Occupation times of intervals until first passage times for spectrally negative Lévy processes

In this paper, we identify Laplace transforms of occupation times of intervals until first passage times for spectrally negative Lévy processes. New analytical identities for scale functions are derived and therefore the results are explicitly stated in terms of the scale functions of the process. Applications to option pricing and insurance risk models are also presented.     

基于存货质押融资业务的阶段贷款最优决策研究

存货质押融资业务作为解决中小企业融资的方式之一在国内外都有所发展,这种业务模式在解决银行和企业委托代理问题的同时,引入了新的银行与物流企业之间的委托代理问题。本文针对新的问题,引入阶段贷款的方法来控制风险和降低道德风险,运用参数函数比较了阶段贷款和一次性贷款的异同,得出了阶段贷款优于一次性贷款的结论,并通过运用合约作为阶段贷款的有效补充机制来更好的控制代理问题。     

康德伦理学中的道德法则与自然法则

康德伦理学以区别两类法则即自然法则和道德法则为前提。但在康德对于道德法则或道德义务的论证过程中,呈现出一种复杂的情形：一方面,就人的生命本体的欲求（体现着自然生命内在的合目的性）而言,康德认为人的理性应当超越它而追求不以自己的幸福为目的的道德自由,或把履行道德义务看成是高于对自己幸福追求的职事。另一方面,康德则采用合于人的自然生命本体的自然法则,来论证或证成道德法则。在康德证成道德义务的四个著名个案中,有三个个案都是以自然法则来进行辩护的。这些“自然法则”对于人的有机生命本体的关注面虽然不一样,但都是从这样一个自然本体出发。因此,为康德所拒绝的又被康德召唤回来。康德伦理学对待人的自然生命本体及其法则的两面态度,是其伦理学中一个十分值得关注的理论问题。     

儒家传统的静坐功夫论

静坐自宋代以来已成为儒家功夫论的重要组成部分,但究竟应该如何理解它在儒家功夫论中所扮演的角色？或者说,作为一种以君子和圣贤人格为追求的功夫实践而非一般的养生方法,静坐在儒家传统中究竟应当如何定位？较之佛、道以及世界上其他宗教与精神性传统的静坐实践,儒家式的静坐又有何种与众不同的特点？对此,学界迄今似未见较为全面与深入的研究。本文以这两个相互关联的问题为焦点,对儒家静坐功夫论尝试予以总结性的考察,具体包括以下几个方面：首先,指出静坐在整个儒家传统的功夫论中并未被作为根本性的功夫实践,主流儒者大都对静坐作为儒家功夫实践的限制有明确的自觉。其次,分析静坐在儒家传统中不被视为根本功夫实践的原因。第三,在此基础上,以佛、道以及亚伯拉罕传统静坐实践和理论为对照,指出儒家静坐功夫的特点以及为什么会具有这样的特点。     

企业资本预算中的风险补偿与资本配置效率研究

在分权化企业的资本预算中，由于存在着分部管理者的道德风险与风险规避偏好，总部管理者必须对包含风险补偿的激励成本与激励努力带来的预期收益两者进行权衡。当努力导致的收益介于最优激励成本与风险规避偏好导致的次优激励成本之间时，风险补偿的存在将会导致总部管理者降低激励努力水平，从而减少了投资的期望收益，降低了资本的配置效率。     

Black the libertarian

The most serious challenge to Frankfurt-type counterexamples to the Principle of Alternate Possibilities (PAP) comes in the form of a dilemma: either the counterexample presupposes determinism, in which case it begs the question; or it does not presuppose determinism, in which case it fails to deliver on its promise to eliminate all alternatives that might plausibly be thought to satisfy PAP. I respond to this challenge with a counterexample in whichconsidering an alternative course of action is anecessary condition fordeciding to act otherwise, and the agent does not in fact consider the alternative. I call this a “buffer case,” because the morally relevant alternative is “buffered” by the requirement that the agent first consider the alternative. Suppose further that the agent’s considering an alternative action—entering the buffer zone—is what would trigger the counterfactual intervener. Then it would appear that PAP-relevant alternatives are out of reach. I defend this counterexample to PAP against three objections: that considering an alternative isitself a morally relevant alternative; that buffer cases can be shown to containother alternatives that arguably satisfy PAP; and that even if the agent’spresent access to PAP-relevant alternatives were eliminated, PAP could still be satisfied in virtue ofearlier alternatives. I conclude that alternative possibilities are a normal symptom, but not an essential constituent, of moral agency.     

中小企业融资中的逆向选择和道德风险

针对我国中小企业融资难的难题,利用博弈论和信息经济学的有关理论知识,从定量的角度深入分析了中小企业融资中逆向选择和道德风险的形成过程和机理,从理论上论证了中小企业融资难的重要原因在于中小企业与金融机构之间信息分布的非对称,在此基础上并给出了降低或规避逆向选择和道德风险的途径.     

On the existence of local times: A geometric study

We present a general study relating the geometry of the graph of a real function to the existence of local times for the function. The general results obtained are applied to Gaussian processes, and we show that with probability 1 the sample functions of a nondifferentiable stationary Gaussian process with local times will be Jarnik functions. This extends earlier works of Lifschitz and Pitt, which gave examples of Gaussian processes without local times. An example is given of a Jarnik function without local times, thus answering negatively a question raised by Geman and Horowitz.     

带移民超布朗运动的占位时中偏差

本文证明了当底空间维数d≥3时,一类带移民超布朗运动占位时过程的中偏差,其移民由Lebesgue 测度控制.可以清楚地看出,中偏差的规范化因子和速度函数恰好介于中心极限定理和大偏差之间,在 这个意义下,中偏差填补了中心极限定理和大偏差之间的空白.     

接入光缆利用率提升方法的研究

为使接入光缆资源发挥出最大的投资效益。提出了一种接入光缆占用率分析模型，并基于该模型指出了提升光缆使用率的方法：一方面调整网络结构将单节点对资源的占用尽可能降低；另一方面结合单纤双向、WDM和无源光网络等新技术降低纤芯资源消耗。