人事选拔情景判断测验作假的实证研究

选用情境差异范式,以情景判断测验为实验材料,以140名大学生为被试,探讨警告以及标准识别能力对考生作假的影响.结果表明,情景判断测验中存在作假现象.标准识别能力显著正向预测作假.警告与标准识别能力的交互作用可预测作假,对于标准识别能力较高的考生,警告不但不能减少作假,反而助长作假;对于标准识别能力较低的考生,警告无明显作用.     

HEAT TRANSFER AND PRESSURE DROP FROM LOUVERED SURFACES IN AUTOMOTIVE HEAT EXCHANGERS

An investigation of heat transfer and pressure drop from some louvered surfaces is presented. The test rig and the measuring as well as the data evaluating procedures are described. The measured data are transferred and presented in a nondimenswnal form. The heal transfer data are provided mainly as Stanton numbers versus Reynolds number, and the pressure drop is given as Darcy friction factors versus Reynolds number. For comparing the performance of the various louvered surfaces, the flow area goodness factors and the so-called volume goodness factors are presented. All the louvered surfaces have been found to be more efficient than the corresponding smooth surface. The standard multilouvered fin surfaces were found to be most efficient, but one of the new surfaces also performed very well.     

旅居者旅游感知风险探究

该文主要运用SPSS软件对旅居者感知到的旅游风险进行分析,研究旅居者旅游感知风险构面,找出旅居者旅游感知风险因子.最终得出6个风险构面,分别为身体安全风险、交通风险、财务风险、功能风险、文化风险、社会-心理风险.其中旅居者最为顾忌身体安全风险,同时并不在意社会-心理风险.     

Dynamic models of segregation†

Some segregation results from the practices of organizations, some from specialized communication systems, some from correlation with a variable that is non‐random; and some results from the interplay of individual choices. This is an abstract study of the interactive dynamics of discriminatory individual choices. One model is a simulation in which individual members of two recognizable groups distribute themselves in neighborhoods defined by reference to their own locations. A second model is analytic and deals with compartmented space. A final section applies the analytics to ‘neighborhood tipping.’ The systemic effects are found to be overwhelming: there is no simple correspondence of individual incentive to collective results. Exaggerated separation and patterning result from the dynamics of movement. Inferences about individual motives can usually not be drawn from aggregate patterns. Some unexpected phenomena, like density and vacancy, are generated. A general theory of ‘tipping’ begins to emerge.     

Intensity‐based estimation of extreme loss event probability and value at risk

We develop a methodology for the estimation of extreme loss event probability and the value at risk, which takes into account both the magnitudes and the intensity of the extreme losses. Specifically, the extreme loss magnitudes are modeled with a generalized Pareto distribution, whereas their intensity is captured by an autoregressive conditional duration model, a type of self‐exciting point process. This allows for an explicit interaction between the magnitude of the past losses and the intensity of future extreme losses. The intensity is further used in the estimation of extreme loss event probability. The method is illustrated and backtested on 10 assets and compared with the established and baseline methods. The results show that our method outperforms the baseline methods, competes with an established method, and provides additional insight and interpretation into the prediction of extreme loss event probability. Copyright © 2012 John Wiley & Sons, Ltd.     

《十二楼》与明末清初中篇通俗小说

中篇通俗小说是介于长篇通俗小说和短篇通俗小说之间的一种小说形态，是中国古代通俗小说的一个重要品种，却长期为人们所忽视。明末清初诞生了一大批中篇通俗小说作品，取得了相当可观的成绩。烟水散人徐震是当时最多产的作家，而李渔《十二楼》的水平最高，影响也最大。明末清初中篇通俗小说的艺术成就和经验教训值得总结和汲取。     

大学生网络集群行为的预警管理

大学生日常生活的网络化、利益诉求的多元化使网络集群行为成为校园客观存在的一种特殊的舆论现象。完善的预警管理是高校发展战略必不可少的一个组成部分。预警管理可以及时准确地对网络集群行为实施预测、预报，预警干预可以对网络不良趋势进行矫正，使大学生有效规范自身的思想和行为。     

Weber Correspondence Analysis: The One-Dimensional Case

When designing programs or software for the implementation of Monte Carlo (MC) hypothesis tests, we can save computation time by using sequential stopping boundaries. Such boundaries imply stopping resampling after relatively few replications if the early replications indicate a very large or a very small p value. We study a truncated sequential probability ratio test (SPRT) boundary and provide a tractable algorithm to implement it. We review two properties desired of any MC p value, the validity of the p value and a small resampling risk, where resampling risk is the probability that the accept/reject decision will be different than the decision from complete enumeration. We show how the algorithm can be used to calculate a valid p value and confidence intervals for any truncated SPRT boundary. We show that a class of SPRT boundaries is minimax with respect to resampling risk and recommend a truncated version of boundaries in that class by comparing their resampling risk (RR) to the RR of fixed boundaries with the same maximum resample size. We study the lack of validity of some simple estimators of p values and offer a new, simple valid p value for the recommended truncated SPRT boundary. We explore the use of these methods in a practical example and provide the MChtest R package to perform the methods.     

Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary

In this paper, we propose two risk hedge schemes in which a life insurer (an annuity provider) can transfer mortality (longevity) risk of a portfolio of life (annuity) exposures to a financial intermediary by paying the hedging premium of a mortality-linked security. The optimal units of the mortality-linked security which maximize hedge effectiveness for a life insurer (an annuity provider) can be derived as closed-form formulas under the risk hedge schemes. Numerical illustrations show that the risk hedge schemes can significantly hedge the downside risk of loss due to mortality (longevity) risk for the life insurer (annuity provider) under some stochastic mortality models. Besides, finding an optimal weight of a portfolio of life and annuity business, the financial intermediary can reduce the sensitivity to mortality rates but the model risk; a security loading may be imposed on the hedge premium for a higher probability of gain to compensate the financial intermediary for the inevitable model risk.     

Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims

This paper continues to study the asymptotic behavior of Gerber-Shiu expected discounted penalty functions in the renewal risk model as the initial capital becomes large. Under the assumption that the claim-size distribution is exponential, we establish an explicit asymptotic formula. Some straightforward consequences of this formula match existing results in the field.