基于偏好的供应链不确定型风险模糊评估方法研究

提供一种供应链不确定型风险新的主观评估方法.本文在分析供应链不确定型风险评估中含有一定偏好特性的基础上,利用模糊理论和风险评估方法建立数学模型并求解,得出供应链风险水平,最后利用实例验证了方法的可行性和准确性.利用模糊理论和风险评估方法是评估供应链不确定型风险的有效方法.     

基于熵权理论的模糊风险评估方法在网络系统中的应用

针对信息系统风险评估中过分依赖主观赋值的现象,提出一种基于熵权理论的模糊风险评估方法,并将其应用于校园网络系统风险评估.构建了校园网络系统风险评估的递阶层次结构模型,结合层次分析法和模糊逻辑法对各风险因素的风险值进行分析,评价系统中值得关注的风险因素.在此基础上通过熵权理论计算整个系统的风险度以评价校园网络系统的总体风险情况,通过实例分析表明该方法可行有效.     

基于群组AHP法的桥梁设计安全风险评估

针对桥梁工程设计阶段的安全风险评估多采用定性研究的现状,提出基于群组AHP法的安全风险评估方法.首先基于一致性矩阵的性质,对专家指标权重算法进行改进;再利用《指南》的风险源评估方法,建立桥梁设计安全风险评估层次结构模型;然后以专家调查法定性分析为基础,采用改进群组AHP法计算各项目层和目标层多个专家的指标权重,求得各层次的评价值和风险等级;最后以某山区悬索桥为例给出桥梁设计安全风险评估的流程.结果表明,群组AHP法的评估结论较为合理,实现了桥梁设计风险评估定性与定量方法的有机结合,计算方法应用方便,具有实际应用价值,可对桥梁设计安全风险评估提供参考.     

基于相似度准则的试验装备采购风险评估模型

试验装备采购风险的决策问题具有复杂性、模糊性和群决策性.分析采购风险评估问题的层次结构,设计专家权重的有效算法,构建基于相似度的风险评估群决策模型并通过实例分析结果证明了方法的合理性和有效性.     

基于模糊综合判定法地铁深基坑施工安全风险评估

为了对近海砂性土层地铁深基坑进行安全风险评估,建立了地铁车站施工安全风险评估体系,运用模糊层次分析法确定基坑施工风险因素指标的权重,在此基础上,结合灰色关联度法,计算出风险评估系统中总风险层与第一层次因素的关联度,以及第一层次因素与其对应第二层次因素的关联度.实例分析结果表明,基于模糊层次分析法的灰色关联度评价方法能有效降低主观因素的影响,且该方法的运用不受样本量大小的影响,数学处理计算过程简单,为深基坑安全风险评价与风险管理提供参考.     

基于梯形模糊综合分析法的弹药维修安全风险评估

针对弹药维修的复杂性和特殊性,提出了一种基于梯形模糊综合分析法的弹药维修安全风险评估的方法.从环境、管理、人员、设备和物资等5个方面考虑,建立了弹药维修安全风险评估指标体系;鉴于人判断的模糊性和判断矩阵一致性检验要求,采用了基于梯形模糊数期望值的层次分析法确定指标的权重系数;建立了基于梯形模糊综合分析法的弹药维修安全风险评估模型.通过对某弹药维修工厂的实例分析证明,所建立的弹药安全风险评估模型合理、科学、有效,能够为制定相应的法规提供理论的支撑.     

主成分分析法在基于度量的软件风险评估中的应用

软件风险评估一般分为主观评估方法和客观评估方法两种.主观评估方法多依赖于专家知识及管理人员的经验,客观评估方法则是从软件产品本身的内在属性出发,通过对软件产品复杂性等特性的度量来进行的.本文研究了现代统计分析技术中的主成分分析法在基于度量的软件风险评估中的应用,并对面向对象开发的软件产品给出了算例,从而能帮助软件开发者或管理人员在项目管理过程中识别软件产品的高风险模块,便于有效地开展风险管理.     

基于熵权TOPSIS模型的配电网风险评估实证研究

配电网作为直接面向用户的关键环节,是目前提高供电系统运行水平的关键环节,对配电网进行风险评估具有重要的现实意义.通过实际调研,综合考虑了配电网风险来源的各个因素,由此构建了配电网风险评估指标体系,包含五个一级指标和十九个二级指标.将熵权法和TOPSIS进行有效结合,建立了配电网风险评估模型,并对L市8家供电公司管辖的配电网进行定量分析,验证了所建立的配电网风险评估指标体系和评估模型的合理性与实用性,分析找出配电网风险来源,为配电网的管理提供参考.     

保密系统风险评估模型及方法研究

建立了一个对保密系统进行风险评估的递阶层次指标体系,对各层指标进行了权重分析,并建立了风险评估的数学模型.通过实例验证,模型能有效地反映保密系统风险水平.     

基于模糊理论的消费品安全风险评估方法

在分析消费品伤害事件的不确定性因素基础上,研究消费品导致伤害的人因物因及环境影响因素并提出了伤害风险评估的维度,将各维度的输入值转化为模糊数,通过区间运算计算暴露时间及风险,从而为消费品质量安全因子的风险评估提供了方法基础,最后通过实例计算描述工具的特性.     

Estimating Relative Risk on the Line Using Nearest Neighbor Statistics

This paper considers a non-parametric method for identifying intervals on the line where the relative risk of cases to controls exceeds a pre-specified level. The method is based on the kth nearest neighbor (kNN) approach for density estimation. An asymptotic result is presented that yields an explicit formula for constructing a confidence interval for the relative risk at a given point. Numerical simulations are used to compare this approach with a kernel density estimation procedure. An application is made to a case-control study in which the relative risk of motor vehicle crashes caused by female drivers is compared to male drivers in the state of Kentucky as a function of age and then by time of day.      

On a Strategy to Develop Robust and Simple Tariffs from Motor Vehicle Insurance Data

The goals of this paper are twofold: we describe common features in data sets from motor vehicle insurance companies and we investigate a general strategy which exploits the knowledge of such features. The results of the strategy are a basis to develop insurance tariffs. We use a nonparametric approach based on a combination of kernel logistic regression and ε-support vector regression which both have good robustness properties. The strategy is applied to a data set from motor vehicle insurance companies.     

Bayesian quantile regression model for claim count data

Quantile regression model estimates the relationship between the quantile of a response distribution and the regression parameters, and has been developed for linear models with continuous responses. In this paper, we apply Bayesian quantile regression model for the Malaysian motor insurance claim count data to study the effects of change in the estimates of regression parameters (or the rating factors) on the magnitude of the response variable (or the claim count). We also compare the results of quantile regression models from the Bayesian and frequentist approaches and the results of mean regression models from the Poisson and negative binomial. Comparison from Poisson and Bayesian quantile regression models shows that the effects of vehicle year decrease as the quantile increases, suggesting that the rating factor has lower risk for higher claim counts. On the other hand, the effects of vehicle type increase as the quantile increases, indicating that the rating factor has higher risk for higher claim counts.     

Stability of vehicles under nonstationary crosswind excitation

Strong crosswind gusts have great influence on the stability of railway and road vehicles. They may lead to accidents and also to a discomfort for the road vehicle driver. Risk assessment for overturning of railway and road vehicles is usually calculated based on the stationary situation or at least on wind-tunnel experiments that are mostly carried out with a static vehicle model. Nonstationary excitation due to wind turbulence occurs if the vehicle accelerates or decelerates. Increasing vehicle speed relative to wind speed will move the energy content of the spectrum to a higher frequency range. It has been realized that nonstationary wind has a great influence on vehicle stability especially when the vehicle speed is high. Thus in order to assess the overturning risk in a more realistic way, a nonstationary wind model together with its interaction with the vehicle should be taken into consideration.This paper proposes a nonstationary wind turbulence model for the investigation of crosswind stability of ground vehicles. A wind model with nonstationary turbulence as well as the wind effects to the moving vehicle in a nonstationary situation (acceleration/deceleration) is described. Nonstationary aerodynamic forces are considered together with the interaction between the moving vehicle system and the wind turbulence. Failure probabilities are computed and reliability analyses are carried out. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

机动车碳税政策下政府、企业与出行者的三方演化博弈模型研究

为促进机动车碳减排,缓解因尾气排放带来的大气污染,本文采用演化博弈理论探究机动车碳税政策下的决策行为。建立政府管理部门、汽车企业和出行者三方利益主体的演化博弈模型,并对模型的演化路径及演化规律进行理论与数值仿真。研究发现:降低机动车碳排放演化是政府、汽车企业和出行者三者博弈互动的结果;政府主动实施机动车碳税政策,能够促进另外两者选择低碳的策略;提高机动车碳税税额与对低碳行为的补贴,加快了汽车企业与出行者朝各自低碳策略演化的速度。     

Ruin-based risk measures in discrete-time risk models

For an insurance company, effective risk management requires an appropriate measurement of the risk associated with an insurance portfolio. The objective of the present paper is to study properties of ruin-based risk measures defined within discrete-time risk models under a different perspective at the frontier of the theory of risk measures and ruin theory. Ruin theory is a convenient framework to assess the riskiness of an insurance business. We present and examine desirable properties of ruin-based risk measures. Applications within the classical discrete-time risk model and extensions allowing temporal dependence are investigated. The impact of the temporal dependence on ruin-based risk measures within those different risk models is also studied. We discuss capital allocation based on Euler’s principle for homogeneous and subadditive ruin-based risk measures.     

Frontier analysis in air pollution

Carbon containing aerosol is the most abundant particulate air pollutant species. It causes poor visibility and can be toxic. Tracing its origins is an important step in environmental management and control. This study analyses the carbon concentrations at Duarte, CA (a suburban site near Los Angeles) and in Lennox, CA (a site next to a Los Angeles freeway). Concentrations inside a tunnel are also available and used to derive a motor vehicle emission profile. A new approach is proposed for calculating the motor vehicle contribution to organic carbon and the amount of background carbon found at these two sites. Regression analysis provides insight in the formation of organic carbon and frontier analysis is used to calculate the motor vehicle contribution to organic carbon and the amount of background carbon in the atmosphere. The information obtained from this analysis can be used in the regulation of motor vehicle emissions and in air pollution control.     

规定安全间隔的CNS性能环境研究

对平行航路下规定安全间隔的CNS性能环境评估问题进行了研究.首先分析了CNS性能环境对飞机碰撞风险的影响,并结合Reich模型和概率论方法建立了CNS性能环境下飞机纵向、侧向和垂直方向上的碰撞风险模型;其次对碰撞风险模型进行分析转化得到了规定的安全间隔和安全目标水平下CNS性能环境的评估计算方法.最后对平行航路的CNS性能环境进行了评估计算,得到符合航路安全目标水平1.5×10~(-8)的CNS性能环境为RNP10、RCP400、RSP20.     

The numerical analysis of dynamics and control of a gyroscopic scanning system in an anti-aircraft missile launcher

The dynamics of a gyroscopic scanning system mounted on a mobile launcher, e.g. motor vehicle, was determined using a numerical analysis procedure. The system is designed to detect a maneuvering aerial target while the vehicle carrying the launcher moves over uneven terrain. Higher mobility of the system leads to a shorter interception time. The results of a computer simulation were displayed graphically.