Determination,residue and risk assessment of trifloxystrobin,trifloxystrobin acid and tebuconazole in Chinese rice consumption

A simple and rapid analytical method for the detection of trifloxystrobin, trifloxystrobin acid and tebuconazole in soil, brown rice, paddy plants and rice hulls was established and validated by liquid chromatography with tandem mass spectrometry. Acceptable linearity (R² > 0.99), accuracy (average recoveries of 74.3–108.5%) and precision (intra- and inter-day relative standard deviations of 0.9–8.8%) were obtained using the developed determination approach. In the field trial, the half-lives of trifloxystrobin and tebuconazole in paddy plants were 5.7–8.3 days in three locations throughout China, and the terminal residue concentrations of trifloxystrobin and tebuconazole were <100 and 500 μg/kg (maximum residue limits set by China), respectively, at harvest, which indicated that, based on the recommended application procedure, trifloxystrobin and tebuconazole are safe for use on rice. The risk assessment results demonstrated that, owing to risk quotient values of both fungicides being <100%, the potential risk of trifloxystrobin and tebuconazole on rice was acceptable for Chinese consumers. These data could provide supporting information for the proper use and safety evaluation of trifloxystrobin and tebuconazole in rice.     

Existence of the uniformly minimum risk equivariant estimators of parameters in a class of normal linear models

In this paper, we study the existence of the uniformly minimum risk equivariant (UMRE) estimators of parameters in a class of normal linear models, which include the normal variance components model, the growth curve model, the extended growth curve model, and the seemingly unrelated regression equations model, and so on. The necessary and sufficient conditions are given for the existence of UMRE estimators of the estimable linear functions of regression coefficients, the covariance matrixV and (trV)^α, where α > 0 is known, in the models under an affine group of transformations for quadratic losses and matrix losses, respectively. Under the (extended) growth curve model and the seemingly unrelated regression equations model, the conclusions given in literature for estimating regression coefficients can be derived by applying the general results in this paper, and the sufficient conditions for non-existence of UMRE estimators ofV and tr(V) are expanded to be necessary and sufficient conditions. In addition, the necessary and sufficient conditions that there exist UMRE estimators of parameters in the variance components model are obtained for the first time.     

Signed graphs for portfolio analysis in risk management

We introduce the notion of structural balance for signed graphsin the context of portfolio analysis. A portfolio of securitiescan be represented as a signed graph with the nodes denotingthe securities and the edges representing the correlation betweenthe securities. With signed graphs, the characteristics of aportfolio from a risk management perspective can be uncoveredfor analysis purposes. It is shown that a portfolio characterizedby a signed graph of positive and negative edges that is structurallybalanced is characteristically more predictable. Investors whoundertake a portfolio position with all positively correlatedsecurities do so with the intention to speculate on the upside(or downside). If the portfolio consists of negative edges andis balanced, then it is likely that the position has a hedgingdisposition within it. On the other hand, an unbalanced signedgraph is representative of an investment portfolio which ischaracteristically unpredictable.     

信用担保风险的模糊综合评审研究

信用担保机构是连接银行和企业的桥梁，对于改善企业融资环境和拓展银行业务具有重要意义，信用担保风险的评审是担保机构能否生存及有效运行的关键。信用风险的评审机制主观性强，对担保项目进行客观，公正的评审比较困难。本采用模糊数学中的综合判别方法，全面考虑风险评审所涵盖的各种风险指标及其重要度，建立了定性分析与定量分析方法相结合的信用担保风险综合评审模型，为担保机构提供了一种相对科学、客观的评审方法。     

两个安全第一思想模型的比较分析

针对投资者可能的投资需求确立了基于安全第一思想下两个相近的投资目标:1、极大化投资末期总收益率超过给定水平α的概率;2、极小化投资末期总收益率与给定水平α的距离.并分别就这两个目标建立了优化决策模型,得到了模型解析解,最后对两个模型结果进行了比较分析和经济解释.     

Stochastic analysis in life office management: applications to large annuity portfolios

The paper deals with the riskiness analysis for a large portfolio of life annuities. By means of the limiting distribution of the present value of the portfolio, in the first part of the paper a model for evaluating the investment and the projection risks is presented. In the second part, with regard to the investment risk's effects, the insolvency risk is measured considering the cumulative probability distribution function of the discounted average cost per policy. Copyright © 2003 John Wiley & Sons, Ltd.     

多心理账户下机构投资者的风险优化研究

从决策有限理性角度，引入行为金融理论于机构投资风险优化系统，对多心理账户条件下机构投资的风险优化设计进行了研究。以Friedman和Savage之谜为释例，对机构投资风险优化中的诸多非标准金融异像进行了解释。以Shefrin和Statman行为证券组合理论为核心，建立了多心理账户条件下机构投资的风险优化模型，为机构投资的风险优化实践提供了一种量化分析工具。     

Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences

Recently, Fishbum and Lavalle (1995) and Lefèvre and Utev (1996) have considered some stochastic order relations specific for arithmetic random variables. The present work is concerned with these orderings, together with two other classes of stochastic order relations closely related. First, attention is paid to characterizations and various properties of all these orderings. Then, sufficient conditions of crossing-type for the two new classes of orderings are derived and extrema among discrete random variables are deduced. This is applied in actuarial sciences to obtain new bounds for the classical single life premiums as well as for the probability of ruin in the compound binomial risk model.     

证券投资组合的风险与收益

本文利用概率统计原理对证券的投资组合能减轻所遇的风险作了讨论 ,并介绍了如何选择投资组合可使所遇风险达到最小     

Determination of the portfolio selection for a property-liability insurance company

This paper presents an analysis of a portfolio model which can be used to assist a property-liability insurance company in determining the optimal composition of the insurance and investment portfolios. By introducing insurer's threshold risk and relaxing some non-realistic assumptions made in traditional chance constraint insurance and investment portfolio models, we propose a method for an insurer to maximize his return threshold for a given threshold risk level. This proposed model can be used to optimize the composition of underwriting and investment portfolios regarding the insurer's threshold risk level, as well as to generate the efficient frontier by adjusting insurer's threshold risk levels. A numerical example is given based on the industry's aggregated data for a sixteen year period.