Optimal Reinsurance with Probabilistic Constraints under Distortion Risk Measure北大核心CSCD

We follow Cheung and Lo [Scandinavian Actuarial Journal] and Chi et al. [Insurance: Mathematics and Economics] to investigate the optimal reinsurance problem where risks of the insurer is measured by distortion risk measures, and premiums are calculated under the generalized distortion premium principle. Our novelty is the inclusion of constraints on the maximum level of risk the reinsurer can tolerate. Our objective is to seek for all the optimal reinsurance strategies which minimize the insurer’s risk measurement of its total loss under the stipulated constraints. © 2022 Chinese Academy of Sciences. All rights reserved.     

数学建模竞赛中大学生创新绩效影响因素的量化评估研究

学科竞赛已成为提升大学生创新绩效水平的重要途径.本文以大学生数学建模竞赛为例,量化评估影响大学生创新绩效的5个因素,通过KMO检验以及对调查结果的探索性因子与多元回归分析,得到影响大学生创新绩效评价指标的比重,其作用大小依次为:学生科研能力、师生融洽关系、团队协作情况、高校创新氛围和参与竞赛动机.根据实证分析结果可知,高校需注重培养和锻炼学生的创新思维,提升科研实践能力;增进师生在科研创新过程中的融洽关系,重视团队成员间的相互协作;营造积极向上的校园创新氛围,强化提升自我能力为主的竞赛动机;以此提升大学生参与学科竞赛的创新绩效.