巨灾的频繁发生已引起了社会各界的高度关注。本文应用阈顶点模型(Peaks over threshold,POT)和广义帕累托分布(generalized pareto distribution,GPD),对我国1969—2012年间的地震直接经济损失数据进行拟合,利用不同方法探讨了最优阈...巨灾的频繁发生已引起了社会各界的高度关注。本文应用阈顶点模型(Peaks over threshold,POT)和广义帕累托分布(generalized pareto distribution,GPD),对我国1969—2012年间的地震直接经济损失数据进行拟合,利用不同方法探讨了最优阈值的选取问题,并采用极大似然法对GPD分布的参数进行了估计。经检验发现POT模型拟合巨灾风险厚尾部分的效果较好。文章还探索了POT模型在VaR上的应用,并提出用CVaR、PML这2种风险测度指标来改善VaR。最后利用复合泊松分布的可分解性及实际损失额在不同起赔点下具有的不同分布函数的事实,充分考虑了不同情况下纯保费的计算。展开更多
Modern power systems are typically characterized with renewable energies and smart grids.Their developments should be kept at a compatible pace with each other.According to the different structures of the power indust...Modern power systems are typically characterized with renewable energies and smart grids.Their developments should be kept at a compatible pace with each other.According to the different structures of the power industry,such as generation,transmission,distribution,consumption and dispatching,a comprehensive evaluation system for coordinated development of renewable energy and smart grid in"3 levels,4 sections,15 targets"is created.The index system of coordinated development is important to determine the priorities and key areas in smart grids and renewable energies.By the index system of coordinated development,this paper evaluates the status of renewable energy and grid development,and their degree of coordination in China.A quantitative evaluation method to determine the level of coordination between China's renewable energies and smart grids is developed.The total and component coordination levels in China are calculated by an analytic hierarchy process.In conclusion,the degree of coordination in transmission and dispatching is higher, but the extent of electricity consumption is lowest.Therefore,the consumption section should be the first to develop within China.展开更多
文摘巨灾的频繁发生已引起了社会各界的高度关注。本文应用阈顶点模型(Peaks over threshold,POT)和广义帕累托分布(generalized pareto distribution,GPD),对我国1969—2012年间的地震直接经济损失数据进行拟合,利用不同方法探讨了最优阈值的选取问题,并采用极大似然法对GPD分布的参数进行了估计。经检验发现POT模型拟合巨灾风险厚尾部分的效果较好。文章还探索了POT模型在VaR上的应用,并提出用CVaR、PML这2种风险测度指标来改善VaR。最后利用复合泊松分布的可分解性及实际损失额在不同起赔点下具有的不同分布函数的事实,充分考虑了不同情况下纯保费的计算。
文摘Modern power systems are typically characterized with renewable energies and smart grids.Their developments should be kept at a compatible pace with each other.According to the different structures of the power industry,such as generation,transmission,distribution,consumption and dispatching,a comprehensive evaluation system for coordinated development of renewable energy and smart grid in"3 levels,4 sections,15 targets"is created.The index system of coordinated development is important to determine the priorities and key areas in smart grids and renewable energies.By the index system of coordinated development,this paper evaluates the status of renewable energy and grid development,and their degree of coordination in China.A quantitative evaluation method to determine the level of coordination between China's renewable energies and smart grids is developed.The total and component coordination levels in China are calculated by an analytic hierarchy process.In conclusion,the degree of coordination in transmission and dispatching is higher, but the extent of electricity consumption is lowest.Therefore,the consumption section should be the first to develop within China.
