On the Distribution of Duration of First Negative Surplus for a Discrete Time Risk Model with Random Interest Rate

In this paper, we examine further annuity-due risk model presented by Cai （Probability in the Engineering and Informational Sciences, 16（2002）, 309-324）. We consider the computation for the distribution of duration of first negative surplus and the algorithm is shown for calculating probability that ruin occurs and the duration of first negative surplus takes any nonnegative integers values. Numerical illustration for the main result is given.

The Finite-time Ruin Probability of a Discrete-time Risk Model with Subexponential and Dependent Insurance and Financial Risks

Consider a discrete-time risk model with insurance and financial risks in a stochastic economic environment. Assume that the insurance and financial risks form a sequence of independent and identically distributed random vectors with a generic random vector following a wide type of dependence structure. An asymptotic formula for the finite-time ruin probability with subexponential insurance risks is derived. In doing so, the subexponentiality of the product of two dependent random variables is investigated simultaneously.

Time-seismicity evolution and seismic risk assessment of the Arabian plate

The seismicity of the Arabian plate, which is the aim of this paper, is controlled by the ZagrosTaurus collision zone in the North, the Indian expansion zone and the Arab golf in the South and the East, the Dead Sea Fault, the North continuity of the Red Sea, and the Syrian rift, which links the rigid Arabian plate to the mobile ophiolite belt of Cyprus-Southern Turkey in the West. These major elements with their related fracture system, make the Arabian plate an important seismic centre. To attain our purpose, a variable methodology is used in: measurements of movement rate-displacement in the field, the analysis of historical and recent seismic data, and physical effects on the structures. The movement rate-displacement, calculated in the field by different specialists, varies from 2 to 6 mm/year. This rate increases from 2 - 3 mm/year in the North, to 6 mm in the South. These estimations are confirmed by historical seismic data, the recent seismic recorded by the Arab seismic centers, and physical effects on the building structures in the region. The analysis of historical and recent seismic data recorded in the seismic centre show that the seismicity in this plate, tend to fade out with time. This result is in agreement with recent estimations on the movement rate, and in line with the decrease of major seismic intensity, which has occurred during the last millennium. A conclusion of time-evolution seismicity is traced, and a seismic zoning map, for the Arabian plate, using movement rate, seismic data, and tectono-geodynamic analysis, is proposed.

风险感知的氢电耦合微网优化调度方法

为提升极端灾害下微网的长周期离网运行能力,提出一种风险感知的氢电耦合微网优化调度方法。首先,结合台风路径模拟和配电网故障概率评估提前感知微网孤岛风险;然后,构建长周期能量-日前功率耦合的多时间尺度优化架构。能量优化确定微网未来长周期内的能量调度方案,并为日前优化提供能量储备边界;日前优化结合条件风险价值和随机优化方法,在计及不确定性基础上优化各时段的调度方案。所提方法可实现更长时间范围内微网的运行优化,发挥氢长时储能和电化学储能灵活调节能力。仿真结果表明,相比于传统日前调度方法,所提方法负荷损失降低98%,显著提升了微网应对极端风险的能力。

中国股市与房市间的双向风险溢出效应研究——基于时变Copula-CoVaR模型分析

探讨我国房市与股市间的双向风险溢出效应。采用IFM两步法确定边际和联合Copula分布,并据此计算CoVaR值以构建最优时变Copula-CoVaR模型,测度股市与房市之间的风险溢出效应,提出绝对和相对风险溢出测度并进行实证研究,指出风险溢出效应的不对称性。结果发现:时变t-Copula更适合分析双向风险溢出。相对风险溢出测量更适合于双向风险溢出强度的计算。房地产市场对股票市场具有单向风险溢出,对不同的股票价格指数的风险溢出强度存在显著差异。不同股票的价格指数对国房景气指数单向风险溢出强度的变化趋势具有较强的一致性。房市与股市之间的双向风险溢出具有不对称性,在样本期内,后者对前者的单向风险溢出强度高于前者。建议宏观调控政策制定时要多元化、精准化并兼顾不同市场的相互影响。

1984–2023年苏州高新区景观格局演变及景观生态风险评估

以苏州高新区为研究对象,通过解译Landsat系列遥感影像建立研究区土地利用数据,分析1984–2023年研究区景观格局演变过程,并构建50 m×50 m的风险小区,利用景观格局指数法对其景观生态风险进行评估。结果表明:近40年间苏州高新区景观格局发生了显著变化,主要表现为耕地向建设用地的转变和建设用地自东南向西北、从伴山到临湖的阶梯扩张,而水网格局和水域面积保持稳定,禁开禁采之后城市山林面积也在稳定恢复提高。在这一过程中,研究区平均景观生态风险值呈现出“提升—下降—回升”的趋势,不同时期景观格局的异质性使得景观生态风险分布差异明显,较大影响区域高值区景观生态风险的因素在这一过程中也发生转变,自发城镇化发展阶段高值区主导因素为景观脆弱度,快速城镇化发展阶段主导因素为景观破碎化,区域优化及高质量发展阶段主导因素为景观优势度。了解苏州高新区生态变化过程,识别提取长期处于高值风险的生态薄弱区,并基于研究结果提出区域发展建议,以期推动苏州高新区可持续发展,并为理解快速城市化进程中生态环境变化提供实证依据。

Differentiation degree combination weighting method for investment decision-making risk assessment in power grid construction projects

Power grid construction projects are distinguished by their wide variety,high investment,long payback period,and close relation to national development and human welfare.To improve the investment accuracy in such projects and effectively prevent investment risks,this paper proposes an investment optimization decision-making method for multiple power grid construction projects under a certain investment scale.Firstly,an in-depth analysis of the characteristics and development requirements of China’s power grid projects was performed.Thereafter,the time sequence and holographic method was adopted to conduct multi-dimensional,multi-perspective risk assessment of different parts of power grid projects,and a holographic risk assessment index system was developed.Moreover,an investment decision model considering the comprehensive risk based on combination weighting was developed according to the output and input of power grid construction projects.A new combination weighting optimization method that takes into account the investment willingness of enterprises was designed to improve the current weighting evaluation methods.Finally,the validity and applicability of the proposed evaluation method were verified by case examples.

Reliability analysis for mine blast performance based on delay type and firing time

Mining blasts may be defined as the use of explosive charges in a controlled manner by following a tightly controlled timing sequence according to an assigned firing order. Changes of timing between charges may result in an altered firing order and failure of the blasting sequence, which can cause high vibration levels, poor fragmentation, and/or an undesirable rock mass movement direction. Despite the importance of timing in determining mine blast results, there exists a lack of methodologies or tools with which to assess performance of a complete blast based on delay type and timing sequence. This document applies reliability engineering principles to evaluate the performance of a mine blast. The analyses are based on test results of the accuracy and precision of electronic and pyrotechnic detonators for typical firing times used in a surface coal mine, but may be applied to a variety of mines and timing scenarios.

灾害天气下计及一二次设备耦合故障的电网短时风险评估

灾害天气下电网发生短时多重故障有可能超出保护系统预设的反应能力,一二次设备耦合影响将助推多重故障风险发展和蔓延。为此,提出了计及一二次设备耦合故障的短时风险评估方法。首先,分析了一次设备与二次设备之间的交互作用及其对电网短时运行风险的影响。其次,构建了一次设备和二次设备的故障概率模型,重点分析了一二次设备耦合故障引发保护拒动的概率。然后,结合保护系统对超预期故障的反应能力,提出了灾害天气下电网短时多重故障风险评估方法。最后,采用改造的IEEE39节点系统对所提方法进行测试。算例结果表明:受外界气象环境影响,保护系统缺陷暴露导致非期望动作使得电网多重故障风险更为严重;综合考虑灾害天气对一二次设备影响下的短时运行风险,对于发现和消除保护系统薄弱环节及制定电网降风险运行策略具有一定参考价值。

Minimizing the expected discounted time to ruin for a company managing N distinct funds with a “superclaims”process

Consider a company managing N distinct funds,each fund with its owm distinct initial reserve u i(i=1,2,... N) ,premium rates p i(i=1,2,...N) and distinct claims process X i(t).(i=1,2,...N) .An independent superclaims process corresponds that the company must honor,and choose to pay off via only one of the distinct uniquely until that fund is ruined,hence thesuperclaimswill be payed from another of the remaining funds(uniquely) until that fund is ruined,and so on.The company is  ruinedwhen its last remaining fund is ruined.In this paper we derive the optimal policy to minimize the expected discounted time until the company is ruined.

基于STPA和FTPN的海上自主水面船舶航行实时风险评估

为实时监测海上自主水面船舶(MASS)航行过程风险,基于系统理论事故模型与过程(STAMP)建立MASS的安全控制结构,采用系统理论过程分析法(STPA)确定损失/事故和系统级危险,识别不安全控制行为并分析损失场景,构建系统状态转化过程模型;采用模糊时间Petri网(FTPN)建模,以设定的MASS航行场景得到相关模糊时间函数并推算FTPN的情态演进;引入新的风险水平表达式并通过系统实时损失/事故二维路径图来可视化系统的实时风险水平和系统不安全状态的转化路径。结果表明:设定的航行场景在当前时刻下,缺少安全水深输入、未更新避碰路径、航向航速不安全、搁浅是风险最高的系统不安全状态,并对应4条风险最高的转化路径;STPA驱动下的FTPN过程模型能全面评估MASS航行的实时风险水平,以系统实时损失/事故二维路径图作为可视化界面,用于监管MASS航行中不安全系统状态并描述其转化路径。

道路环形交叉口机动车冲突风险区识别模型研究

为定量识别城市非信控环形交叉口区域内的机动车冲突风险易发生点,降低环形交叉口的事故发生率,本文构建针对非信控环形交叉口机动车冲突风险识别模型。首先,利用无人机采集高精度、连续的多车辆轨迹视频,结合Kinovea视频运动分析软件实现运行车辆状态识别与跟踪,并记录车辆每一帧的运动数据;其次,基于交通冲突识别指标TTC(Time to Collision),提出适应环形交叉口道路线形特征的车辆TTC计算方法,并使用累计频率法确定严重、一般和轻微冲突的阈值分别为1.2,2.8,4.4 s;最后,通过绘制高峰和平峰交通冲突空间异步图,并结合交通冲突数和严重冲突率,对环形交叉口的36个子区段进行交通冲突风险等级评定。研究结果显示:在高峰时段,某一子区段的平均交通冲突发生次数约为15次,严重冲突率为17.45%;在平峰时段,某一子区段的平均交通冲突发生次数约为8次,严重冲突率为8.28%。重度风险区域在高峰时段占比达到50%,而在平峰时段为8.33%,这些重度风险区域主要集中在交织区段。因此,环形交叉口在高峰时段且位于交织区段的情况更易发生交通事故。本文研究成果有助于交通管理部门了解环形交叉口在不同时段和区段上的交通冲突情况和特征,以便采取相应的预警和管理措施。

主观死亡评估下的退休后投资-消费-年金化时刻决策

考虑退休者的死亡风险和遗产效用,研究了退休后期最优投资-消费-年金化时刻决策问题.根据退休者在退休时刻对自身死亡概率的主观评估,把退休者分为两大类:第一类退休者自我评估以概率1活不到最大年金化时刻,第二类退休者自我评估以一定概率活得过最大年金化时刻.自退休时刻开始到死亡时刻或年金化时刻为止,退休者要进行投资和消费决策.假设最优的年金化时刻是使得年金化前后的累计消费效用均值以及遗产效用均值之和达到最大.采取幂效用函数形式,得到了最优投资-消费策略的解析解、第一类退休者在生存期内都不购买年金的条件以及第二类退休者选择在最大年金化时刻购买年金的条件.利用数值分析方法,详细分析了性别、生存周期、遗产效用、折现函数、风险厌恶系数、金融投资环境以及年金产品价格对退休者年金行为的影响.

55例念珠菌血症的临床与实验室特点分析

目的探讨念珠菌血症的流行病学、临床特点、病原体分布、药敏试验结果以及预后情况,为临床念珠菌血症病原学诊断和合理使用抗真菌药物提供依据。方法回顾性分析长江大学附属第一医院2019年1月—2022年12月念珠菌菌血症的临床资料,对真菌种类、阳性报警时间、标本送检科室、抗真菌药物敏感性试验结果进行分析。结果共收集念珠菌血症患者55例,排名前3位念珠菌分别为近平滑念珠菌16株(29.1%)、白念珠菌16株(29.1%)、热带念珠菌14株(25.5%),其中热带念珠菌阳性报警时间最短(21.1±7.8)h。念珠菌血症分布排名前3的科室是重症监护病房(ICU)18例(32.7%)、血液肿瘤科11例(20.0%)和肝胆外科10例(18.2%)。腹腔感染是最常见的感染源。所有念珠菌对5-氟胞嘧啶敏感,但对其他抗真菌药物出现不同程度的耐药,热带念珠菌对唑类耐药率最高。念珠菌血症患者30 d病死率为32.7%,年龄、恶性肿瘤、入住ICU、感染性休克、外科手术、高水平降钙素原及合并细菌血流感染是30 d死亡的危险因素。结论念珠菌血症以非白念珠菌为主,大多数临床菌株对抗真菌药物敏感,患者常合并基础疾病且有多种危险因素,其预后较差,应引起临床医生的足够重视。

The Calculation of Collision Risk on Air-Routes Based on Variable Nominal Separation

In this paper,a new method to calculate collision risk of air-routes,based on variable nominal separation,is proposed. The collision risk model of air-routes,based on the time variable and initial time interval variable,is given. Because the distance and the collision probability vary with time when the nominal relative speed between aircraft is not zero for a fixed initial time interval,the distance,the variable nominal separation,and the collision probability at any time can be expressed as functions of time and initial time interval. By the probabilistic theory,a model for calculating collision risk is acquired based on initial time interval distribution,flow rates,and the proportion of aircraft type. From the results of calculations,the collision risk can be characterized by the model when the nominal separation changes with time. As well the roles of parameters can be shown more readily.

窄带成像放大内镜分级系统在慢性萎缩性胃炎实时诊断及危险分层中的价值研究

目的探讨窄带成像放大内镜(narrow band imaging magnification endoscopy,NBI-ME)分级系统在慢性萎缩性胃炎(chronic atrophic gastritis,CAG)实时诊断及危险分层中的价值。方法收集40岁以上接受NBI-ME检查患者的内镜和病理资料,评估NBI-ME分级系统和组织病理学金标准—OLGA/OLGIM(operative link for gastritis assessment/operative link for gastric intestinal metaplasia assessment)分期系统的相关性及一致性。结果共纳入63例患者,男41例,女22例,胃窦和胃体部的NBI-ME评分和组织学评分的一致性均为73.0%,总体一致性显著(Kappa=0.695,P<0.05;加权Kappa=0.907,P<0.05),其中胃窦的一致性良好(Kappa=0.604,P<0.05),胃体的一致性中等(Kappa=0.487,P<0.05);Cochran-Mantel-Haenszel分析表明,高危NBI-ME分级(Ⅱ~Ⅳ级)的患者诊断为高危OLGA/OLGIM分期的可能性更高(P<0.0001),NBI-ME分级诊断高危CAG/GIM的敏感性为81.8%(95%CI:59.7%~94.8%),特异性为95.1%(95%CI:83.5%~99.4%)。结论NBI-ME评分与组织病理学评分具有较高一致性,它是一种简便、经济并实时诊断CAG及识别胃癌高危人群的检查及随访方式。

Flood Risk Code Mapping Using Multi Criteria Assessment

Flash flood is a dangers natural disaster causes lots of structure damage, traffic collapse, economic defects and human life loss. An efficient way to reduce its effects is preparing flash flood mapping to identify zones at risk due to flood. Flash flood mapping is a powerful tool for urban planners, traffic and infrastructure engineers, emergency and rescue services. This article proposes an approach utilizes remote sensing (RS) and geographic information system (GIS) to prepare flood risk code (FRC) map for Jeddah city, Saudi Arabia. The proposed approach applied the Curve Number (CN) method of flood modelling and uses runoff depth, land use, soil hydrological parameters, surface slope, and longest flow path to generate FRC. SPOT satellite image of the study area was classified to generate land use map, Digital Elevation Model (DEM) was used for generating slope map and for hydrology analysis using HEC-GeoHMS tool, and soil properties were generated from scanned soil maps. All data were integrated in ArcGIS 10.4.1 to prepare the final flood risk map. The results show that a precipitation of 106.3 mm will generate 136.5 million m3 of flood water. The results according to the developed flood risk code show that due to this amount of precipitation, about 1 million people live in Jeddah are prone to extreme flood risk and about 2 million of population are at major risk, the rest of population (about 0.5 million) are vulnerable to moderate to minor fold risk. The approach was verified using ground truth data and proofed precision.

Repair and Strengthening Assessment of Existing Bridges Based on Time-Dependent Reliability Analysis

The strategy on repair and strengthening of existing bridges based on time-dependent reliability was analyzed with the maximum expected benefit as the objective function. A sample of risk-ranking decision was illustrated based on updated inspection information with 35 survival age. The effect of improvement of live loads and difference of repair methods on time-dependent reliability of existing bridges are considered. The results show that the decision method can be used in real project, with the cost of failure consequence and the risk of failure considered.

基于非对称性的碳市场与新能源市场间动态风险溢出效应研究

为有效应对碳金融风险的发生和传导,以碳市场、新能源市场的市场价格作为研究对象,基于时变Copula-CoVaR模型,探究两市场间的风险溢出方向及动态特征。研究表明:碳市场和新能源市场间存在正向相依关系以及正向非对称的风险溢出效应,其中碳市场是主要的风险接收方;碳市场和各新能源市场的风险溢出强弱顺序与相依性程度顺序一致,依次是:新能源市场、风电市场、光伏市场、新能源车市场;市场自身完善程度、政府宏观政策、外部突发事件等因素都会加剧市场间的风险溢出波动。

我国经济风险的实时监测:结构性拐点判别与预警信息辨识

实时监测经济风险、判别经济风险演化方向,对于促进高质量发展和高水平安全良性互动具有重要意义。本文运用马尔科夫区制转移偏正态分布模型甄别经济风险的结构变迁路径,并基于驱动结构分解、概率分布矩、概率密度函数以及尾部风险等多维视阈,有效辨析经济和金融状况对于经济风险的预警功能。研究发现,首先,随着经济增长概率分布的风险区制由低到高,经济增长增速预期降低、波动区间扩张以及下行风险升高。其次,经济风险在2012年存在显著的结构性拐点,在突变点后,偏度系数由正转负,经济步入长期的下行风险通道。此外,经济风险在2019年以及2021年前后存在阶段性拐点,短期内经济上行概率较高。然后,经济风险的动态演化路径表现出显著的“事件驱动”特征,在极端事件冲击下,经济下行风险有所增加。最后,经济和金融状况对于经济风险的预警功能存在明显的异质性,其中经济状况无法提供经济风险的预警信息,而金融状况能够灵敏地识别与捕捉经济增长的风险信息,且在经济高风险时期,金融状况的预警功能更为显著。