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Chance空间一致性的风险测度
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作者 孙荣 《统计与决策》 CSSCI 北大核心 2020年第15期157-161,共5页
潜在的风险往往受到很多不明确因素的影响,这些因素总是不确定性与随机性并存的。文章研究了包含不确定性与随机性因素风险的测度问题,提出了chance空间的两种风险测度,一种是分位数形式,另一种是以chance分布为基础的Choquet积分形式,... 潜在的风险往往受到很多不明确因素的影响,这些因素总是不确定性与随机性并存的。文章研究了包含不确定性与随机性因素风险的测度问题,提出了chance空间的两种风险测度,一种是分位数形式,另一种是以chance分布为基础的Choquet积分形式,证明了前者是满足共单调可加的风险测度,后者是满足共单调可加性的一致性风险测度,最后给出了chance空间一致风险测度的表示定理,证明了一致性风险测度表示的充分必要条件。 展开更多
关键词 不确定风险 风险测度 Chance空间 代表定理
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Rainfall and inflow effects on soil erosion for hillslopes dominated by sheet erosion or rill erosion in the Chinese Mollisol region 被引量:13
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作者 SHEN Hai-ou WEN Lei-lei +4 位作者 HE Yun-feng HU Wei LI Hong-li CHE Xiao-cui LI Xin 《Journal of Mountain Science》 SCIE CSCD 2018年第10期2182-2191,共10页
Erosion agents and patterns profoundly affect hillslope soil loss characteristics. However, few attempts have been made to analyze the effects of rainfall and inflow on soil erosion for hillslopes dominated by sheet e... Erosion agents and patterns profoundly affect hillslope soil loss characteristics. However, few attempts have been made to analyze the effects of rainfall and inflow on soil erosion for hillslopes dominated by sheet erosion or rill erosion in the Chinese Mollisol region. The objective of this study was to discuss the erosive agent(rainfall or inflow), hillslope erosion pattern(sheet erosion or rill erosion) and slope gradient effects on runoff and soil losses. Two soil pans(2.0 m long, 0.5 m wide and 0.5 m deep) with 5° and 10° slopes were subjected to rainfall(0 and 70 mm h–1) and inflow(0 and 70 mm h–1) experiments. Three experimental combinations of rainfall intensity(RI) and inflow rate(IR) were tested using the same water supply of 70 mm by controllingthe run time. A flat soil surface and a soil bed with a straight initial rill were prepared manually, and represented hillslopes dominated by sheet erosion and rill erosion, respectively. The results showed that soil losses had greater differences among treatments than total runoff. Soil losses decreased in the order of RI70+IR70 > RI70+IR0 > RI0+IR70. Additionally, soil losses for hillslopes dominated by rill erosion were 1.7-2.2 times greater at 5° and 2.5-6.9 times greater at 10° than those for hillslopes dominated by sheet erosion. The loss of <0.25 mm soil particles and aggregates varying from 47.72%-99.60% of the total soil loss played a dominant role in the sediment. Compared with sheet erosion hillslopes, rill erosion hillslopes selectively transported more microaggregates under a relatively stable rill development stage, but rills transported increasinglymore macroaggregates under an active rill development stage. In conclusion, eliminating raindrop impact on relatively gentle hillslopes and preventing rill development on relatively steep hillslopes would be useful measures to decrease soil erosion and soil degradation in the Mollisol region of northeastern China. 展开更多
关键词 RUNOFF Soil loss Slope gradient Rill erosion Mollisol region
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The relations among the three kinds of conditional risk measures 被引量:7
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作者 GUO TieXin ZHAO ShiEn ZENG XiaoLin 《Science China Mathematics》 SCIE 2014年第8期1753-1764,共12页
Let(Ω , E, P) be a probability space, F a sub-σ-algebra of E, L^p(E)(1 p +∞) the classical function space and LF^p(E) the L^0(F)-module generated by L^p(E), which can be made into a random normed modul... Let(Ω , E, P) be a probability space, F a sub-σ-algebra of E, L^p(E)(1 p +∞) the classical function space and LF^p(E) the L^0(F)-module generated by L^p(E), which can be made into a random normed module in a natural way. Up to the present time, there are three kinds of conditional risk measures, whose model spaces are L^∞(E), L^p(E)(1 p +∞) and LF^p(E)(1 p +∞) respectively, and a conditional convex dual representation theorem has been established for each kind. The purpose of this paper is to study the relations among the three kinds of conditional risk measures together with their representation theorems. We first establish the relation between L^p(E) and LF^p(E), namely LF^p(E) = Hcc(L^p(E)), which shows that LF^p(E)is exactly the countable concatenation hull of L^p(E). Based on the precise relation, we then prove that every L^0(F)-convex L^p(E)-conditional risk measure(1 p +∞) can be uniquely extended to an L^0(F)-convex LF^p(E)-conditional risk measure and that the dual representation theorem of the former can also be regarded as a special case of that of the latter, which shows that the study of L^p-conditional risk measures can be incorporated into that of LF^p(E)-conditional risk measures. In particular, in the process we find that combining the countable concatenation hull of a set and the local property of conditional risk measures is a very useful analytic skill that may considerably simplify and improve the study of L^0-convex conditional risk measures. 展开更多
关键词 random normed module countable concatenation property L^∞(E)-conditional risk measure L^p(E)-conditional risk measure(1≤ p +∞) LF^p(E)-conditional risk measure(1 ≤p≤ +∞) EXTENSION
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