Copula方法与相依违约研究

目前信用风险研究的重点已经从单笔债务的违约概率研究转移到多笔债务的相依违约(Dependent Defaults)研究。Copula方法是研究相依违约的重要方法。这种方法是最近几年才被应用到信用领域研究中的一种新方法。本结合代表性献对Copula方法在相依违约研究中的应用进行了探讨。探讨的内容包括Copula方法被应用于相依违约研究的原因、该方法对于相依违约建模理论的改进以及在实证应用中使用Copula方法应该注意的问题。     

Constructive characterizations of （γp, γ）- and （γp, γpr）-trees

Let G =(V,E) be a graph without isolated vertices.A set S  V is a domination set of G if every vertex in V -S is adjacent to a vertex in S,that is N[S] = V .The domination number of G,denoted by γ(G),is the minimum cardinality of a domination set of G.A set S  V is a paired-domination set of G if S is a domination set of G and the induced subgraph G[S]has a perfect matching.The paired-domination number,denoted by γpr(G),is defined to be the minimum cardinality of a paired-domination set S in G.A subset S  V is a power domination set of G if all vertices of V can be observed recursively by the following rules:(i) all vertices in N[S] are observed initially,and(ii) if an observed vertex u has all neighbors observed except one neighbor v,then v is observed(by u).The power domination number,denoted by γp(G),is the minimum cardinality of a power domination set of G.In this paper,the constructive characterizations for trees with γp = γ and γpr = γp are provided respectively.     

Q和Q_B准则在Double设计中的应用

一阶回归模型通常用来从众多因子当中筛选出效应显著的因子,而Q和QB准则能够比较简单地从众多合格的拟合子模型中找出最优设计.因此本文主要探讨了极大模型为一阶回归模型时,初始设计d分别与Double设计d dd-d,完全反转设计d-d,设计dd11-dd22之间的关系,以及它们在Q和QB准则下的最优性关系.     

非寿险业务未决赔款准备金的两阶段广义线性模型估计

本文以非寿险业务未决赔款准备金估计的确定性方法-PPCI法的思想为基础,分两阶段建立广义线性模型,分别对索赔次数和已发生每案赔付额进行估计,进而得到未决赔款准备金的估计值,并对模型的预测误差进行估计。文中通过一个实例对所述方法进行验证,并从预测误差的角度与其它模型进行比较。最后对该模型特点进行了总结。     

Quark, Gluon, Odderon Contributions to Total Cross Section of Proton-Proton Elastic Scattering at High Energies

Based on the quark-gluon structure of nucleon and the existence of Odderon in nucleon via gluon selfinteraction, the elastic scattering of pp at high energies is studied. Our theoretical predictions reproduce experimental data perfectly. The contributions from individual terms of quark-quark, gluon-gluon interactions, quark-gluon interference and the Odderon terms to total cross section are analyzed. In addition to the leading quark-quark contribution, the Odderon contribution is quite important. In particular, the Odderon plays an essential role in fitting to data. Therefore, We may claim that the high energy pp and pp elastic scattering may be good processes to search for the Odderon, the three Reggeized gluon bound states.     

一类具偏差变元的二阶微分方程周期解

By using the theory of coincidence degree,we study a kind of periodic solutions to second order differential equation with a deviating argument such as x"(t) f(x'(t)) h(x(t))x'(t) g(x(t-τ(t)))=p(t),some sufficient conditions on the existence of periodic solutions are obtained.     

亚纯函数与其微分多项式的分担函数与正规族

设${\cal F}$为开平面内的区域$D$上的亚纯函数族, ${\cal F}$中任何函数$f(z)\in{\cal F}$, $f$的零点竽数至少为$k+1$.对于$D$内不等于零的解析函数$a(z)$.若$f(z)$与其微分多项式$D(f)$ IM分担$a(z)$,本文不仅得到${\cal F}$在$D$上正规, 而且得到相应于正规函数的结果.     

镱的奇宇称自电离谱

本文报道用激光分步激发技术测定镱的奇宇称自电离谱的实验方法及其结果。文中给出了测得的30余个自电离能级,并与前人用单光子吸收和电子碰撞激发技术等所得的结果进行了比较与分析。 关键词：     

由三氯丙烷粗馏分制取三醋酸甘油酯

三醋酸甘油酯工业上历来是用甘油与醋酸酯化制得[1],三醋酸甘油酯用作纤维素树脂和乙烯基聚合物、共聚物的增塑剂。主要用于增塑醋酸纤维素作卷烟过滤嘴,可提供良好的弹性、透气性和合适的硬度。工业上由氯丙烯生产环氧氯丙烷过程中,生产相当量的三氯丙烷(以下简称ＴＣＰ),1,3二氯2丙醇等副产品[2]。以齐鲁石化公司氯碱厂3.2×104ｔ/ａ环氧氯丙烷装置为例,副产物ＴＣＰ达2000ｔ/ａ。它们在生产中成为一个馏分分离出来。这一馏分没有什么用处,用燃烧法处理时还生成ＨＣｌ等废气污染环境[3],我们考虑将它转化为三醋酸甘油酯,既可以变废为宝又…