In this paper, we discuss the optimal insurance in the presence of background risk while the insured is ambiguity averse and there exists belief heterogeneity between the insured and the insurer. We give the optimal i...In this paper, we discuss the optimal insurance in the presence of background risk while the insured is ambiguity averse and there exists belief heterogeneity between the insured and the insurer. We give the optimal insurance contract when maxing the insured’s expected utility of his/her remaining wealth under the smooth ambiguity model and the heterogeneous belief form satisfying the MHR condition. We calculate the insurance premium by using generalized Wang’s premium and also introduce a series of stochastic orders proposed by [1] to describe the relationships among the insurable risk, background risk and ambiguity parameter. We obtain the deductible insurance is the optimal insurance while they meet specific dependence structures.展开更多
Based on the characteristics of make-to-order manufacturing, risks in enterprises are analyzed, which are encountered when receiving orders. Dividing the whole process into three stages, this paper provides a qualitat...Based on the characteristics of make-to-order manufacturing, risks in enterprises are analyzed, which are encountered when receiving orders. Dividing the whole process into three stages, this paper provides a qualitative explanation of the risky factors, failure rate, risk level and changes of each stage, and then provides a mathematic model of quantitative analysis by using fuzzy sets and an analytical hierarchy process. In the light of the relationship among the three stages, a formula for calculating risk levels of orders is worked out. Meanwhile, both economic and non-economic losses due to an order failure are considered in the assessment system. An actual case is analyzed using the described method. Suggestions for risk prevention or loss reduction are given.展开更多
Consider I pairs of independent binomial variates x0i and x1i with corresponding parameters P0i and p1i and sample sizes n0i and n1i for i=1, …,I. Let △i = P1i-P0i be the difference of the two binomial parameters, w...Consider I pairs of independent binomial variates x0i and x1i with corresponding parameters P0i and p1i and sample sizes n0i and n1i for i=1, …,I. Let △i = P1i-P0i be the difference of the two binomial parameters, where △i’s are to be of interest and P0i’s are nuisance parameters. The null hypothesis of homogeneity on the risk difference can be written as展开更多
信息安全风险评估是一项非常重要的信息安全保障活动.依据信息安全相关标准,可从资产、威胁和脆弱性3方面识别出重要的风险因素,并确定相应的信息安全风险评估指标.参考等保2.0确定风险评估指标是一种可行的方法.在进行信息安全风险评估...信息安全风险评估是一项非常重要的信息安全保障活动.依据信息安全相关标准,可从资产、威胁和脆弱性3方面识别出重要的风险因素,并确定相应的信息安全风险评估指标.参考等保2.0确定风险评估指标是一种可行的方法.在进行信息安全风险评估时,采用熵权法进行客观的指标赋权,并结合优劣解距离法(technique for order preference by similarity to ideal solution,TOPSIS)和灰色关联分析(grey relational analysis,GRA)进行综合评估.实例分析表明,依据信息熵进行客观赋权相对减少了主观因素的影响;基于TOPSIS和GRA进行信息安全风险评估,综合被评价对象整体因素和内部因素,较有效地将多项信息安全风险评估指标综合成单一评分,便于对多个被评对象进行信息安全风险的择优与排序.展开更多
文摘In this paper, we discuss the optimal insurance in the presence of background risk while the insured is ambiguity averse and there exists belief heterogeneity between the insured and the insurer. We give the optimal insurance contract when maxing the insured’s expected utility of his/her remaining wealth under the smooth ambiguity model and the heterogeneous belief form satisfying the MHR condition. We calculate the insurance premium by using generalized Wang’s premium and also introduce a series of stochastic orders proposed by [1] to describe the relationships among the insurable risk, background risk and ambiguity parameter. We obtain the deductible insurance is the optimal insurance while they meet specific dependence structures.
文摘Based on the characteristics of make-to-order manufacturing, risks in enterprises are analyzed, which are encountered when receiving orders. Dividing the whole process into three stages, this paper provides a qualitative explanation of the risky factors, failure rate, risk level and changes of each stage, and then provides a mathematic model of quantitative analysis by using fuzzy sets and an analytical hierarchy process. In the light of the relationship among the three stages, a formula for calculating risk levels of orders is worked out. Meanwhile, both economic and non-economic losses due to an order failure are considered in the assessment system. An actual case is analyzed using the described method. Suggestions for risk prevention or loss reduction are given.
文摘Consider I pairs of independent binomial variates x0i and x1i with corresponding parameters P0i and p1i and sample sizes n0i and n1i for i=1, …,I. Let △i = P1i-P0i be the difference of the two binomial parameters, where △i’s are to be of interest and P0i’s are nuisance parameters. The null hypothesis of homogeneity on the risk difference can be written as
文摘为针对性地解决转炉炼钢作业时的消防安全问题,提出将熵权-最优最劣法(Best Worst Method,BWM)和物元可拓模型相结合的转炉车间火灾风险评估模型。通过将指标分为人、物料设备、环境、管理及消防设施5大类,构建转炉车间火灾风险评估指标体系;利用复合语言对35个指标进行评价,引入有序加权平均算子(Ordered Weighted Averaging,OWA)计算各语言的犹豫语言术语集(Hesitant Fuzzy Linguistic Term Set,HFLTS)模糊包络,再根据各专家权重进行加权计算并将语言量化构成评价矩阵;基于熵权、BWM分别算得各指标权重,再运用最小二乘法得到综合权重;最后利用物元可拓模型确定各指标及转炉车间的火灾风险等级。以河北省某炼钢转炉车间为例进行评估得出:该转炉车间的综合风险等级为I级(安全),其中动火监护的人员监管情况、氧枪法兰松紧度、炉前温度环境、作业现场物品摆放情况、作业巡查及设备检查情况和消防疏散通道堵塞情况仍需改善。
文摘信息安全风险评估是一项非常重要的信息安全保障活动.依据信息安全相关标准,可从资产、威胁和脆弱性3方面识别出重要的风险因素,并确定相应的信息安全风险评估指标.参考等保2.0确定风险评估指标是一种可行的方法.在进行信息安全风险评估时,采用熵权法进行客观的指标赋权,并结合优劣解距离法(technique for order preference by similarity to ideal solution,TOPSIS)和灰色关联分析(grey relational analysis,GRA)进行综合评估.实例分析表明,依据信息熵进行客观赋权相对减少了主观因素的影响;基于TOPSIS和GRA进行信息安全风险评估,综合被评价对象整体因素和内部因素,较有效地将多项信息安全风险评估指标综合成单一评分,便于对多个被评对象进行信息安全风险的择优与排序.
基金supported by the Natural Science Foundation of Shandong Province(Grant Nos.ZR2020MA032,ZR2022MA029)the National Natural Science Foundation of China(Grant No.72171133)the high-quality course for postgraduate education in Shandong Province《Intermediate Econometrics(Graded Teaching)》(SDYKC21137).
