从双层规划的角度看道德风险理论的一阶条件方法

本文首先对双层规划的一个特殊例子即道德风险模型中使用的一阶条件方法（FOA）做简要的梳理，然后提出一种更为一般的使FOA有效的原则与方法。新方法主要依赖于代理人对委托人设置的目标的最优反应映射是否存在不动点，这个性质不要求原问题与用一阶条件放松以后的问题之间的约束集等价，从而也不要求代理人的期望效用对行动具有全局凹性。在新方法下，可以用较为简单的方法证明FOA在以下两种情形之一有效，即如果分布函数是概率分布的凸组合或者分布函数来自某些特殊的指数族分布。     

Birnbaum‐Saunders distribution: A review of models,analysis, and applications

Birnbaum and Saunders introduced a two‐parameter lifetime distribution to model the fatigue life of a metal, subject to cyclic stress. Since then, extensive work has been done on this model providing different interpretations, constructions, generalizations, inferential methods, and extensions to bivariate, multivariate, and matrix‐variate cases. More than 200 papers and one research monograph have already appeared describing all these aspects and developments. In this paper, we provide a detailed review of all these developments and, at the same time, indicate several open problems that could be considered for further research.     

Double rolling isolation systems: A mathematical model and experimental validation

Rolling isolation systems (RISs) protect fragile building contents from earthquake hazards by decoupling horizontal floor motions from the horizontal responses of the isolated object. The RISs in use today have displacement capacities of about 20 cm. This displacement capacity can be increased by stacking two systems. This paper presents and evaluates a complete non-linear model of the coupled dynamics of double RISs. The model is derived through the fundamental form of Lagrange׳s equation and involves the non-holonomic constraints of spheres rolling between non-parallel surfaces. The derivation requires the use of two translating and rotating reference frames. The proposed model is validated through comparisons between experimentally measured and numerically predicted time histories and peak response quantities—total acceleration and relative displacement. The effects of the initial conditions, the mass of the isolated object, and the amplitude and period of the disturbance on the system׳s performance are assessed.     

地形三维可视化在川藏公路典型路段中的应用

利用地形平面图的数据和有关区域地质资料的数字化方法实现川藏公路典型路段三维地形的显示和实时浏览,为进一步利用地理信息系统进行研究区地层岩性、地质构造和地质灾害分布的叠加分析进行地质灾害研究提供了矢量化的地形底图。川藏公路典型路段的三维地形可视化工作对于川藏铁路的选线、绕避不良地质灾害的发生和开凿铁路隧道的位置选择等将会有一定的参考价值。     

武汉地区地震效应影响研究

虽然武汉市地震影响及地震危险性的水平较低 ,强震也不是武汉市工程地质环境的主要问题 ,但在城市生命线工程和高层超高层建筑方面必须考虑单体抗震设防。而且 ,随着武汉市城市建设的不断发展 ,地震效应影响逐渐成为武汉市工程地质环境评价的一个重要因子。文章在分析了武汉地区地震动衰减规律 ,进行了地震危险性评价 ,深入研究了各土层动力参数性质的基础上 ,指出武汉地区地震地面破坏主要存在砂土液化和软土震陷两种型式及各自可能的空间分布.     

陕南公路软弱变质岩边坡变形破坏特征的研究

陕西省是软弱变质岩分布广泛的省份之一。近年来,随着工程建设数量的增多和规模的加大,软弱变质岩斜坡灾害频繁发生,造成的损失也逐年增加。本文通过对陕南316国道早阳-蜀河段的实地调查,归纳了该路段软弱变质岩边坡的变形破坏特征,总结出顺层滑动、弯曲-倾倒、楔形体滑动、溃曲破坏以及滑移-拉裂5种典型的病害模式,并对每种变形破坏模式进行了具体的实例分析,从而为边坡成灾预警和选择经济有效的治理对策奠定基础。     

Optimal reinsurance under risk and uncertainty

This paper deals with the optimal reinsurance problem if both insurer and reinsurer are facing risk and uncertainty, though the classical uncertainty free case is also included. The insurer and reinsurer degrees of uncertainty do not have to be identical. The decision variable is not the retained (or ceded) risk, but its sensitivity with respect to the total claims. Thus, if one imposes strictly positive lower bounds for this variable, the reinsurer moral hazard is totally eliminated.Three main contributions seem to be reached. Firstly, necessary and sufficient optimality conditions are given in a very general setting. Secondly, the optimal contract is often a bang–bang solution, i.e., the sensitivity between the retained risk and the total claims saturates the imposed constraints. Thirdly, the optimal reinsurance problem is equivalent to other linear programming problem, despite the fact that risk, uncertainty, and many premium principles are not linear. This may be important because linear problems may be easily solved in practice, since there are very efficient algorithms.     

Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications

The aggregate claim amount in a particular time period is a quantity of fundamental importance for proper management of an insurance company and also for pricing of insurance coverages. In this paper, we show that the proportional hazard rates (PHR) model, which includes some well-known distributions such as exponential, Weibull and Pareto distributions, can be used as the aggregate claim amount distribution. We also present some conditions for the use of exponentiated Weibull distribution as the claim amount distribution. The results established here complete and extend the well-known result of Khaledi and Ahmadi (2008).