非齐次马氏决策过程的齐次化

该文考虑的是可数状态空间有限行动空间非齐次马氏决策过程的期望总报酬准则．与以往不同的是，我们是通过扩大状态空间的方法，将非齐次的马氏决策过程转化成齐次的马氏决策过程，于是非常简洁地得到了按传统的方法所得的主要结果．     

Optimal budgetary and monetary policies under uncertainty: A stochastic control approach

In this paper, we determine optimal budgetary and monetary policies for Austria using a small macroeconometric model. We use a Keynesian model of the Austrian economy, called FINPOL1, estimated by ordinary least squares, which relates the main objective variables of Austrian economic policies, such as the growth rate of real gross domestic product, the rate of unemployment, the rate of inflation, the balance of payments, and the ratio of the federal budget deficit to GDP, to fiscal and monetary policy instruments, namely expenditures and revenues of the federal budget and money supply. Optimal fiscal and monetary policies are calculated for the model under a quadratic objective function using the algorithm OPTCON for the optimum control of nonlinear stochastic dynamic systems. Several control experiments are performed in order to assess the influence of different kinds of uncertainty on optimal budgetary and monetary policies. Apart from deterministic optimization runs, different assumptions about parameter uncertainties are introduced; the results of these different stochastic optimum control experiments are compared and interpreted.     

Optimal admission control in queues with abandonments

We consider a multi-sever Markovian queueing system with abandonments where admitted customers pay a reward either at the time of arrival or service completion. There is a cost associated with abandonments and a holding cost associated with customers in the system. We prove that the policy that maximizes the long-run average reward is of threshold type and completely characterize the optimal thresholds. We conclude with a comparison of various characteristics of the two variants of the model.     

改革以来我国国际收支变动的实证分析

改革以来我国国际收支规模不断扩大，内容不断充实，外汇储备迅速上升，并且收支的变动呈现出阶段性特点，改革开放，经济增长和国际收支调节政策是形成上述特点的内部原因，国际环境的变化是其外部原因，在新的经济形势下，国际收支高节政策的目标和手段应有所调整，国际收支未来的发展趋势是规模还将扩大，但空间不限，顺差还会维持，但结构会有所改变。     

布莱尔执政时期主要社会保障政策改革评析

自1997年上台执政后,布莱尔政府在国内社会保障政策领域的改革中取得了比较显著的成效,成为其连任三届首相的重要促进因素.考察与分析其改革的实践及经验教训,对于我们完善和发展中国的相关事业具有重要的参考意义与借鉴价值.     

On the regulator–insurer interaction in a structural model

In this paper, we provide a new insight to the previous work of Briys and de Varenne [E. Briys, F. de Varenne, Life insurance in a contingent claim framework: Pricing and regulatory implications, Geneva Papers on Risk and Insurance Theory 19 (1) (1994) 53–72], Grosen and Jørgensen [A. Grosen, P.L. Jørgensen, Life insurance liabilities at market value: An analysis of insolvency risk, bonus policy, and regulatory intervention rules in a barrier option framework, Journal of Risk and Insurance 69 (1) (2002) 63–91] and Chen and Suchanecki [A. Chen, M. Suchanecki, Default risk, bankruptcy procedures and the market value of life insurance liabilities, Insurance: Mathematics and Economics 40 (2007) 231–255]. We show that the particular risk management strategy followed by the insurance company can significantly change the risk exposure of the company, and that it should thus be taken into account by regulators. We first study how the regulator establishes regulation intervention levels in order to control for instance the default probability of the insurance company. This part of the analysis is based on a constant volatility. Given that the insurance company is informed of regulatory rules, we study how results can be significantly different when the insurance company follows a risk management strategy with non-constant volatilities. We thus highlight some limits of the prior literature and believe that the risk management strategy of the company should be taken into account in the estimation of the risk exposure as well as in that of the market value of liabilities.     

INDUCED OSCILLATIONS GENERATED BY PROTECTIVE THRESHOLD POLICIES IN THE MANAGEMENT OF EXPLOITED POPULATIONS

Abstract Management and conservation of exploited populations have been a central issue in theoretical and empirical studies. In this work, it is shown that threshold policies can induce cyclic behavior in an otherwise exploited stable population as a consequence of the combination of harvest pressure and excessively protective threshold densities. Moreover, the dynamical outcomes generated by these extremely protective policies may vary according to the initial densities. These results may be of significant concern in conservation as well as in management of exploited population.     

需求信息不对称下双渠道供应链的协调

基于报童模型,研究了由一个制造商与一个零售商组成的双渠道供应链在需求信息不对称条件下的契约协调问题,分别得到了离散和连续两种需求类型下的最优回购契约,并分析了最优回购契约对供应链的协调绩效.     

抗战时期广西文化政策略论

抗战时期,广西新桂系当局实行了较为开明的文化政策,包括战时基本文化政策、文化宣传教育政策,新闻出版审查政策,文化娱乐管理政策,文化学术团体管理政策等。作为特定历史条件下的产物,抗战时期广西当局文化政策的制定,在一定程度上创造了有利于抗战文化发展的社会政治环境,繁荣了广西文化事业,推进了广西抗战文化的发展进程。