防范道德风险的博弈分析和契约设计

运用不完全信息动态博弈的理论，建立了一个防范道德风险的博弈模型．给出了该博弈的精炼贝叶斯纳什均衡．在此基础上给出了基于最优博弈策略的契约的具体形式。而这种基于博弈论的契约可以克服有成本的状态验证模型(CSV)及经典激励理论中承诺的可信性问题。     

Maximum Entropy Approach to Reliability of Multi-Component Systems with Non-Repairable or Repairable Components

The degradation and recovery processes are multi-scale phenomena in many physical, engineering, biological, and social systems, and determine the aging of the entire system. Therefore, understanding the interplay between the two processes at the component level is the key to evaluate the reliability of the system. Based on the principle of maximum entropy, an approach is proposed to model and infer the processes at the component level, and is applied to repairable and non-repairable systems. By incorporating the reliability block diagram, this approach allows for integrating the information of network connectivity and statistical moments to infer the hazard or recovery rates of the degradation or recovery processes. The overall approach is demonstrated with numerical examples.     

C_2H_2分解爆轰的实验研究

在长30m,公称直径(Dg)分别为50、65、80和100mm的管道内,进行了C_2H_2分解爆轰实验。用O_2—C_2H_2爆轰波引爆C_2H_2,测量了管道内的爆轰压力,及在管道端面上的反射压力。与以前认为在管径500mm管道内不会出现自持的C_2H_2分解爆轰的意见相反,在这样的管道内也发生了C_2H_2分解炸轰。在管端测到了1700kg/cm~2的异常高压,并对数次异常高压的破坏威力作了记录。     

Assessing the reliability of a nanocomponent using nanocrack growth

In nanoscience and nanotechnology, much attention has been given to the dual problem of designing nanocomponents with novel physical properties and how such nanocomponents can be fabricated. Receiving less attention has been the question of the nanocomponent's reliability; how does a nanocomponent fail and how long does a nanocomponent survive under typical operating conditions? High reliability is necessary to guarantee the advancement and utilization of nanocomponents due to the fact that they account for a high proportion of costs of newly designed nanosystems as well as multiscale systems. A nanocomponent is a component that is made of atoms, and its reliability is determined by these atoms. There are situations where it is hard or impossible to extract information from a nanocomponent about its relationship to its atoms. In this article, we assess the nanocomponent's reliability by using its physical properties. Specifically, it is known that nanocrack growth involves considerable statistical variability and such variability should be accounted for assessing growth. In this paper, we first provide a stochastic nanocrack growth model and then evaluate the reliability of a nanocomponent based on this model. Various properties of this model are obtained. We also evaluate the reliability of a nanocomponent under different assumptions on our proposed growth model. This paper is a modification of the extensive literature on modeling fatigue cracks in materials on a larger scale, applied to nanoscale where growth is not a function of cumulative stress on the component but related to the time to first exceedance of a threshold. Copyright © 2013 John Wiley & Sons, Ltd.     

On allocating redundancies to k‐out‐of‐ n reliability systems

For two components in series and one redundancy with their lifetimes following the proportional hazard models, we build the likelihood ratio order and the hazard rate order for lifetimes of the redundant systems. Also, for k ‐out‐of‐ n system with components’ lifetimes having the arrangement increasing joint density and the redundancies having identically distributed lifetimes, allocating more redundancies to weaker components is shown to help improve the system's reliability. Copyright © 2014 John Wiley & Sons, Ltd.     

Strong limit theorems for oscillation moduli of PL-process and cumulative hazard process under truncation and censorship with applications

In this paper we obtain exact rates of uniform convergence for oscillation moduli and Lipschitz-1/2 moduli of PL-process and cumulative hazard process when the data are subject to left truncation and right censorship. Based on these results, the exact rates of uniform convergence for various types of density and hazard function estimators are derived. Research supported by the Postdoctoral Programme Foundation and the National Natural Science Foundation of China     

团队生产中的博弈模型与道德风险研究

首先根据团队生产在产出函数的特点,建立了由二人组成的团队生产模型;接着,在分析了团队生产的博弈过程后,求得团队成员努力投入的N ash均衡;最后,着重研究了两种证实团队生产中存在道德风险的方法.     

Evaluating the Thermal Hazard of Double-Base Propellant SQ-2 by Using Microcalorimetry Method

The thermal decomposition behavior of double‐base rocket propellant SQ‐2 was studied by a Calvet microcalorimeter at four different heating rates. The kinetic and thermodynamic parameters were obtained from the analysis of the heat flow curves. The critical temperature of thermal explosion (T_b), the self acceleration decomposition temperature (T_SADT), the adiabatic decomposition temperature rise (ΔT_ad), the time‐to‐explosion of adiabatic system (t), critical temperature of hot‐spot initiation (T_cr), critical thermal explosion ambient temperature (T_acr), safety degree (SD) and thermal explosive probability (P_TE) were presented to evaluate the thermal hazard of SQ‐2.     

风险企业的委托-代理模型

传统的委托—代理理论在解释风险企业家的行为时遇到了困难。通过对传统的委托—代理理论进行重新构造和拓展，本提出逆反努力法则，验证了隐藏行动的道德风险的存在，并通过Newton迭代法和图形学方法对风险企业家的长期努力水平进行计算，发现努力水平对努力效应指数n表现出协同效应。     

Estimating household purchase rates for consumer nondurable goods

Understanding the purchase rates of households for frequently purchased packaged goods is an important element in developing effective marketing strategies. Previous researchers have attempted to estimate these rates by assuming that the time between purchases is a random variable that follows some common parametric probability distribution such as the exponential or Weibull distribution. Recent research has shown that for many frequently purchased packaged goods, the interpurchase times cannot be adequately described by these commonly used probability distributions. In this study we demonstrate how household purchase rates can be estimated in a robust manner using a generalized semiparametric approach that obviates the need for specifying a parametric form for the distribution of interpurchase times. The motivation being that often there is no theory of household purchase behaviour that specifies a priori the probability distribution underlying the interpurchase times. Our empirical results indicate that, for the data analysed, the household purchase rates exhibit a regular pattern that cannot be recovered by probability distributions often used in previous research. Further, marketing actions taken by sellers do indeed influence household purchase behaviour.