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Abstract This paper develops a measure of the contribution of biodiversity in enhancing ecosystem performance that is subject to environmental fluctuation. The analysis draws from an ecological model that relates high phenotypic variance with lower short‐term productivity (due to the presence of suboptimal species) and higher long‐term productivity (due to better ability to respond to environmental fluctuations). This feature, which is a notable extension to existing economic‐ecological models of biodiversity, enables assessment of the interactions between diversity and a range of environmental fluctuations to highlight that biodiversity could be rendered economically disadvantageous when environmental fluctuation is insufficient. The resulting economic‐ecological model generates discounted present value of harvests for an ecosystem with diverse set of species. This value is compared with the harvest value of a similar economic‐ecological model with no diversity and that of an ecosystem where the dynamics of phenotypes in response to environmental fluctuations is disregarded. The results show that diversity positively contributes to the performance of ecosystems subject to sufficiently large environmental fluctuation. In addition, neglecting an ecosystem's increasing ability to adapt to match environmental conditions is also shown to be more costly than having no diversity in an otherwise identical ecosystem. 相似文献
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在个人和团体风险模型中,用s=Em=1x.表示保险投资组合的累积索赔,其中,X1,I>/1表示第i个保单产生的损失,N表示保险公司在一定时期内(例如,一年)总的索赔项数,每一个保单可能包含若干个不同的项目,假定一个保单的损失是这些不同项目索赔的总和,而一个保单的不同项目的索赔往往是相关的.Marceau et al.(1999)建立了一个相依风险模型,其中考虑了保险投资组合中个体风险之间的相依性.最近,Denuit(2001)证明了两个不同参数投资组合的索赔向量之间拉普拉斯变换序成立.本文将证明,事实上更强的随机序是成立的,并将该模型推广到团体风险模型的情形. 相似文献
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随机利率下增额寿险现值函数矩的一些结果 总被引:5,自引:0,他引:5
本文对随机利率采用 Wiener过程和 Orentein- Uhlenbeck过程建模 ,得到了增额寿险现值函数的矩的一些结果 相似文献
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ABSTRACT. We model the value of environmental research in the presence of uncertainty about thesources of environmental pollutants and natural processes affecting the level of pollution. The model may be used to estimate the value of environmental research directed at resolving the uncertainty. We illustrate the model using a numerical simulation of a hypothetical case involving nutrient pollution of coastal waters. We show that the ex ante value of research is positively related to the level of uncertainty. There is a diminishing return with respect to the level of research investment. We find that research is more valuable ex post if it leads to unexpected findings. 相似文献
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本文研究平稳更新风险模型下的红利现值,将其用普通更新模型下的红利现值表示出来.这个关系式统一并推广了已有的某些结果. 相似文献
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PENELOPE JOHNSON ELIZABETH FULTON DAVID C. SMITH GREGORY P. JENKINS NEVILLE BARRETT 《Natural Resource Modeling》2011,24(3):335-364
Abstract Ecosystem processes function at many scales, and capturing these processes is a challenge for ecosystem models. Nevertheless, it is a necessary step for considering many management issues pertaining to shelf and coastal systems. In this paper, we explore one method of modeling large areas with a focus at a range of scales. We develop an ecosystem model that can be used for strategic management decision support by modeling the waters off southeastern Australia using a polygon telescoping approach, which incorporates fine‐scale detail at the coastal zone, increasing in scale to a very coarse scale in the offshore areas. This telescoping technique is a useful tool for incorporating a wide range of habitats at different scales into a single model. 相似文献
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采用1982-2007年的寿险消费和收入数据,运用协整分析方法,考虑数据结构突变的可能性.研究发现,通过设立虚拟变量,成功检测到数据序列的协整关系,并建立误差修正模型.利用该模型对中国年度寿险消费进行预测,提出着手解决寿险业发展面临的问题,以实现与经济增长的良性互动. 相似文献
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利用破产理论和随机控制理论研究保险基金最优投资策略,建立生存概率最大化的目标函数,得到最优投资策略满足的随机微分方程;在初始金逼近0时得到保险基金的最优投资策略的显示解;采用递推算法,得到初始准备金为任意值时的最优投资策略. 相似文献
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本文研究了一般到达的常利率保险风险问题,应用建立Markov骨架过程的方法建立了理赔为一般到达的常利率风险模型.给出了破产时的余额分布、破产前瞬间的余额分布、破产时间与破产前瞬间余额的联合分布、破产时间与破产时余额的联合分布及破产前瞬间余额、破产时余额与破产时间的联合分布. 相似文献
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Hal Cochrane 《Natural Resource Modeling》1990,4(3):355-380
This paper demonstrates the principles of sequential choice. A numerical simulation model based on the theoretical framework is utilized to illustrate the economics of climate change. The model is used to relate the value of information and quasi-option value in situations where protective measures are nonbinary. 相似文献
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有关长期债券的价值对市场利率变化的敏感度高于短期债券的价值对市场利率变化的敏感度,本文给出了它成立的条件及它不成立的条件. 相似文献
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Abstract Stock assessments and harvest guidelines are typically based on the concept of a “fish stock,” which may encompass a very large area. The presence of discrete subpopulations within managed fish stocks presents risks and opportunities for fishery management. Failure to manage catch at the same scale as the true population structure can lead to extirpation of discrete subpopulations and to declines in the productivity of the larger metapopulation. However, it may be difficult and costly to assess and manage stocks at a finer spatial scale, and there is likely greater uncertainty about the size of substocks than about the aggregate stock. We use a two‐area simulation model to compare the performance of fishery management at different spatial resolutions when there is uncertainty about growth, the size of the total population, and the relative size of the subpopulations. We show that relative benefits of finer scale management, in terms of profits and risks of depleting subpopulations, depend on a number of biological, technical, and economic factors. In some cases it may be both less risky and more profitable to manage the fishery with a single total allowable catch, even when there are biologically separate fish populations in the two areas. 相似文献
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本文研究了平衡更新风险过程中破产时刻的一阶矩和二阶矩问题.以首次索赔发生的时间和大小为分隔条件,应用全概率公式,得到了平衡更新风险过程中破产时刻一阶矩和二阶矩的表达式,最后通过一个数值例了加以说明. 相似文献
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本文是讨论一类在局部区域上的奇摄动非线性Robin边值问题。利用算子理论和不动点原理,得到了相应问题解的存在性和唯一性。 相似文献