质押贷款下的贷款价值比的研究

当零售商以仓单质押的模式向银行申请贷款时,如果零售商面临着报童问题,那么零售商的生产经营决策,就会影响到质押物的价格,从而影响到银行的利润.从企业-银行不合作博弈的角度出发,考虑质押物的处理价不高于储存费用的情况下,银行的贷款价值比的确定问题.研究发现,当银行付予物流企业的监管费用高于某一数值时,银行的贷款行为将使其利润为负.     

创造一种体现地域场所精神的居住空间形态

通过对地域个性的本质、影响个性的相关因子及个性创作的原则的分析,提出了创造居住空间个性的关键是打破固有化的设计思维模式、保护本土特征、考虑人文因素、寻求方案的突破点以及体现时代精神等几个方面,并结合实例作了进一步的阐释.     

A Wealth and Status-Based Model of Residential Segregation

We extend the classic “Schelling model” (1971 Schelling , T. C. (1971). Dynamic models of segregation. Journal of Mathematical Sociology , 1, 143–186.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar] 1978 Schelling , T. C. ( 1978 ). Micromotives and Macrobehavior , New York and London : W.W. Norton and Company . [Google Scholar]) to incorporate the wealth and status of agents and the desirability and affordability of residences. We analyze the effects of 1) the degree of the status-wealth correlation, and 2) the extent to which the wealth of residents shapes the affordability of residences, on levels of status and wealth segregation. Both factors generally exert a positive effect on both forms of segregation and interact to produce higher levels of segregation. The greater the correlation between status and wealth, the more the agents tend to segregate, either due to choice (for the wealthy and high status) or exclusion (for the poor and low status). We also find that housing price endogeneity is a precondition for status segregation.     

城市老旧居住小区交通环境评价指标与评价方法

定量的评判城市老旧居住小区整体交通环境质量并进而科学有效的提出老旧小区交通环境更新与改善措施,对城市老旧居住小区交通环境进行了调查,明确了老旧居住小区存在的突出交通问题,并提出了城市老旧居住小区交通环境评价的指标体系,包括行人跨路出行指数、无人行道路段长度占比、停车泊位供需比、路内非法停车占比、平均停车步行距离、泊位数量户数比、人均步行空间、无障碍通道、盲道设置比例、非机动车泊位供需比、地面停放车辆数小区面积比、外部穿行交通周转量小区面积比等。并给出了具体指标的计算方法与获得办法。以长沙市四个典型老旧居住小区为例,对评价方法进行了论证,并得到城市老旧居住小区存在的一般问题,包括人车混杂、人车交织现象严重,停车泊位短缺、车辆乱停乱放,交通设施、特别是弱势群体交通设施缺乏。给出的评价指标、评价方法与结论可为城市老旧小区改造更新,特别是其中很重要的交通环境更新提供决策依据。     

“原型”设计：现代乡村住居规划的地域性思考——以宁波市鄞州区翻石渡村为例

针对快速城市化和社会主义新农村建设高潮中乡村地域特色日益流失的现状,以宁波市鄞州区翻石渡村为例,探讨了传统地域特色在现代乡村住居规划中的表达和体现,并寻求现代生活方式与传统居住空间的共生与平衡,为建设具有地域特色的现代乡村住居环境提供参考.     

基于"分形城市"概念的"分形住区"设计思想初探

在“分形城市”概念基础上,结合分形理论与住区规划设计的一般内涵,提出了“分形住区”设计思想．“分形住区”设计思想包括分形结构、分形元素和分形组织3个层面内容,每个层面均包涵分形与分维这两个必不可少而又不可分割的基本概念。进而,解释了分形与分维在各个层面上的涵义,完整地论述了“分形住区”的设计思想．最后,文章阐述了“分形住区”设计思想的现实意义,并就研究结论进行了必要的讨论．     

宁波地区既有居住建筑改造节能优先措施研究

采用清华大学建筑能耗模拟软件DeST-h,以宁波地区为例对既有建筑节能改造全年能耗进行模拟分析.研究表明：降低外墙（屋顶、外窗）传热系数可显著提高全年有（无）太阳辐射时刻采暖节能率;外墙（屋顶）传热系数的降低可显著提高无太阳辐射时的空调节能率,对有太阳辐射时的空调节能率影响不显著;有（无）太阳辐射,外窗传热系数的降低对空调节能率影响不显著.     

Bayesian graduation of FHA/HUD single-family home mortgage insurance contracts — Section 203

In this paper we will describe a procedure used to construct the survivorship (or double-decrement) table for FHA Section 203 mortgage insurance contracts on single-family home mortgages having a 30-year term. The methodological approach is based on a procedure known in the actuarial literature as Bayesian graduation. This procedure has been described by Kimeldorf and Jones (1967) and Hickman and Miller (1977).     

按揭支付的单调性分析

考虑了基于随机提前偿付的按揭支付的期望收入或损失的分析模型,模型具有和提前偿付的概率分布无关的一些单调特性,揭示了潜在的异于传统的按揭风险控制思路,可以支持新颖支付模式的研发,并构成按揭风险治理的有力补充.     

To borrow or insure? Long term care costs and the impact of housing

We assess the impact of housing, the availability of reverse mortgages and long-term care (LTC) insurance on a retiree’s optimal portfolio choice and consumption decisions using a multi-period life cycle model that takes into consideration individual longevity risk, health shocks and house price risk. We determine how much an individual should borrow against their home equity and how much to insure health care costs with LTC insurance. We introduce an endogenous grid method, along with a regression based approach, to improve computational efficiency and avoid the curse of dimensionality. Our results confirm that borrowing against home equity provides higher consumption in earlier years and longevity insurance. LTC insurance transfers wealth from healthy states to disabled states, but reduces early consumption because of the payment of insurance premiums. Housing is an illiquid asset that is important in meeting bequest motives, and it reduces the demand for LTC insurance for the wealthy. We show that the highest welfare benefits come from combining a reverse mortgage with LTC insurance because of strong complementary effects between them. This result highlights the benefits of innovative products that bundle these two products together.