多阶段项目投资中的应用

本文主要借助期权理论,讨论项目投资分多阶段进行时选择最佳投资的问题.首先通过在单阶段投资下建立项目投资的最佳选择框架,然后展开到项目投资分两个阶段进行的情形上进行讨论分析,得出此情形下的投资选择结论,最后把这一结论扩展到项目投资分多阶段进行的项目上.     

中国棉花期货市场价格发现功能研究

期货市场和现货市场之间的价格发现功能一直是监管部门和投资者十分关心的问题。本文借助信息共享模型、脉冲响应函数和方差分解等方法，对中国棉花期货市场和现货市场的价格关系进行了实证研究。研究结果表明：棉花期货价格和现货价格之间存在显著的双向引导关系和长期均衡关系；期货市场和现货市场都扮演价格发现角色，且期货市场在价格发现中处于主导地位。     

广告分担、价格折扣与供应链的纵向合作广告

研究了生产商和零售商的纵向合作广告问题。分别在广告分担和价格折扣策略下，探讨了双方的均衡结果和利润。当生产商的边际利润较小时，生产商的最优决策是不采取任何一种策略。当生产商的边际利润达到一定范围时，广告分担策略是双方共同的最优选择。而无论在什么样的条件内，价格折扣策略都不会使双方同时满意。为了增加双方的收益，供应链成员应该在广告上集成决策。最后给出了系统集成的可行最优解的范围和Nash讨价还价解。     

上海基础房价相关指标及走势的分析与研究

基础房价的相关指标及其走势一直是大众关心的热门话题．本文通过对上海基础房价相关指标的分析，建立了市场房价走势的两个数学模型．模型一：在相关性分析的基础上利用主成分分析消除指标间的共线性，再用回归拟合房价模型并进行预测；模型二：在相关性分析的基础上利用核估计方法预测出房价．继呵对2005年下半年的房价走势进行了预测，得出的结果与实际情况相吻合．     

Vasicek债券定价模型的推广形式

V asicek债券定价模型假定即期利率r(t)遵循O-U过程,利率的长期均值θ为一个常数.对此进行推广,假设θ遵循一个离散跳跃过程,跳跃的次数与幅度由中央银行根据物价指数确定,建立一个新的模型.运用Ito引理和无套利原理给出到期日价值为1的零息票债券的定价公式.