The paper reports an experiment in China on individual investors＇ risk perception. The main findings are similar with the results in Matthias （2000）, but the absolute value of correlation coefficients between risk ...The paper reports an experiment in China on individual investors＇ risk perception. The main findings are similar with the results in Matthias （2000）, but the absolute value of correlation coefficients between risk measures and risk ratings are higher.展开更多
In this paper, we obtain the moment conditions for the supermun of normed sums of ρ^--mixing random variables by using the Rosenthal-type inequality for Maximum partial sums of ρ^--mixing random variables. The resul...In this paper, we obtain the moment conditions for the supermun of normed sums of ρ^--mixing random variables by using the Rosenthal-type inequality for Maximum partial sums of ρ^--mixing random variables. The result obtained generalize the results of Chen(2008) and extend those to negatively associated sequences and ρ^--mixing random variables.展开更多
Let {Xn,n ≥ 1} be a sequence of identically distributed ρ^--mixing random variables and set Sn =∑i^n=1 Xi,n ≥ 1,the suffcient and necessary conditions for the existence of moments of supn≥1 ｜Sn/n^1/r｜^p（0 〈 r...Let {Xn,n ≥ 1} be a sequence of identically distributed ρ^--mixing random variables and set Sn =∑i^n=1 Xi,n ≥ 1,the suffcient and necessary conditions for the existence of moments of supn≥1 ｜Sn/n^1/r｜^p（0 〈 r 〈 2,p 〉 0） are given,which are the same as that in the independent case.展开更多
T he ductility of partially prestressed concrete structure can take the full advan tage of material's largest potential energy, and make people design structures all the better. An important consideration of duct...T he ductility of partially prestressed concrete structure can take the full advan tage of material's largest potential energy, and make people design structures all the better. An important consideration of ductility analysis is to find out the moment-curvature relationship of partially prestressed concrete member sect ion, which has been derived in this paper.展开更多
It will be shown that finding solutions from the Poisson and Klein-Gordon equations under Neumann conditions are equivalent to solving an integral equation, which can be treated as a generalized two-dimensional moment...It will be shown that finding solutions from the Poisson and Klein-Gordon equations under Neumann conditions are equivalent to solving an integral equation, which can be treated as a generalized two-dimensional moment problem over a domain that is considered rectangular. The method consists to solve the integral equation numerically using the two-dimensional inverse moments problem techniques. We illustrate the different cases with examples.展开更多
This paper presents explicit formulae giving tight upper and lower bounds on the expectations of alpha-unimodal random variables having a known range and given set of moments. Such bounds can be useful in ordering of ...This paper presents explicit formulae giving tight upper and lower bounds on the expectations of alpha-unimodal random variables having a known range and given set of moments. Such bounds can be useful in ordering of random variables in terms of risk and in PERT analysis where there is only incomplete stochastic information concerning the variables under investigation. Explicit closed form solutions are also given involving alpha-unimodal random variables having a known mean for two particularly important measures of risk—the squared distance or variance, and the absolute deviation. In addition, optimal tight bounds are given for the probability of ruin in the collective risk model when the severity distribution has an alpha-unimodal distribution with known moments.展开更多
研究AANA(asymptotically almost negatively associated)序列部分和的一类Prokhorov型完全收敛性.利用经典的截尾方法,以及关于AANA序列极大部分和的Rosenthal型矩不等式,获得了AANA序列部分和完全收敛性的较为广泛的充分性条件.作为推...研究AANA(asymptotically almost negatively associated)序列部分和的一类Prokhorov型完全收敛性.利用经典的截尾方法,以及关于AANA序列极大部分和的Rosenthal型矩不等式,获得了AANA序列部分和完全收敛性的较为广泛的充分性条件.作为推论,得到一个类似于独立同分布情形下的完全收敛性结果.展开更多
基金This research is supported by National Natural Science Foundation of China（70571042）
文摘The paper reports an experiment in China on individual investors＇ risk perception. The main findings are similar with the results in Matthias （2000）, but the absolute value of correlation coefficients between risk measures and risk ratings are higher.
基金Supported by the National Science Foundation of China(10661006)Supported by Innovation Project of Guangxi Graduate Education(2007105960812M18)
文摘In this paper, we obtain the moment conditions for the supermun of normed sums of ρ^--mixing random variables by using the Rosenthal-type inequality for Maximum partial sums of ρ^--mixing random variables. The result obtained generalize the results of Chen(2008) and extend those to negatively associated sequences and ρ^--mixing random variables.
基金Supported by the National Natural Science Foundation of China (60874004)
文摘Let {Xn,n ≥ 1} be a sequence of identically distributed ρ^--mixing random variables and set Sn =∑i^n=1 Xi,n ≥ 1,the suffcient and necessary conditions for the existence of moments of supn≥1 ｜Sn/n^1/r｜^p（0 〈 r 〈 2,p 〉 0） are given,which are the same as that in the independent case.
文摘T he ductility of partially prestressed concrete structure can take the full advan tage of material's largest potential energy, and make people design structures all the better. An important consideration of ductility analysis is to find out the moment-curvature relationship of partially prestressed concrete member sect ion, which has been derived in this paper.
文摘It will be shown that finding solutions from the Poisson and Klein-Gordon equations under Neumann conditions are equivalent to solving an integral equation, which can be treated as a generalized two-dimensional moment problem over a domain that is considered rectangular. The method consists to solve the integral equation numerically using the two-dimensional inverse moments problem techniques. We illustrate the different cases with examples.
文摘This paper presents explicit formulae giving tight upper and lower bounds on the expectations of alpha-unimodal random variables having a known range and given set of moments. Such bounds can be useful in ordering of random variables in terms of risk and in PERT analysis where there is only incomplete stochastic information concerning the variables under investigation. Explicit closed form solutions are also given involving alpha-unimodal random variables having a known mean for two particularly important measures of risk—the squared distance or variance, and the absolute deviation. In addition, optimal tight bounds are given for the probability of ruin in the collective risk model when the severity distribution has an alpha-unimodal distribution with known moments.
文摘研究AANA(asymptotically almost negatively associated)序列部分和的一类Prokhorov型完全收敛性.利用经典的截尾方法,以及关于AANA序列极大部分和的Rosenthal型矩不等式,获得了AANA序列部分和完全收敛性的较为广泛的充分性条件.作为推论,得到一个类似于独立同分布情形下的完全收敛性结果.
