有限时滞微分系统依照双测度的实际稳定性

本文对具有有限时滞的泛函微分方程建立了关于依照两种测度的实际稳定性的Razumikhin型判定定理，其中未采用通常的辅助函数，且可运用多个含有状态变量x的部分变元的Lyapunov函数，得出部分变远实际稳定性的判定定理，从而改进了已有的结果。     

基于演化博弈的武器装备研制合同定价模型研究

针对合同的动态性，提出利用基于演化博弈建立定价模型。考虑到决策群体中个体的认识误差，对所建立的定价模型进行修正，建立带偏离的定价模型并分析了偏离对均衡解的影响。最后将以上模型应用实例进行比较分析。     

在有限执行假设下对最优契约的扩展模型研究

本文运用违约保证金条款改进了代理人事前报酬契约；在契约有限执行的假设下，扩展了代理人的逆向选择模型，并运用扩展逆向选择模型分析了改进后的最优报酬契约。文章指出，改进后的最优报酬契约严格优于委托人为防范代理人违约而被迫采用的非负参与性约束条件下的最优报酬契约。     

非终身免疫传染病模型解的适定性

本文将讨论非终生免疫性传染病模型解的适定性及正则性；同时证明了整体解的存在，以及解对初值的连续依赖。     

(CH_3C_5H_4)_3Ln·THF(Ln=Sm,Ho,Tb,Yb)与环戊二烯生成(C_5H_5)_3Ln·THF的新反应

研究了(CH_3C_5H_4)_3Ln·THF (Ln = Sm,Ho,Tb,Yb)与环戊二烯高产率生成 (C_5H_5)_3Ln·THF的新反应。反应产物经过了元素分析、质谱和X射线的表征。产 物(C_5H_5)_3Ln·THF的特征结构参数,如五元碳环的碳原子与中心金属的平均距 离,五元碳环质心与中心金属距离,配位的四氢呋喃氧原子与中心金属距离,由于 “镧系收缩现象”,随着中心原子序数的增加而减小。     

绿色供应链中消费者信用支付策略研究

本文考虑了一个由单一供应商和单一电商平台组成的绿色供应链,分析了三种不同支付策略(立即支付策略、分期付款策略以及最低还款策略)对供应链成员最优决策和利润的影响。研究表明:(1)免息期敏感系数对绿色营销水平和供应链成员利润均有正向影响。(2)信用支付会使产品产生溢价现象。但在一定条件下,信用支付策略可同时提高供应链成员利润和绿色营销水平,实现经济绩效和环境绩效的双赢。(3)手续费率较高时,若信用期限系数较小,立即支付策略最优;若信用期限系数适中,分期付款策略最优;否则最低还款策略最优。手续费率较低且信用期较小时,最低还款策略最优,否则立即支付策略最优。在此基础上,针对两种信用支付模型设计了成本分担和收益共享的组合契约,实现了供应链协调。     

Inside the Solvency 2 Black Box: Net Asset Values and Solvency Capital Requirements with a least-squares Monte-Carlo approach

The calculation of Net Asset Values and Solvency Capital Requirements in a Solvency 2 context–and the derivation of sensitivity analyses with respect to the main financial and actuarial risk drivers–is a complex procedure at the level of a real company, where it is illusory to be able to rely on closed-form formulas. The most general approach to performing these computations is that of nested simulations. However, this method is also hardly realistic because of its huge computation resources demand. The least-squares Monte Carlo method has recently been suggested as a way to overcome these difficulties. The present paper confirms that using this method is indeed relevant for Solvency 2 computations at the level of a company.     

An optimal co-reinsurance strategy

This article considers a co-reinsurance strategy that (1) protects insurance companies against catastrophic risks; (2) enables insurers to gather sufficient information about the different risk attitudes of reinsurers and diversify their reinsured risks; (3) enables insurers to create better risk-sharing profiles by balancing the risk tolerances of reinsurers; (4) has the benefit of allowing reinsurers to accumulate experience with risks with which they are unfamiliar; (5) reduces the overall direct cost of a reinsurance contract; (6) allows a government to back some insurance products, such as the terrorism insurance programs that were established in many countries after the September 11th terrorist attacks; and (7) reflects the practical reinsurance industry of some countries, such as Iran. Such a co-reinsurance strategy can be fully determined by estimating its parameters whenever three optimal criteria are satisfied and prior information about the unknown parameters is available. Two simulation-based studies have been conducted to demonstrate (1) the practical applications of our findings and (2) the possible impact of any type of dependency between the co-reinsurance’s parameters and the evaluated optimal co-reinsurance strategy.     

基于供应方生产能力的应急物资生产模型

利用期权契约所建立的政企合作储备应急物资模式能够有效解决政府单独储备模式所造成的物资储备量过少或过多而引起的困境。然而由于应急物资的需求特性,若应急物资供应企业采用按单生产方式安排生产储备计划,势必会造成库存水平升高,引发资金周转困难等问题,对政企之间的长期合作造成不利影响。基于此,本文设计了基于供应方生产能力的应急物资生产模型。该模型在政府利用批发价格契约与期权契约采购应急物资的基础上,研究了供应方根据自身生产能力进行柔性生产时的生产与储备问题。通过推导政企双方最优决策后,重点分析了期权权利金,执行价格,加急生产成本等参数对供应方生产决策的影响,并证明与按单生产模式相比,柔性生产模式可有效降低供应方的库存量与生产成本,提高其利润,继而提高整体供应链的利润水平,有助于促进政企之间长期稳定的合作。     

Contract type and decision right of sales promotion in supply chain management with a capital constrained retailer

From the practices of Chinese consumer electronics market, we find there are two key issues in supply chain management: The first issue is the contract type of either wholesale price contracts or consignment contracts with revenue sharing, and the second issue is the decision right of sales promotion (such as advertising, on-site shopping assistance, rebates, and post-sales service) owned by either manufacturers or retailers. We model a supply chain with one manufacturer and one retailer who has limited capital and faces deterministic demand depending on retail price and sales promotion. The two issues interact with each other. We show that only the combination (called as chain business mode) of a consignment contract with the manufacturer’s right of sales promotion or a wholesale price contract with the retailer’s right of sales promotion is better for both members. Moreover, the latter chain business mode is realized only when the retailer has more power in the chain and has enough capital, otherwise the former one is realized. But which one is preferred by customers? We find that the former is preferred by customers who mainly enjoy low price, while the latter is preferred by those who enjoy high sales promotion level.