行政判决种类研究

行政判决在行政诉讼中具有重要地位，而行政判决的种类直接影响到行政诉讼功能的实现。基于此，在对我国和其它国家关于行政判决种类的规定予以介绍的基础上，分析了这一制度在我国的现存问题，并提出了相应的完善建议。     

2012欧洲足球锦标赛决赛阶段进球特征分析

分析了2012年欧洲足球锦标赛决赛阶段31场比赛共76个进球特征.结果表明,本届比赛进球多,前锋是最主要的得分队员,罚球区是进球的最佳区域;比赛的4660 min、7690 min时段是进球的高峰期;中路配合进攻是最有效的进球方式;脚内侧射门进球率最高,头球仍是射门进球最多的进攻方式.     

Evaluation of the quality of clinical laboratories in the Slovak Republic: conceptual and contextual remarks

The paper demonstrates conceptual parallels and relationships between intellectual capital measurement methods and the evaluation of quality in clinical laboratories in the Slovak Republic. It explores further the contextual links of those parallels with the tangibility (or intangibility) of quality indicators of laboratory diagnostics. It also highlights the problems which laboratory staff in Slovakia are confronted with. Presented at the conference Quality in the Spotlight, March 2007, Antwerp, Belgium.     

公路工程索赔的基本条件和步骤

通过分析FIDIC条件中索赔应具备的条件、步骤,提出了业主或承包商应采取的相应措施。     

试析从尼克松至乔治·H·W布什时期的美国对欧洲一体化政策

从尼克松、福特、卡特到里根、布什时期是美国的“欧洲战略”进行重大调整时期,是冷战行将结束、进入欧盟时期的对欧洲一体化政策“重新审视”的重要历史阶段,美国对欧政策发生了较大变化。     

具限制投资组合和交易费用的博弈未定权益的保值

博弈期权是由kifer(2000)提出的,但就其本质而言,仍是美式期权的一种,只是增加了卖方中止合约的权利.本文主要对连续市场模型中具交易费用和限制投资组合的博弈未定权益的保值问题进行了研究,给出了买卖双方的保值价格和一个无套利区间.     

Constant dividend barrier in a risk model with interclaim-dependent claim sizes

The risk model with interclaim-dependent claim sizes proposed by Boudreault et al. [Boudreault, M., Cossette, H., Landriault, D., Marceau, E., 2006. On a risk model with dependence between interclaim arrivals and claim sizes. Scand. Actur. J., 265-285] is studied in the presence of a constant dividend barrier. An integro-differential equation for some Gerber-Shiu discounted penalty functions is derived. We show that its solution can be expressed as the solution to the Gerber-Shiu discounted penalty function in the same risk model with the absence of a barrier and a combination of two linearly independent solutions to the associated homogeneous integro-differential equation. Finally, we analyze the expected present value of dividend payments before ruin in the same class of risk models. An homogeneous integro-differential equation is derived and then solved. Its solution can be expressed as a different combination of the two fundamental solutions to the homogeneous integro-differential equation associated to the Gerber-Shiu discounted penalty function.     

Contingent Solutions for the Bellman Equation in Infinite Dimensions

The present paper is concerned with the study of the Hamilton–Jacobi–Bellman equation for the time optimal control problem associated with infinite-dimensional linear control systems from the point of view of continuous contingent solutions.     

Heston模型下的欧式一篮子期权定价

本文在Heston模型下,对资产的波动率满足CIR的模型的欧式一篮子期权定价进行研究,得到一篮子看涨期权的定价公式.