NCD系统的数学理论

无索赔折扣系统(No Claim Discount system,简记为NCD系统)是世界各国机动车辆险中广泛采用的一种经验费率厘定机制.本文尝试建立了NCD系统严谨的数学理论, 重点讨论了NCD系统的数学建模和稳态分析.此外,作为本文必要的数学前提,首先在第2节着重探讨了随机矩阵间的随机优序关系,并将所得结论运用至齐次不可约且遍历的马尔科夫链的研究中,这些内容也有其独立的数学上的兴趣.     

Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences

Recently, Fishbum and Lavalle (1995) and Lefèvre and Utev (1996) have considered some stochastic order relations specific for arithmetic random variables. The present work is concerned with these orderings, together with two other classes of stochastic order relations closely related. First, attention is paid to characterizations and various properties of all these orderings. Then, sufficient conditions of crossing-type for the two new classes of orderings are derived and extrema among discrete random variables are deduced. This is applied in actuarial sciences to obtain new bounds for the classical single life premiums as well as for the probability of ruin in the compound binomial risk model.     

Convex dominates concave: An exclusion principle in discrete-time Kolmogorov systems

We establish an exclusion principle in discrete-time Kolmogorov systems by using average Liapunov functions. The exclusion principle shows that a weakly dominant species with a convex logarithmic growth rate function eliminates species with concave logarithmic growth rate functions. A general result is applied to specific population models. This application gives an improved exclusion principle for the specific population models.

     

Capacity augmentation of a supply chain for a short lifecycle product: A system dynamics framework

For an innovative product characterized by short product lifecycle and high demand uncertainty, investment in capacity buildup has to be done cautiously. Otherwise either the product’s market diffusion is impeded or the manufacturer is left with unutilized capacity. Using the right information for making capacity augmentation decisions is critical in facing this challenge. In this paper, we propose a method for identifying critical information flows using the system dynamics model of a two-echelon supply chain. The fundamental premise of system dynamics methodology is that (system) structure determines (its) behavior. Using loop dominance analysis method we study the feedback loop structure of the supply chain system. The outcome is a set of dominant loops that determine the dynamics of capacity growth. It is revealed that the delivery delay information has little effect while the loop that connects retail sales with production order affects the dynamics significantly. Modifying this loop yields appropriate capacity augmentation decisions resulting in higher performance. What-if analyses bring out effects of modifying other structural elements. In conclusion, we claim that the information feedback based methodology is general enough to be useful in designing decision support systems for capacity augmentation. The limitations of the model are also discussed and possible extensions identified.     

Strategic commitment to price to stimulate downstream innovation in a supply chain

It is generally in a firm’s interest for its supply chain partners to invest in innovations. To the extent that these innovations either reduce the partners’ variable costs or stimulate demand for the end product, they will tend to lead to higher levels of output for all of the firms in the chain. However, in response to the innovations of its partners, a firm may have an incentive to opportunistically increase its own prices. The possibility of such opportunistic behavior creates a hold-up problem that leads supply chain partners to underinvest in innovation. Clearly, this hold-up problem could be eliminated by a pre-commitment to price. However, by making an advance commitment to price, a firm sacrifices an important means of responding to demand uncertainty. In this paper we examine the trade-off that is faced when a firm’s channel partner has opportunities to invest in either cost reduction or quality improvement, i.e. demand enhancement. Should it commit to a price in order to encourage innovation, or should it remain flexible in order to respond to demand uncertainty. We discuss several simple wholesale pricing mechanisms with respect to this trade-off.     

SINGLE MACHINE SCHEDULING WITH CONTROLLABLE PROCESSING TIMES AND COMPRESSION COSTS （PART I：EQUAL TIMES AND COSTS）

Most papers in scheduling research have treated individual job processing times as fixed parameters. However, in many practical situations, a manager may control processing time by realloeating resources. In this paper, authors consider a machine scheduling problemwith controllable processing times. In the first part of this paper, a special case where the pro-cessing times and compression costs are uniform among jobs is discussed. Theoretical results are derived that aid in developing an O（n^2) algorithm to slove the problem optimally. In the second part of this paper, authors generalize the discussion to general case, An effective heuristic to the genera/ problem will be presented.     

Large-scale computer simulation of fully developed turbulent channel flow with heat transfer

Recently, with the advent of supercomputers, there has been considerable interest in the use of direct numerical simulation to obtain information about turbulent shear flow at low Reynolds number. This paper presents a pseudospectral technique to solve the full three-dimensional time-dependent Navier-Stokes and advection-diffusion equations without the use of subgrid-scale modelling. The technique has not been previously used for fully developed turbulent channel flow simulation and is based on methods applied in other contexts. The emphasis of this paper is to provide a reasonably detailed account of how the simulation is done rather than to present new calculations of turbulence. The details of an algorithm for turbulent channel flow simulation and the grid and time step sizes needed to integrate through transient behaviour to steady state turbulence have not been published before and are presented here. Results from a Cray-2 simulation of fully developed turbulent flow in a channel with heat transfer are presented along with a critical comparison between experiment and computation. The first- and second-order moments agree well with experimental measurements; the agreement is poor for higher-order moments such as the skewness and flatness near the walls of the channel. Detailed information given about the effects of spatial grid resolution on a computed results is important for estimating the size of the computation required to study various aspects of a turbulent flow.     

A tentative approach to the direct simulation of drag reduction by polymers

An efficient technique for drag reduction uses dilute solutions of a few p.p.m. of polymers. A possible reduction in drag of up to 80% is achieved. Several experimental observations have been made which tend to indicate that the polymers modify the turbulence structures within the buffer layer. Flow visualisations have shown that the changes consist of a weakening of the strength of the streamwise vortices. Existing literature reveals no attempts of numerical simulation of this phenomenon. In this paper an approach is pursued by using a constitutive equation which relates the elongation viscosity to the local properties of the flow. According to this model this viscosity is large in zones where the amount of strain rate is greater than the amount of vorticity, and is zero when the vorticity exceeds the strain rate. Simulations have been performed in a “minimal channel” to give good resolution with a limited number of grid points. The accuracy of the method is tested by comparison with the results of other techniques. For simulations with polymers, quantitative comparisons cannot be made, but the results reproduce the qualitative outputs of the experiments. The mean streamwise velocity is modified in the buffer layer; the peak of the streamwise turbulent intensity, in wall units, increases and its maximum moves far from the wall; and the vertical turbulent intensity is largely reduced in the wall region. An interesting outcome from both the simulation and the experiments is that the strength of the longitudinal vortices is reduced when the polymers are present.     

Voltammetry Under Microfluidic Control,a Flow Cell Aproach

A generic approach to the design, construction and experimental characterization of novel microelectrochemical reactors (MECR) is presented. Structurally well‐defined rectangular microchannels incorporating electrochemical sensors were fabricated using a propriety photosensitive glass and photolithographic techniques. Microelectrode sensors were produced via evaporation to yield, gold, silver or platinum bands of approximate lengths 10–50 μm. The approach outlined permits cells of dimensions in the range: height 50–100 μm, width 100–500 μm and length 1–3 cm to be accurately constructed, in single or array configurations and were characterized via a voltammetric study utilizing electrolyte solutions containing N,N,N′N′‐Tetramethyl‐1,4‐phenylenediamine. In all cases, the test cells were constructed so that the three dimensional hydrodynamic boundary layer within the cells would significantly influence the reagent transport and therefore the observed current density at the microelectrodes. The current/flow rate relationship observed was analogous to the response of the observed within the macroscopic channel flow cells, where typically the cell design is restricted to configurations where a two dimensional transport analysis can be performed.     

Heterogeneous ECE Processes at Channel Electrodes: Analytical Solution for all Reaction Rate Constants and Different Diffusion Coefficients

An analytical solution is developed for heterogeneous ECE processes occurring at channel electrode surface for both laminar and turbulent flow. The solution explicitly links the behavior of ECE processes and the parameters. A simple expression of the effective number of electrons transferred, covering all the reaction rate constants and different diffusion coefficients of the reactant A and the intermediate product B, is obtained. Excellent agreement with previous numerical and analytical results is shown . Parametric studies illustrate the effects of diffusion coefficients, hydrodynamic factors and reaction rate constants on the effective number of electrons transferred and the currents.