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隐含风险中性分布在巨灾超额损失再保险定价中的应用 被引量:4
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作者 杨刚 刘再明 +1 位作者 欧阳资生 李学全 《经济数学》 2008年第4期331-337,共7页
通过与标的风险相关的期权市场估计出隐含变换系数,然后以Esscher变换为工具,将巨灾损失统计分布风险中性化,从而对以该非交易风险为标的的巨灾超额损失再保险进行定价.同时,从期权定价的角度,结合Weibull极值分布和超额损失再保险的特... 通过与标的风险相关的期权市场估计出隐含变换系数,然后以Esscher变换为工具,将巨灾损失统计分布风险中性化,从而对以该非交易风险为标的的巨灾超额损失再保险进行定价.同时,从期权定价的角度,结合Weibull极值分布和超额损失再保险的特点,给出了巨灾超额损失再保险定价的闭型表达式. 展开更多
关键词 隐含风险中性分布 超额损失再保险 weibull分布 Esscher变换
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基于损失偏好的双渠道在线折扣销售策略研究 被引量:8
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作者 杨光 刘新旺 《系统工程学报》 CSCD 北大核心 2019年第1期102-115,共14页
垄断销售商提供网络渠道优惠价格折扣并通过双渠道销售给损失中立和损失厌恶型两类消费者,本文首先考虑了两类消费者的渠道选择策略以及损失厌恶型消费者对销售商的最优收益与定价的影响,其次研究了销售商在三种折扣水平下的定价策略及... 垄断销售商提供网络渠道优惠价格折扣并通过双渠道销售给损失中立和损失厌恶型两类消费者,本文首先考虑了两类消费者的渠道选择策略以及损失厌恶型消费者对销售商的最优收益与定价的影响,其次研究了销售商在三种折扣水平下的定价策略及其期望收益的差异,研究结果表明损失厌恶型消费者的行为对销售商集中与分散决策下最优收益产生负面影响,销售商的渠道选择受价格和消费者对网络渠道接受度的双重影响,最后具体讨论了价格和网络渠道接受度对不同折扣水平下销售商期望收益差异的影响机理并给出了具体的商业案例与分析结果. 展开更多
关键词 优惠价格折扣 双渠道 在线销售 损失厌恶 损失中性
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巴西大豆油精炼技术的研究 被引量:1
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作者 左青 《粮食与食品工业》 2015年第3期14-18,共5页
介绍了巴西大豆油的精炼工艺中酸混合器和酸炼罐、碱混合器和碱炼罐、离心机、脱色罐和过滤器、脱臭系统、冷冻水真空系统等的设计理念、设备配置以及各工段的实际操作要点。经与1 000 t/d精炼线对比看出,成品油超过国家一级标准,且精... 介绍了巴西大豆油的精炼工艺中酸混合器和酸炼罐、碱混合器和碱炼罐、离心机、脱色罐和过滤器、脱臭系统、冷冻水真空系统等的设计理念、设备配置以及各工段的实际操作要点。经与1 000 t/d精炼线对比看出,成品油超过国家一级标准,且精炼油的氧化稳定性高、返色时间延长,蒸汽消耗在62 kg/t,电耗在15.86 kW·h/t,天然气消耗在1.72 m3/t。 展开更多
关键词 巴西大豆油 中性损失 冷冻水真空 氧化稳定性
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TCM Treatment of Diabetic Hearing Loss——An Audiological and Rheological Observation 被引量:3
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作者 李瑞玉 吴丽萍 +1 位作者 宋娜 李文江 《Journal of Traditional Chinese Medicine》 SCIE CAS CSCD 2000年第3期176-179,共4页
  35 cases (48 ears) of diabetic hearing loss were randomly assigned to 2 groups: the treatment group of 19 cases (25 ears) treated with drugs for nourishing the kidney-yin, invigorating blood circulation and removi...   35 cases (48 ears) of diabetic hearing loss were randomly assigned to 2 groups: the treatment group of 19 cases (25 ears) treated with drugs for nourishing the kidney-yin, invigorating blood circulation and removing blood stasis based on differentiation of symptoms and signs, and the control group of 16 cases (23 ears) treated with euglucon and other routine drugs. The results showed that the total effective rate for audition elevation in the treatment group was 52.0%, and that in the control group, 26.1%. In the treatment group, the rheological indexes were improved after treatment, the difference being very significant in comparison with those before treatment (P<0.05 and P<0.01); while in the control group, except the whole blood low shearing specific viscosity, all the other 4 indexes were not statistically significant before and after treatment (P>0.05). 展开更多
关键词 Adult Aged Blood Viscosity Diabetes Mellitus Type 2 Female Hearing Loss Sensorineural Humans Male Middle Aged RHEOLOGY
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Spatio-temporal changes of exposure and vulnerability to floods in China 被引量:1
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作者 WANG Yan-Jun GAO Chao +3 位作者 ZHAI Jian-Qing LI Xiu-Cang SU Bu-da HARTMANN Heike 《Advances in Climate Change Research》 SCIE 2014年第4期197-205,共9页
A socio-economic data set on China's historical flood losses for the period 1984--2012 was compiled to analyze the exposed population, economy, and crop area as well as the vulnerabilities of the population and econo... A socio-economic data set on China's historical flood losses for the period 1984--2012 was compiled to analyze the exposed population, economy, and crop area as well as the vulnerabilities of the population and economy to floods. The results revealed that the exposed population was approximately 126 persons km-2 per year when taking China as a whole; in terms of the economy, potential losses due to floods were estimated to be approximately 1.49 million C/W4 km 2 and the crop area exposed to floods covered 153 million hm2 per year. China's total exposure to floods significantly increased over the analysis period. The areas that showed the higher exposure were mainly located along the east coast. The population's vulnerability to floods showed a significantly increasing trend, however, the economic vulnerability showed a decreasing trend. The populations and economies that were most vulnerable to floods were in Hunan, Anhui, Chongqing, Jiangxi, and Hubei provinces. The municipalities of Shanghai, Beijing, and Tianjin showed the lowest vulnerabilities to floods. 展开更多
关键词 EXPOSURE VULNERABILITY Flood disaster Spatio-temporal changes China
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基于消费者损失效用的概率销售策略研究 被引量:4
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作者 杨光 刘新旺 秦晋栋 《中国管理科学》 CSSCI CSCD 北大核心 2020年第7期146-155,共10页
随着网络信息技术的迅猛发展,概率销售作为一种新颖的销售策略广泛应用于旅游业。在双寡头销售商竞争销售背景下,两销售商分别向损失中性和损失厌恶型消费者销售高档产品和概率产品(中低档产品打包成概率产品)。本文首先运用博弈方法建... 随着网络信息技术的迅猛发展,概率销售作为一种新颖的销售策略广泛应用于旅游业。在双寡头销售商竞争销售背景下,两销售商分别向损失中性和损失厌恶型消费者销售高档产品和概率产品(中低档产品打包成概率产品)。本文首先运用博弈方法建立了损失中性下的概率销售模型,揭示了产品质量对销售商策略的影响。考虑到消费者在购买概率产品后存在期望损失,我们进一步构建了损失厌恶下的概率销售模型,研究了期望损失对概率销售策略的影响。研究表明期望损失为概率销售商实施概率销售提供了可能性,同时可以增加概率销售商的利润,但可能会损害其竞争者的利益;销售商是否采用概率销售策略主要取决于消费者对购买损失和选择损失的敏感度。最后给出了数值应用结果及管理学启示。 展开更多
关键词 概率销售 损失中性 损失厌恶 异质产品 传统销售
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