内分泌干扰剂的研究进展

内分泌干扰剂(EDC) 正在成为生态环境研究的前沿课题, 并受到各国政府的密切关注。本文综述了内分泌干扰剂的危害、作用机理、化合物类型及研究进展, 特别强调了化合物低剂量长期暴露潜在危害的新概念, 详述了传统的环境毒理学和环境分析化学所遇到的挑战及生物分析、化学仪器分析和生物传感器技术在内分泌干扰剂筛选过程中的重要战略地位。     

具有违约风险的欧式期权定价

本文允许随机利率与随机的对手公司负债,扩展了k le in(1996)的定价模型,运用结构化方法,得到有违约风险欧式期权的一般化定价公式,进一步推导出一些特定欧式期权的定价公式,并指出这些公式均为本文公式的特例。     

Transfer of Metals from Soil to Crops in an Area near a Coal Gangue Pile in the Guqiao Coal Mine,China

A field survey was conducted to investigate the metal contamination in coal gangue, soils, and crops (rice and soybeans), and to evaluate the possible health risks to the local population through food chain transfer near a coal gangue pile in the Guqiao Coal Mine, China. Contamination levels of zinc, lead, cadmium, and copper in coal gangue, soils, and crops were measured, and bio-accumulation factors from soil to crops were determined; the health risks were calculated accordingly. Results showed that both coal gangue and soil contained high levels of cadmium (0.15 mg kg^?1and 0.20 mg kg^?1) exceeding the background value of the soil. The lead soil concentration was low (9.99 mg kg^?1), but lead in rice (0.38 mg kg^?1) exceeded the maximal permissible limit of 0.2 mg kg^?1. For some tissues of crops studied, there was a significant correlation between the bio-accumulation factor values and the corresponding soil metal concentrations that were best described by a power equation. Oral intake of zinc, cadmium, and copper through crops posed no health risk to local residents, although hazard indices for rice (0.87–2.88) and soybeans (0.06–0.09) suggested that ingestion of rice grains was unsafe for human health. Therefore, rice was inappropriate to be planted in the soil surrounding this coal mine.     

Robust non-zero-sum investment and reinsurance game with default risk

This paper investigates a non-zero-sum stochastic differential game between two competitive CARA insurers, who are concerned about the potential model ambiguity and aim to seek the robust optimal reinsurance and investment strategies. The ambiguity-averse insurers are allowed to purchase reinsurance treaty to mitigate individual claim risks; and can invest in a financial market consisting of one risk-free asset, one risky asset and one defaultable corporate bond. The objective of each insurer is to maximize the expected exponential utility of his terminal surplus relative to that of his competitor under the worst-case scenario of the alternative measures. Applying the techniques of stochastic dynamic programming, we derive the robust Nash equilibrium reinsurance and investment policies explicitly and present the corresponding verification theorem. Finally, we perform some numerical examples to illustrate the influence of model parameters on the equilibrium reinsurance and investment strategies and draw some economic interpretations from these results.     

马氏环境下的一类离散风险模型

文章主要讨论了马氏环境下的一类离散风险模型，其中在任意单位时间区间内的索赔情况由一三个状态的平稳马尔科夫链{Ik≥0）决定：Ik=0时，则第k个单位时间区间内没有索赔；Ik=1时，则发生一次X类索赔；Ik=2时，则发生一次Y类索赔．对此模型给出了条件破产概率的递推公式及某一特殊条件下的最终破产概率的上界．     

双复合Poisson风险模型下盈余首次达到给定水平的时间分析

针对双复合Poisson风险模型，利用鞅论的知识，研究了盈余首次达到给定水平的时刻的拉普拉斯变换、期望、方差和3阶中心矩。     

基于偏好的供应链不确定型风险模糊评估方法研究

提供一种供应链不确定型风险新的主观评估方法.本文在分析供应链不确定型风险评估中含有一定偏好特性的基础上,利用模糊理论和风险评估方法建立数学模型并求解,得出供应链风险水平,最后利用实例验证了方法的可行性和准确性.利用模糊理论和风险评估方法是评估供应链不确定型风险的有效方法.     

Risk‐minimizing hedging strategies with restricted information and cost

With the assumption that information cost is characterized by a Poisson process, this paper presents risk‐minimizing problems under jump‐diffusion models. First, the explicit optimal strategy under complete information is given using Itô formula. Second, the optimal strategy problem under restricted information is solved by projection. Copyright © 2009 John Wiley & Sons, Ltd.     

基于copula函数的飞行操作风险分析

QAR超限是航空运输的一大类安全隐患,本文综合运用Copula函数和Logistic回归建立飞行操作的风险分析模型。结合模型特点设计进化算法,实现对飞行操作状态空间的搜索,通过模型寻优过程找到QAR超限的高风险操作。对航空公司一类重点监控QAR超限的实证研究,得到易导致该类超限的高风险操作,为飞行员针对性训练提供了量化依据。