具有违约风险的人寿保险的最优定价

本文探讨具有违约风险的人寿保险的最优定价.我们从Black-Scholes的期权定价模型出发,考虑风险管理和准备金的要求,根据一次支付和均衡支付这两种不同的假设分别建立两个优化模型,并且借助于优化技术获得最优解.数量化分析结果表明,两个模型的最优价格对于利息率参数以及非索赔成本的变化都不敏感.这说明这两个模型是稳定的,而且是实用的.     

具有可选服务的M/M/l排队模型的豫解集

运用线性算子及其共轭算子的谱之间的关系,研究具有可选服务的M/M/1排队模型主算子的豫解集,并得到在虚轴上除了零外其它所有点都属于该算子的豫解集.     

Variable Selection and Regularization in Quantile Regression via Minimum Covariance Determinant Based Weights

The importance of variable selection and regularization procedures in multiple regression analysis cannot be overemphasized. These procedures are adversely affected by predictor space data aberrations as well as outliers in the response space. To counter the latter, robust statistical procedures such as quantile regression which generalizes the well-known least absolute deviation procedure to all quantile levels have been proposed in the literature. Quantile regression is robust to response variable outliers but very susceptible to outliers in the predictor space (high leverage points) which may alter the eigen-structure of the predictor matrix. High leverage points that alter the eigen-structure of the predictor matrix by creating or hiding collinearity are referred to as collinearity influential points. In this paper, we suggest generalizing the penalized weighted least absolute deviation to all quantile levels, i.e., to penalized weighted quantile regression using the RIDGE, LASSO, and elastic net penalties as a remedy against collinearity influential points and high leverage points in general. To maintain robustness, we make use of very robust weights based on the computationally intensive high breakdown minimum covariance determinant. Simulations and applications to well-known data sets from the literature show an improvement in variable selection and regularization due to the robust weighting formulation.     

HL-2M 磁体系统安装中的定位与测量

为提高磁体系统安装精度,在 HL-2M 集成大厅建立 63 个基准点构成测量基准网,并利用激光跟 踪仪等高精度测量设备建立每个磁体的局部坐标系,测量特征点的局部坐标;基于测量基准网和公共测量点,采 用最佳拟合得到坐标转换矩阵,以此得到特征点在测量基准网的位置,指导磁体安装。完成安装后的中心柱同支 撑基础的同轴度为∅2.03mm;PF1~PF4 线圈安装标高偏差为±0.5mm,与中心柱的同轴度为∅2.60mm;PF5/6/7/8 线圈与中心柱的同轴度偏差小于∅3.00mm,标高偏差在[−1mm, 1mm]区间内。基于以上方法所得到的线圈安装精 度都满足设计需求。     

电力载波自动抄表系统

阐述了电力载波自动抄表系统的工作原理,系统组成及其主要特点,并对该系统主要元件的功能及特性作了详细的介绍。该系统的推广应用势在必行,前景广阔。     

DropDownList控件在Web信息系统设计中的应用

asp．net是当前开发Web网络应用系统的主流技术之一。在开发Web用户界面时,需用多种用户数据输入控件,DropDownList就是常用的控件之一。文中概述了asp．net技术以及DropDownList控件的特性,结合具体实例对DropDownList控件应用进行了探讨。阐述了DropDownList控件的动态绑定数据库、联动功能、自动刷新问题的解决以及可输入选项的实现方法,对于开发Web应用系统有一定的实用价值。     

HPSIN: a new hybrid P2P spatial indexing network

Geographic information system(GIS)is increasingly managing very large sets of data,hence a centralized data index may not always provide the most scalable solution.Recently,the peer to peer(P2P)networks have become very popular for sharing information in a totally decentralized manner.In this paper,a new hybrid P2P spatial indexing network(HPSIN)is proposed,which combines distributed quad-tree with distributed Hash table(DHT)based Chord network to maintain both query efficiency and system load balance.In addition,a simple theoretical model based on opened queueing network for HPSIN is established.Assuming each peer as M/M/1 queueing processor in the model,fundamental characteristics of the system is captured,and expression of average query delay is obtained in close form.The theoretical analysis and numerical computing results show that there exists an optimum point of tradeoff between efficiency and load balance.By setting a proper value of start index level ls for different network scale and query rate,HPSIN will achieve the minimum overall query delay,therefore,can adapt to different P2P application environments.     

基于ARM的嵌入式站间自动闭塞控制器硬件设计

针对铁路信号的高可靠性要求,设计了嵌入式站问自动闭塞系统的体系结构、嵌入式闭塞控制器和控制锁.详细设计了具有冗余特性的控制器硬件、比较电路和安全锁.同时,对本控制器构成的自动站间闭塞系统进行Petri网建模及分析.     

Can climate sensitivity be estimated from short-term relationships of top-of-atmosphere net radiation and surface temperature?

Increasing the knowledge in climate radiative feedbacks is critical for current climate studies. This work focuses on short-term relationships between global mean surface temperature and top-of-atmosphere (TOA) net radiation. The relationships may be used to characterize the climate feedback as suggested by some recent studies. As those recent studies, an energy balance model with ocean mixed layer and both radiative and non-radiative heat sources is used here. The significant improvement of current model is that climate system memories are considered.Based on model simulations, short-term relationship between global mean surface temperature and TOA net radiation (or the linear striation feature as suggested by previous studies) might represent climate feedbacks when the system had no memories. However, climate systems with the same short-term feedbacks but different memories would have a similar linear striation feature. This linear striation feature reflects only fast components of climate feedbacks and may not represent the total climate feedback even when the memory length of climate systems is minimal. The potential errors in the use of short-term relationships in estimations of climate sensitivity could be big. In short time scales, fast climate processes may overwhelm long-term climate feedbacks. Thus, the climate radiative feedback parameter obtained from short-term data may not provide a reliable estimate of climate sensitivity. This result also suggests that long-term observations of global surface temperature and TOA radiation are critical in the understanding of climate feedbacks and sensitivities.