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
To improve the energy utilization efficiency of internal combustion （IC） engine, exergy analysis was conducted on a passenger car gasoline engine. According to the thermodynamic theory of IC engine, in-cylinder exer...To improve the energy utilization efficiency of internal combustion （IC） engine, exergy analysis was conducted on a passenger car gasoline engine. According to the thermodynamic theory of IC engine, in-cylinder exergy balance model was built. The working processes of gasoline engine were simulated by using the GT-power. In this way, the required parameters were calculated and then gasoline engine exergy balance was obtained by programming on computer. On this basis, the influences of various parameters on exergy balance were analyzed. Results show that, the proportions of various forms of exergy in gasoline engine from high to low are irreversible loss, effective work, exhaust gas exergy and heat transfer exergy. Effective exergy proportion fluctuates with cylinder volumetric efficiency at full load, while it always increases with break mean effective pressure （BMEP） at part load. Exhaust gas exergy proportion is more sensitive to speed, and it increases with speed increasing except at the highest speed. The lower proportion of heat transfer exergy appears at high speed and high load. Irreversible loss is mainly influenced by load. At part load, higher BMEP results in lower proportion of irreversible loss; at full load, the proportion of irreversible loss changes little except at the highest speed.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。
基金Foundation item： Project（2011CB707201） supported by the National Basic Research Program of China Project（10JJ5058） supported by the Natural Science Foundation of Hunan Province, China
文摘To improve the energy utilization efficiency of internal combustion （IC） engine, exergy analysis was conducted on a passenger car gasoline engine. According to the thermodynamic theory of IC engine, in-cylinder exergy balance model was built. The working processes of gasoline engine were simulated by using the GT-power. In this way, the required parameters were calculated and then gasoline engine exergy balance was obtained by programming on computer. On this basis, the influences of various parameters on exergy balance were analyzed. Results show that, the proportions of various forms of exergy in gasoline engine from high to low are irreversible loss, effective work, exhaust gas exergy and heat transfer exergy. Effective exergy proportion fluctuates with cylinder volumetric efficiency at full load, while it always increases with break mean effective pressure （BMEP） at part load. Exhaust gas exergy proportion is more sensitive to speed, and it increases with speed increasing except at the highest speed. The lower proportion of heat transfer exergy appears at high speed and high load. Irreversible loss is mainly influenced by load. At part load, higher BMEP results in lower proportion of irreversible loss; at full load, the proportion of irreversible loss changes little except at the highest speed.
