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Regional Design Storm and Flood Modelling—Risk Implications in Ungauged Catchments 被引量:1
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作者 Berhanu F. Alemaw Ron T. Chaoka 《Journal of Water Resource and Protection》 2016年第13期1211-1221,共11页
Most planned developments in a catchment for control of excess water using a culvert, bridge or dam spillway are located at a site in a stream where there are no discharge measurements. Even though, for gauged catchme... Most planned developments in a catchment for control of excess water using a culvert, bridge or dam spillway are located at a site in a stream where there are no discharge measurements. Even though, for gauged catchments a number of established flood frequency models and rainfall-runoff models do exist, for ungauged catchments mostly regional flood frequency and event-based rainfall-runoff models are used, which depend on regional parameters. In this paper, a regional approach for design floods is presented and risk implication for design of drainage structures assessed. A case study in light of the above has been considered at four ungauged sites in the Limpopo Drainage Basin in north-eastern Botswana. 展开更多
关键词 Ungauged Catchments Drainage Structures DAMS design Flood risk Assessment
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Identifying Risk at the Conceptual Product Design Phase: A Web-Based Software Solution and Its Evaluation
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作者 Katie Grantham Cassandra Elrod +1 位作者 Barry Flaschbart William Kehr 《Modern Mechanical Engineering》 2012年第2期25-34,共10页
This paper introduces a web-based application that enables engineers or designers to identify risks during the conceptual phase of a product design. This software application was developed based on the Risk in Early D... This paper introduces a web-based application that enables engineers or designers to identify risks during the conceptual phase of a product design. This software application was developed based on the Risk in Early Design (RED) method developed by Author, Stone, and Tumer. The RED method demonstrates that risks can be identified in the early phase of product design by relating recorded historical failure information to product functions. Based on the concept of RED theory and current industry needs, the goals of a web-based RED application were defined. These goals are the intended benefits or functionalities that the web-based RED application would provide. In addition, a multi-level evaluation framework was adopted to determine how well the application meets the needs of various organizations. As part of the evaluation, a questionnaire was developed and administered to a sample industrial and academic user group. The results of the evaluation indicate that the web-based RED software application meets many of the goals to help an organization in performing product risk analysis. 展开更多
关键词 PRODUCT design design MANAGEMENT risk MANAGEMENT risk Modeling
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Reducing risks in the investigation, design and construction of large concrete dams 被引量:2
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作者 E.T.Brown 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2017年第2期197-209,共13页
An overview of the GeoSafe 2016 Symposium topic is provided using the example of large concrete dams for purposes of illustration.It is essential that the risks associated with large dams be evaluated rigorously and m... An overview of the GeoSafe 2016 Symposium topic is provided using the example of large concrete dams for purposes of illustration.It is essential that the risks associated with large dams be evaluated rigorously and managed proactively at all stages of their lives so that the risk of failure remains As Low As Reasonably Practicable(ALARP).Rock engineering features of large concrete dams that require particular attention,assessment and monitoring during the investigation,design,construction,initial filling,inservice operation,and subsequent repair and upgrade stages of the lives of concrete dams are identified and illustrated by examples from recorded experiences.A number of major concrete dam failures,including that of the St.Francis dam,California,U.S.A.,in 1928,have led to significant developments in rock mechanics and rock engineering knowledge and techniques,as well as in dam design and review processes.More recent advances include a range of analytical,numerical modelling,probabilistic,reliability,failure mode and risk assessment approaches. 展开更多
关键词 Concrete dam failure Dam engineering risk assessment Rock engineering design Site investigation
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Risk Assessment at the Design Phase of Construction Projects in Ghana
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作者 Maurice Azochiman Awuni 《Journal of Building Construction and Planning Research》 2019年第2期39-58,共20页
The study was carried out exclusively in Ghana to explore the approaches employed by consultants in risk assessment at the design phase of projects in Ghana. One hundred and fourteen (114) consultants were selected ou... The study was carried out exclusively in Ghana to explore the approaches employed by consultants in risk assessment at the design phase of projects in Ghana. One hundred and fourteen (114) consultants were selected out of a population of one hundred and eighty six (186) from three main professional associations in Ghana made up of the Ghana Institute of Architects, Ghana Institution of Engineers and the Ghana Institution of Surveyors (Quantity Surveying Division) practicing in Ghana for the study. Both primary and secondary data were collected. A descriptive survey was also used to observe and describe the presence, frequency or absence of characteristics of a phenomenon as it naturally occurred, in order to gain additional information. A questionnaire was also designed to collect data from the architects, engineers and quantity surveyors. The data was analyzed using Statistical Package for the Social Scientists (SPSS) 17.0. Descriptive and inferential statistics, such as frequency tables, percentages and cross tabulations were used in the data analysis and summaries. Simple tests of associations were undertaken by using Chi square and Cramer’s V statistics to compare relationships between variables. Again, relative importance index was also used to analyze some of the data by computing to deduce their rankings. The relative importance index was used to analyze some of the data by computing to deduce their rankings. The research revealed that majority of consultants had an average knowledge of risk management. Based on the findings it was recommended that consultants undergo advanced training in risk assessment. It was therefore suggested that consultancy firms should develop a set of laid down procedures for consultants to use in risk assessment in order that the use of intuition employed by majority is lessened. The challenges observed in risk assessment and the remedial steps suggested curtailing the detrimental effects of risks would be of wide importance to many developing economies. 展开更多
关键词 Construction INDUSTRY PROJECT risk Management Assessment design PHASE
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Simulation and uniform design-based automatic generation of risk scenarios
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作者 Jinghui Li Rui Kang +1 位作者 Ali Mosleh Xing Pan 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2011年第6期1015-1022,共8页
This paper presents a methodology for automatically generating risk scenarios for dynamic reliability applications in which some dynamic characteristics(e.g.,the order,timing and magnitude of events,the value of relev... This paper presents a methodology for automatically generating risk scenarios for dynamic reliability applications in which some dynamic characteristics(e.g.,the order,timing and magnitude of events,the value of relevant process parameters and initial conditions) have a significant influence on the evolution of the system.The main idea of the methodology is:(i) making the system model "express itself" through simulation by having the model driven by an elaborated simulation engine;(ii) exploiting uniform design to pick out a small subset of representative design points from the space of relevant dynamic characteristics;(iii) for each selected design point,employing a depth-first systematic exploration strategy to cover all possible scenario branches at each branch point.A highly dynamic example adapted from the literature(a chemical batch reactor) is studied to test the effectiveness of the proposed methodology. 展开更多
关键词 risk scenarios automatic generation SIMULATION uniform design dynamic reliability.
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Design Tide Hydrograph with A Given Risk Threshold by A Copula-Based Multivariate Method
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作者 YANG Xing WANG Wei 《China Ocean Engineering》 SCIE EI CSCD 2017年第4期504-509,共6页
This paper describes the development of a T-year design tide hydrograph (DTH). A core innovation is that the proposed technique uses the design risk threshold and copula-based conditional risk probability to analyze... This paper describes the development of a T-year design tide hydrograph (DTH). A core innovation is that the proposed technique uses the design risk threshold and copula-based conditional risk probability to analyze the optimal combination of high waters and low waters of the DTH. A brief description of the method is presented. The in situ semi-diurnal tide data at the coast of Jiangsu Province in China are analyzed. Marginal distributions for high waters and low waters of tides are examined. Furthermore, the joint distributions, condition risk probabilities and risk thresholds of high waters and low waters are presented. Results of the DTH from the proposed method are compared with those from the traditional same-multiple enlarging design approach. It is demonstrated that the proposed method is preferable. 展开更多
关键词 semi-diurnal tide design tide hydrograph marginal distribution joint distribution risk threshold COPULA
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生成式人工智能赋能教学设计分析:需求、方法和发展
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作者 穆肃 陈孝然 周德青 《开放教育研究》 北大核心 2025年第1期61-72,共12页
教学目标、教学方法、教学内容、教学环境与资源、教学评价等教学设计环节的决策质量直接影响教学活动效果。当前教学设计“人类制品”与“人工制品”普遍存在设计过程和结构程序化、偏离教师设计初衷和学生个性学习需求、数字技术运用... 教学目标、教学方法、教学内容、教学环境与资源、教学评价等教学设计环节的决策质量直接影响教学活动效果。当前教学设计“人类制品”与“人工制品”普遍存在设计过程和结构程序化、偏离教师设计初衷和学生个性学习需求、数字技术运用不足与适切性不高、忽视情感投入与师生交互不足等问题。本研究在分析现实需求的基础上,借鉴四要素教学设计模型提出“学为中心:助力素养与思维培育”的理念指向和“生成式人工智能促进分析持续生成”的技术指向;构建了包含分析任务分解与规划、内容存储与记忆、功能实现与拓展、决策准确与可信四个环节的教学设计智能分析实践框架,并提供了相应实例;最后基于发展战略分析理性认识生成式人工智能赋能教学设计分析的应用挑战,展望主客观并重贯通的“师—机”协同教学设计智能分析的发展机会。 展开更多
关键词 生成式人工智能 教学设计 教学设计分析 可行方法 风险挑战
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大数据平台在市域治安风险防控中的设计与应用
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作者 罗宁 《河南师范大学学报(自然科学版)》 CAS 北大核心 2025年第1期100-105,I0006,共7页
通过对大数据技术在市域治安风险防控应用中的现状与不足进行剖析,深度挖掘市域治安风险源头和应对方法.探讨了适用于市域治安风险防范的大数据平台设计的要素基础与设计基础,对市域治安风险防控大数据平台进行结构设计、流程设计和功... 通过对大数据技术在市域治安风险防控应用中的现状与不足进行剖析,深度挖掘市域治安风险源头和应对方法.探讨了适用于市域治安风险防范的大数据平台设计的要素基础与设计基础,对市域治安风险防控大数据平台进行结构设计、流程设计和功能设计,给出了矛盾纠纷风险防控、平安校园风险防控、重点关注人员时空轨迹分析等功能的实现方法,深度分析了由矛盾纠纷引起刑事案的内在因素(变量)及各因素的特征.为大数据在市域治安风险防控中的应用提供支撑. 展开更多
关键词 大数据 治安风险防控 平台设计
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基于节点中断的弹性供应链网络设计
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作者 刘琦 张会兰 杨颖 《保定学院学报》 2025年第1期18-27,共10页
弹性供应链设计旨在通过最小化供应链网络,将在正常和中断情况下的总运行成本作为弹性供应链设计的优化目标。在这个优化目标下,面对有限数量的中断场景时,建立一个两阶段网络规划模型,第一阶段模型为正常情况下未发生中断的模型,中断... 弹性供应链设计旨在通过最小化供应链网络,将在正常和中断情况下的总运行成本作为弹性供应链设计的优化目标。在这个优化目标下,面对有限数量的中断场景时,建立一个两阶段网络规划模型,第一阶段模型为正常情况下未发生中断的模型,中断发生后,采用备用供应商和现货购买策略,构建第二阶段模型,即中断发生后考虑运输费用、采购差价、停工损失等参数的弹性供应链网络恢复模型。其中,第二阶段模型通过设置随机中断参数,设定任意场景下供应商中断数量为主供应商数量的25%,两阶段规划模型旨在使供应链网络在中断发生前的正常运行成本和中断后恢复运行的补偿成本之和最小化。通过利用Python编程来运行这一随机规划模型,从而找到最优的供应链网络设计方案。 展开更多
关键词 供应链网络设计 弹性供应链 供应链风险 节点中断
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深基坑施工技术在土木工程中的应用研究
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作者 杨迩周 刘佳莹 《中国厨卫》 2025年第1期114-116,共3页
深基坑工程通常涉及复杂的技术难题,包括土体机械行为的控制、水文地质条件的适应性设计以及施工过程中的安全风险管理等。随着建筑技术的进步和城市需求的增加,传统的设计和施工方法已难以满足现代城市大型建筑的安全性与功能需求,因... 深基坑工程通常涉及复杂的技术难题,包括土体机械行为的控制、水文地质条件的适应性设计以及施工过程中的安全风险管理等。随着建筑技术的进步和城市需求的增加,传统的设计和施工方法已难以满足现代城市大型建筑的安全性与功能需求,因此对深基坑工程设计施工技术的持续研究显得尤为迫切。文章旨在通过系统分析和优化深基坑工程中支护结构的设计方法、开挖与边坡的稳定性及特殊水文地质条件下的设计要求,提高工程的安全性与可靠性。 展开更多
关键词 深基坑工程设计 基坑施工技术 风险管理 智能化技术应用
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Design,Manufacture and Maintenance of Pressure Equipment Based on Accidents Survey 被引量:3
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作者 CHEN Xuedong AI Zhibin FAN Zhichao WANG Bing DOU Wanbo YANG Tiecheng GUAN Weihe 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2011年第2期167-178,共12页
Most of the important units of pressure equipment have been manufactured successfully in China related to the national key construction projects,such as 10 million tons/year oil refinery,million tons/year ethylene,lar... Most of the important units of pressure equipment have been manufactured successfully in China related to the national key construction projects,such as 10 million tons/year oil refinery,million tons/year ethylene,large coal chemical,etc.However,some of them failed to operate shortly after their putting into service.Some suffered severe damage even during the previous period of manufacture and installation.In this paper,cases of accident survey and failure analysis are given for some typical pressure vessels.It is found that many accidents are related to insufficient consideration of the design and manufacture of the equipment.These accidents occur fundamentally because of the Chinese design standards codes for pressure equipment without risk or life concepts and the support from a database for potential risk existing in their dynamic service.Most designers and manufacturers are unable to make correct design,materials selection and manufacturing process all due to a lack of engineering experience.In order to avoid the repetition of the accidents and improve the safety,reliability and economy of pressure equipment,a platform is suggested for design,manufacture and maintenance of pressure equipment in China based on accidents survey.In other words,some effective precautionary measures are taken at the design and manufacture stage,and the design methodology has to be based on service life requirement and desirable risk level.At the service stage some reasonable inspection/monitoring approaches should be utilized to control risks and ensure the equipment operating safely until its desired lifespan.Finally,the basic scheme and some key technologies are briefly given for the platform construction.The concept of risk and life based design,manufacture and maintenance proposed herein has important significance for improving and perfecting the codes and standards for design,manufacture and maintenance of Chinese pressure-bearing equipment,enhancing the life and reliability of Chinese pressure-bearing equipment and promoting the development of in-service maintenance technology that combines safety and economy. 展开更多
关键词 pressure vessel pressure piping DAMAGE risk design MANUFACTURE maintenance
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Impact of Improving Design Factor over 0.72 on the Safety and Reliability of Gas Pipelines and Feasibility Justification 被引量:8
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作者 ZHAO Xinwei ZHANG Guangli +1 位作者 LUO Jinheng ZHANG Hua 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2012年第1期166-172,共7页
Many years experience of the operation of high stress (>72% specified minimum yield strength, SMYS) gas pipelines and statistical analysis results of pipeline incidents showed that the operating pipelines at stress... Many years experience of the operation of high stress (>72% specified minimum yield strength, SMYS) gas pipelines and statistical analysis results of pipeline incidents showed that the operating pipelines at stress levels over 72% SMYS have not presented problems in USA and Canada, and design factor does not control incidents or the safety of pipelines. Enhancing pipeline safety management level is most important for decreasing incident rate. The application history of higher design factors in the U.S and Canada was reviewed. And the effect of higher factors to the critical flaw size, puncture resistance, change of reliability with time, risk level and the arrest toughness requirements of pipeline were analyzed here. The comparison of pipeline failure rates and risk levels between two design factors (0.72 and 0.8) has shown that a change in design factor from 0.72 to 0.8 would bring little effect on failure rates and risk levels. On the basis of the analysis result, the application feasibility of design factor of 0.8 in China was discussed and the related suggestions were proposed. When an operator wishes to apply design factor 0.8 to gas pipeline, the following process is recommended: stress level of line pipe hydro test should be up to 100% SMYS, reliability and risk assessment at the design feasibility or conceptual stage should be conducted, Charpy impact energy should meet the need of pipeline crack arrest; and establish and execute risk based integrity management plan. The technology of pipeline steel metallurgy, line pipe fabrication and pipeline construction, and line pipe quality control level in China achieved tremendous progresses, and line pipe product standards and property indexes have come up to international advanced level. Furthermore, pipeline safety management has improved greatly in China. Consequently, the research for the feasibility of application of design factor of 0.8 in China has fundamental basis. 展开更多
关键词 gas pipeline higher design factor safety and reliability risk integrity management
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Highway Planning and Design in the Qinghai–Tibet Plateau of China: A Cost–Safety Balance Perspective 被引量:4
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作者 Chengqian Li Lieyun Ding Botao Zhong 《Engineering》 SCIE EI 2019年第2期337-349,共13页
Engineering designs for mountainous highways emphasize compliance checking to ensure safety. However, relying solely on compliance checking may lead designers to minimize costs at the expense of high risk indicators, ... Engineering designs for mountainous highways emphasize compliance checking to ensure safety. However, relying solely on compliance checking may lead designers to minimize costs at the expense of high risk indicators, since the overall risk level of the highway design is unknown to the designers. This paper describes a method for the simultaneous consideration of traffic safety risks and the associated cost burden related to the appropriate planning and design of a mountainous highway. The method can be carried out in four steps: First, the highway design is represented by a new parametric framework to extract the key design variables that affect not only the life-cycle cost but also the operational safety. Second, the relationship between the life-cycle cost and the operational safety risk factors is established in the cost-estimation functions. Third, a fault tree analysis (FTA) is introduced to identify the traffic risk factors from the design variables. The safety performance of the design solutions is also assessed by the generalized linear-regression model. Fourth, a theory of acceptable risk analysis is introduced to the traffic safety assessment, and a computing algorithm is proposed to solve for a cost-efficient optimal solution within the range of acceptable risk, in order to help decision-makers. This approach was applied and examined in the Sichuan–Tibet Highway engineering project, which is located in a complex area with a large elevation gradient and a wide range of mountains. The experimental results show that the proposed approach significantly improved both the safety and cost performance of the project in the study area. 展开更多
关键词 HIGHWAY planning and design Cost-safety optimization Acceptable risk assessment Sichuan-Tibet HIGHWAY
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Application of quality by design in the current drug development 被引量:14
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作者 Lan Zhang Shirui Mao 《Asian Journal of Pharmaceutical Sciences》 SCIE CAS 2017年第1期1-8,共8页
Quality by Test was the only way to guarantee quality of drug products before FDA launched current Good Manufacturing Practice. To clearly understand the manufacture processes, FDA generalized Quality by Design(QbD) i... Quality by Test was the only way to guarantee quality of drug products before FDA launched current Good Manufacturing Practice. To clearly understand the manufacture processes, FDA generalized Quality by Design(QbD) in the field of pharmacy, which is based on the thorough understanding of how materials and process parameters affect the quality profile of final products. The application of QbD in drug formulation and process design is based on a good understanding of the sources of variability and the manufacture process. In this paper,the basic knowledge of QbD, the elements of QbD, steps and tools for QbD implementation in pharmaceutics field, including risk assessment, design of experiment, and process analytical technology(PAT), are introduced briefly. Moreover, the concrete applications of QbD in various pharmaceutical related unit operations are summarized and presented. 展开更多
关键词 QUALITY by design(QbD) Process analytical technology(PAT) Critical QUALITY attributes(CQA) design of experiment(DoE) risk assessment Near infrared(NIR)spectroscopy
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Design Capability Identify under Asymmetric Information
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作者 Yi-Yong Lin You-Song Wang 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2013年第6期9-14,共6页
Under the condition of asymmetric information,the Spence 's Job Market Signaling Model is generally applied to inspect the design capability of a designer and his labor and efforts to be invested; however,since th... Under the condition of asymmetric information,the Spence 's Job Market Signaling Model is generally applied to inspect the design capability of a designer and his labor and efforts to be invested; however,since the"prior probability"and "posterior probability"have great uncertainties,the practical effect of this model is poor. On the basis of analyzing reverse selection questions,this paper provides a design capability screening model,which can make a designer automatically expose his hidden information so that necessary actions can be taken as required by the owner to realize risk sharing. A calculation example is finally given to demonstrate that the new model is helpful for an owner to select a designer with high professional level and to lead the designer to work hard,so it is of significant application value. 展开更多
关键词 Spence's Job Market Signaling Model reverse selection design capability risk analysis asymmetric informationCLC number:TU9 Document code:AArticle ID:1005-9113(2013)06-0009-06
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Estimation of Attributable Risk from Clustered Binary Data: The Case of Cross-Sectional and Cohort Studies
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作者 Mohamed Shoukri Allan Donner Futwan Al-Mohanna 《Open Journal of Statistics》 2017年第2期240-253,共14页
Effect sizes are estimated from several study designs when the subjects are individually sampled. When the samples are the aggregate cluster of individuals, the within cluster correlation must be accounted for to cons... Effect sizes are estimated from several study designs when the subjects are individually sampled. When the samples are the aggregate cluster of individuals, the within cluster correlation must be accounted for to construct correct confidence intervals, and to conduct valid statistical inference. The purpose of this article is to propose and evaluate statistical procedures for the estimation of the variance of the estimated attributable risk in parallel groups of clusters, and in a design dividing each of k clusters into two segments creating multiple sub-clusters. The estimated variance is the first order approximation and is obtained by the delta method. We apply the methodology and propose a Wald type confidence interval on the difference between two correlated attributable risks. We also construct a test on the hypothesis of equality of two correlated attributable risks. We evaluate the power of the proposed test via Monte-Carlo simulations. 展开更多
关键词 CORRELATED Binary Responses Effect Size Split-Cluster design CORRELATED Attributable riskS CONFIDENCE INTERVALS Monte-Carlo Simulations
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不确定需求条件下考虑风险公平的危险品运输网络设计问题
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作者 刘丽萍 刘琛 《系统管理学报》 CSSCI CSCD 北大核心 2024年第5期1218-1230,共13页
危险品运输事故具有低概率、高后果的特征,降低事故风险是危险品运输研究的重点。危险品运输产生风险的同时伴随着风险在空间上的分布不均衡,此前研究关注总风险最小和风险公平的权衡,但较少考虑不确定需求下的运输网络。运输需求波动... 危险品运输事故具有低概率、高后果的特征,降低事故风险是危险品运输研究的重点。危险品运输产生风险的同时伴随着风险在空间上的分布不均衡,此前研究关注总风险最小和风险公平的权衡,但较少考虑不确定需求下的运输网络。运输需求波动可能引起风险增加,为了解决不确定需求下考虑风险公平的危险品网络设计问题,构建了危险品多起点-终点(OD)对运输网络设计的双层混合整数规划模型,上层和下层问题分别为监管者选择关闭路段以及承运人选择最优路径,并通过自适应遗传算法和局部搜索算法进行求解。通过实例分析发现,不同需求情景特别是部分OD对中断时产生不同的最优网络设计方案,采用的遗传算法相比局部搜索算法运行时间稍长情况下获得的解更优。 展开更多
关键词 危险品网络设计 风险公平 不确定需求 双层规划 遗传算法
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中国碳排放权交易机制与实践:基于微观企业股权资本成本的视角 被引量:2
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作者 刘向强 方祺 胡珺 《中国软科学》 CSSCI CSCD 北大核心 2024年第5期142-151,共10页
碳排放权交易市场作为企业减排增效的重要机制,引发了资本市场投资者对企业碳排放问题的关注,进而可能影响投资者对企业的风险评估与价值判断。手工整理中国各试点碳市场的控排企业名录发现:碳排放权交易机制显著提升了控排企业的权益... 碳排放权交易市场作为企业减排增效的重要机制,引发了资本市场投资者对企业碳排放问题的关注,进而可能影响投资者对企业的风险评估与价值判断。手工整理中国各试点碳市场的控排企业名录发现:碳排放权交易机制显著提升了控排企业的权益资本成本,主要机制为投资者碳风险关注,但该市场机制存在明显的效应边界。进一步发现,当碳市场的初始配额实施部分竞价拍卖和非履约主体交易更为活跃,产品市场竞争程度更高和企业所在城市空气污染更为严重,以及企业非财务绩效表现更好时,碳排放权交易机制对企业权益资本成本的提升作用更为明显。研究结论有助于更为全面的评估我国碳市场建设的经济后果,为该低碳环保政策的持续推广提供理论依据与经验参考。 展开更多
关键词 碳排放权交易 碳市场机制设计 投资者碳风险关注 权益资本成本
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不确定性视角下灾难防控的社会支付意愿评估研究
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作者 曾惠芳 朱慧明 +1 位作者 熊培银 李宾 《运筹与管理》 CSSCI CSCD 北大核心 2024年第5期204-209,共6页
灾难政策设计需要权衡政策实施的成本与收益。社会支付意愿常用来评估灾难防控政策收益,其依赖于灾难损失的大小。灾难概率和规模是刻画灾难损失的两个重要变量。因此,本文基于灾难概率与规模提出了一种评估灾难防控的社会支付意愿理论... 灾难政策设计需要权衡政策实施的成本与收益。社会支付意愿常用来评估灾难防控政策收益,其依赖于灾难损失的大小。灾难概率和规模是刻画灾难损失的两个重要变量。因此,本文基于灾难概率与规模提出了一种评估灾难防控的社会支付意愿理论框架。首先分析了灾难概率与期望规模对社会支付意愿的影响。结果发现,随着灾难概率的增大,社会支付意愿增大,但是减少单位灾难概率的社会支付意愿是下降的。随着灾难规模的增大,社会支付意愿也增大,且减少单位灾难规模的社会支付意愿是上升的。这意味着,社会支付意愿对灾难规模更敏感,特别当灾难规模较大时,为减少灾难规模社会愿意支付更多成本。进一步,考虑到灾难规模的厚尾不确定性,研究了灾难规模不确定性对社会支付意愿的影响。结果发现,随着灾难规模不确定性的增大,社会支付意愿也是增大的,但是减少单位灾难规模不确定性的社会支付意愿是下降的。这为灾难政策设计时如何权衡灾难概率与灾难规模提供了重要参考。 展开更多
关键词 社会支付意愿 灾难风险 不确定性 政策设计
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基于风险补偿效应的银行转股型永续债优化设计与定价
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作者 刘洋 秦学志 +1 位作者 尚勤 林先伟 《系统管理学报》 CSSCI CSCD 北大核心 2024年第5期1362-1372,共11页
效应是衡量金融产品设计成败的重要依据。研究对永续债内蕴的风险补偿效应进行剖析与量化,并以风险补偿效应的控制为依据对转股条款进行优化设计:特别考虑了“部分转股”的情景,即在轻度财务困境时可实施部分转股,弥补了现有条款“一刀... 效应是衡量金融产品设计成败的重要依据。研究对永续债内蕴的风险补偿效应进行剖析与量化,并以风险补偿效应的控制为依据对转股条款进行优化设计:特别考虑了“部分转股”的情景,即在轻度财务困境时可实施部分转股,弥补了现有条款“一刀切”式的全部转股方式的弊端。进一步,给出了与所设计的转股条款相适宜的各利益方权益价值的结构化定价方法,并构建了可体现各利益方激励相容性的确定转股比例的约束优化模型,以充分体现发行方与投资者之间的“共建共享”特征。数值分析结果表明:适宜的转股条款设计可较好地控制风险补偿效应,既兼顾了永续债投资者的利益,又保护了发行银行股东的权益,且有利于提高发行银行的价值;所设计的转股条款在多种情景下均具有良好的可实施性,进而有望为永续债市场的良性发展提供有益的决策参考。 展开更多
关键词 银行永续债 转股条款设计 风险补偿效应 激励相容
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