短视型创新企业最优定价研究

率先创新使企业拥有时间和产品竞争力上的优势,获得先动优势;而模仿创新减少企业的研发成本,更能满足顾客的需求,从而可以获得更高的成功率,使模仿创新企业获得后进优势.针对短视型创新企业行为,研究以原始创新产品进入市场、模仿创新产品进入市场、原始创新产品的升级换代产品进入市场为分隔点的产品生命周期不同阶段下率先创新企业对产品的最优定价,以及模仿创新企业采用不同价格策略下的产品均衡定价.结论表明:无论企业采用什么价格策略,升级换代产品进入市场的最优时间都应满足升级换代产品进入市场前创新企业的阶段末瞬时利润率与进入市场后的初始瞬时利润率相等.     

保险定价原则实证分析

本文根据失真保险定价原则 ,以我国某保险以同的某项机动车保险业务为例 ,对其保费进行了实证分析     

On some measures and distances for positive random variables

A number of conventional measures of risk as real‐valued functions on the space of positive random variables are considered: the expected shortfall, the mean excess over the threshold, the stop‐loss and some others. Ordering of risks, based on these measures and the distances between corresponding distribution functions, are described. The perturbed measures, describing the effect of changing environment, are discussed. These measures are defined by the accelerated life and proportional hazards models widely used in reliability and survival analysis. The case of a random environment is of a prime interest in the paper. The main result states that if, for instance, the stochastic environment is ‘neutral in expectation’ with respect to the baseline one, the distance between the corresponding distribution functions can be still sufficiently large. Copyright © 2003 John Wiley & Sons, Ltd.     

A Markov Model of Production, Trade, and Money: Theory and Artificial Life Simulation

The paper generalizes the Kiyotaki-Wright trade model by treatingthe trading period as a finite game, so Nash's theorem can be used to provethe existence of equilibrium, and by treating the economy as a Markovprocess, so an ergodic theorem can be used to show the existence ofequilibria with desirable properties (e.g., in which money exists). A Markovmodel of trade also allows us to add complexity to the economy withoutadding corresponding complexity to the analysis of the model's properties.The paper also provides artificial life simulations of the Markov economysuggesting that monetary equilibria are dynamically stable and do notrequire high levels of learning or information processing on the part ofagents.     

Spherophylon,the concept of life at a level higher than that of the individual

A new term, spherophylon, indicates a unit of life higher than the individual level. To define this term, critical notes are given on the meaning of age in terms of life, the interrelationships among the elements of biodiversity, and an analogy of development between the multicellular body of an individual and the spherophylon. Life is compared at various levels; at the level of the cell, the individual as a multicellular organism, and the spherophylon. The biology of the spherophylon is discussed in the context of integrative biology.     

动态资产份额定价理论模型

运用倒向随机微分方程数学方法 ,建立了动态资产份额定价理论模型 .这一模型是资产份额定价法的改进 .求解模型得到动态资产份额定价理论公式 ,并得出结论 :资产份额定价公式完全可以作为特例 ,以离散时间意义和在不考虑动态投资的情况下 ,由动态资产份额定价理论公式得到 .     

A stochastic theory of cumulative fatigue damage

A stochastic theory for the cumulative fatigue damage of structural components with random fatigue strength under random loading is proposed on the basis of Stratonovich-Khasminskii theorem. The analytical solutions for the probability densities of the cumulative fatigue damage and fatigue life and for the reliability function are given for steel and reinforced concrete components with constant fatigue strength subject to a narrow band stationary Gaussian stress process with zero mean. The results agree very well with those of digital simulation. It is noted that the theory can be applied, in principle, to both metallic and non-metallic materials, narrow band and wide band stress process, and adapted to a sequence ofn, stationary stress processes or quasi-stationary stress process. The scatter and degradation of fatigue strength and the inspection maintenance can also be incorporated into the theory.     

A1Ⅱ离子3snp^1p1序列能级辐射寿命的非单调变化

本文考虑了一价铝离子双激发干扰态３ｐ４ｓ＾１ｐ１＾０对ｓｎｐ＾１Ｐ１＾０Ｒｙｄｂｅｒｇ序列的强相互作用，多组态ＨＦＲ自洽场方法计算了Ａ１Ⅱ３ｓｎｐ＾１Ｐ１０（ｎ＝３－１０）序列能级的辐射寿命，与已有的实验和理论计算结果进行了比较，结果表明该序列能级寿命随主量子数ｎ呈现非单调变化。