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高收益债券信用风险评估:预期损失率模型
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作者 袁志辉 《债券》 2014年第10期41-47,共7页
自今年3月份债券刚性兑付被打破以来,信用风险受到市场广泛关注,多只债券评级下调,信用利差剧烈波动。本文通过建立预期损失率模型,对交易所高收益债券的信用风险进行实证分析,结果表明该模型利用资产市场价值信息,相对于传统财务分析方... 自今年3月份债券刚性兑付被打破以来,信用风险受到市场广泛关注,多只债券评级下调,信用利差剧烈波动。本文通过建立预期损失率模型,对交易所高收益债券的信用风险进行实证分析,结果表明该模型利用资产市场价值信息,相对于传统财务分析方法,对高收益债券信用风险的评估具有一定的领先性。 展开更多
关键词 高收益债券 信用风险 预期损失率模型
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松针红斑病引致樟子松生长量损失率模型的初步研究
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作者 郝宏 许成启 +2 位作者 汪太振 吴力军 魏建华 《防护林科技》 1991年第2期53-57,共5页
通过调查,分析松针红斑病(Dothistroma pini Hulbary)不同病情对樟子松年生长量的影响,找出了病情与材积生长量损失率之间的关系,进一步建立了材积生长量损失率的数学模型。
关键词 松针红斑病 损失率模型
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损失率评估模型在广东气象灾害损失评估中的应用
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作者 伍红雨 邹燕 郭尧 《气象》 CSCD 北大核心 2023年第6期757-764,共8页
利用1995—2021年《广东省防灾减灾年鉴》《2021广东统计年鉴》资料,基于面向气象灾害损失的损失率评估模型,对近27年广东暴雨洪涝、台风、低温冷冻、干旱、强对流(含雷击)等5种主要气象灾害逐年损失和总损失进行定量评估和分析。结果表... 利用1995—2021年《广东省防灾减灾年鉴》《2021广东统计年鉴》资料,基于面向气象灾害损失的损失率评估模型,对近27年广东暴雨洪涝、台风、低温冷冻、干旱、强对流(含雷击)等5种主要气象灾害逐年损失和总损失进行定量评估和分析。结果表明,台风、暴雨、低温冷冻、强对流以及总损失的年损失率指数最大峰值都出现在20世纪90年代中后期,干旱年损失率指数峰值出现在2002年。广东气象灾害总损失极重有6年,其中1994年损失率指数达7.62,为研究时段内气象灾害总损失最重的年份。近27年来,广东年气象灾害总损失的损失率指数呈明显减小的趋势,2000—2020年期间指数平均值为0.17,较1994—1999年平均值减小92.54%,死亡失踪人数指数减少60.83%。 展开更多
关键词 损失率评估模型 气象灾害损失 评估 广东
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喀斯特山区茶园土壤重金属污染损失率模型评价研究 被引量:5
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作者 王小宇 周忠发 +1 位作者 黄登红 尚梦佳 《环境工程》 CAS CSCD 北大核心 2018年第3期169-175,共7页
以典型喀斯特地区茶园为例,采用污染损失率评价法,针对Hg、As、Cd、Pb、Cr 5种重金属元素对土壤环境质量的影响进行评价。结果表明:1)研究区土壤环境质量整体较好,各重金属单项污染损失率的大小顺序为:Cr>As>Pb>Hg>Cd,24个... 以典型喀斯特地区茶园为例,采用污染损失率评价法,针对Hg、As、Cd、Pb、Cr 5种重金属元素对土壤环境质量的影响进行评价。结果表明:1)研究区土壤环境质量整体较好,各重金属单项污染损失率的大小顺序为:Cr>As>Pb>Hg>Cd,24个土壤样点综合污染损失率在7.46%~12.47%,6个土壤采样点综合污染损失率在12.78%~37.63%;2)污染损失率评价模型的评价结果与常见土壤重金属评价模型的评价结果基本吻合,土壤环境处于安全状态,各重金属元素潜在生态风险大小依次为:Hg>Cd>As>Cr>Pb;3)通过GIS对污染损失率评价结果进行空间插值分析,茶园土壤基本处于"尚清洁",中部存在小面积轻污染;Hg、Cd整体清洁,As同时出现少部分轻度和中度污染,Pb呈轻度面状污染;Cr呈现轻度面状污染和中度点源污染。 展开更多
关键词 喀斯特 茶园 污染损失率模型 土壤重金属 污染程度 GIS
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冻融循环对高寒地区沥青混合料弯拉性能的影响 被引量:16
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作者 李宁 司伟 +2 位作者 马骉 周雪艳 田宇翔 《江苏大学学报(自然科学版)》 EI CAS CSCD 北大核心 2015年第5期610-614,共5页
为准确地评价冻融循环作用对高原寒冷地区沥青路面的服务水平和使用寿命影响,在沥青混合料冻融循环弯曲试验的基础上,分析了冻融循环次数对混合料弯拉性能的影响,利用指数模型进行了拟合;应用方差分析检验了冻融循环影响的显著性;采用... 为准确地评价冻融循环作用对高原寒冷地区沥青路面的服务水平和使用寿命影响,在沥青混合料冻融循环弯曲试验的基础上,分析了冻融循环次数对混合料弯拉性能的影响,利用指数模型进行了拟合;应用方差分析检验了冻融循环影响的显著性;采用损失率模型,通过Logistic模型评价了混合料在冻融作用下的衰减特性.结果表明:沥青混合料的弯拉强度、弯拉应变随冻融循环次数的增加呈减小趋势,初期冻融循环作用下混合料性能衰减较快,经历15-21次冻融循环后弯拉性能衰减趋于平缓.方差分析表明:冻融循环对混合料的弯拉性能影响显著;弯拉性能损失模型较好地反映了冻融循环作用的影响. 展开更多
关键词 沥青混合料 弯拉性能 冻融循环试验 损失率模型 LOGISTIC模型
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干旱对呼伦贝尔草原牧草生物量的影响 被引量:8
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作者 金磊 王永芳 《中国草地学报》 CSCD 北大核心 2020年第5期80-90,共11页
利用野外观测试验、数理统计、模型模拟等技术手段,探讨干旱对草原牧草生物量的影响及其造成的损失。结果表明,在1961~2017年期间,呼伦贝尔市气候趋于干旱,尤其是2000年以后,干旱发生的频率和程度均有所增加;空间上,新巴尔虎左旗和新巴... 利用野外观测试验、数理统计、模型模拟等技术手段,探讨干旱对草原牧草生物量的影响及其造成的损失。结果表明,在1961~2017年期间,呼伦贝尔市气候趋于干旱,尤其是2000年以后,干旱发生的频率和程度均有所增加;空间上,新巴尔虎左旗和新巴尔虎右旗发生严重和极端干旱的次数较多。6个月和12个月尺度的干旱趋势率呈显著增加趋势,趋势率较大地区包括满洲里市、额尔古纳市和新巴尔虎右旗。通过计算呼伦贝尔市6个地区2004~2016年5~8月份的生物量损失率后,发现2004~2009年和2015~2016年两个时期大多地区牧草生物量均有不同程度的损失,平均损失率达到了-50%,严重月份达到了-80%^-70%。利用牧草生物量损失率与SPEI 3构建了呼伦贝尔草原6个地区干旱-损失率模型,结果显示两者之间呈显著线性相关关系,随着干旱程度的增加,相应地区的牧草生物量损失率有所增加。 展开更多
关键词 呼伦贝尔草原 SPEI 牧草生物量 干旱-损失率模型
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Distribution characteristics and impact on pump's efficiency of hydro-mechanical losses of axial piston pump over wide operating ranges 被引量:4
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作者 XU Bing HU Min +1 位作者 ZHANG Jun-hui MAO Ze-bing 《Journal of Central South University》 SCIE EI CAS CSCD 2017年第3期609-624,共16页
A novel performance model of losses of pump was presented,which allows an explicit insight into the losses of various friction pairs of pump.The aim is to clarify that to what extent the hydro-mechanical losses affect... A novel performance model of losses of pump was presented,which allows an explicit insight into the losses of various friction pairs of pump.The aim is to clarify that to what extent the hydro-mechanical losses affect efficiency,and to further gain an insight into the variation and distribution characteristics of hydro-mechanical losses over wide operating ranges.A good agreement is found in the comparisons between simulation and experimental results.At rated speed,the hydro-mechanical losses take a proportion ranging from 87% to 89% and from 68% to 97%,respectively,of the total power losses of pump working under 5 MPa pressure conditions,and 13% of full displacement conditions.Furthermore,within the variation of speed ranging from 48% to 100% of rated speed,and pressure ranging from 14% to 100% of rated pressure,the main sources of hydro-mechanical losses change to slipper swash plate pair and valve plate cylinder pair at low displacement conditions,from the piston cylinder pair and slipper swash plate pair at full displacement conditions.Besides,the hydro-mechanical losses in ball guide retainer pair are found to be almost independent of pressure.The derived conclusions clarify the main orientations of efforts to improve the efficiency performance of pump,and the proposed model can service for the design of pump with higher efficiency performance. 展开更多
关键词 axial piston pump EFFICIENCY hydro-mechanical losses digital prototyping distribution characteristics over wideoperating ranges
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Mathematical Model Prediction of Heat Losses from a Pilot Sirosmelt Furnace
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作者 Yuhua Pan Michael A. Somerville 《Journal of Mechanics Engineering and Automation》 2015年第9期487-496,共10页
A mathematical model was developed for simulating heat transfer through the sidewall, bottom and top of a pilot scale TSL (Top-Submerged-Lance) Sirosmelt furnace. With a feed rate of about 50 kg/h, the furnace has b... A mathematical model was developed for simulating heat transfer through the sidewall, bottom and top of a pilot scale TSL (Top-Submerged-Lance) Sirosmelt furnace. With a feed rate of about 50 kg/h, the furnace has been used for investigating the technical feasibility of a variety of pyrometallurgical processes for smelting nonferrous and ferrous metals and for high temperature processing of solid wastes including electronic scraps, etc. The model was based on numerical solution of energy transport equations governing heat conduction in multi-layered linings in the sidewall, bottom and top lid of the furnace as well as convection and radiation of heat from the furnace outer surfaces to the ambient. Imperfect contacts between two neighboring solid lining layers due to air gap formation were considered. Temperature profiles were determined across the furnace bottom, top lid and three sections of the furnace sidewall, from which the heat loss rates through the corresponding parts of the furnace were calculated. The modelling results indicate that approximately 88% of heat is lost from the furnace sidewall, 7-8% from the bottom and 4-5% from the top lid. With increasing melt bath temperature, the proportion of total heat loss from the bottom decreases whereas that from the top lid increases and that from the sidewall is little changed. For a bath temperature of 1,300℃, total absolute heat loss rate from the furnace was found to be close to 12 kW. 展开更多
关键词 Heat transfer heat loss TSL SMELTING MODELLING simulation.
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Optimal Energy Management for a Complex Hybrid Electric Vehicle:Tolerating Power-loss of Motor 被引量:1
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作者 张培智 殷承良 +1 位作者 张勇 吴志伟 《Journal of Shanghai Jiaotong university(Science)》 EI 2009年第4期476-481,共6页
The energy management may perform well under normal conditions, but may lead to poor behavior under abnormal situations. To tackle this problem, an optimal control strategy called rule-based equivalent fuel consumptio... The energy management may perform well under normal conditions, but may lead to poor behavior under abnormal situations. To tackle this problem, an optimal control strategy called rule-based equivalent fuel consumption minimization strategy (RECMS) is developed for a new complex hybrid electric vehicle (CHEV). It optimizes the energy efficiency and drive performance to cater for normal and power-loss operations of the tractive motor. Firstly, the strategy formulates a novel objective function based on the equivalent fuel concept. By accounting for the actual fuel cost, the equivalent fuel cost for the electric machines and virtual fuel cost for the drivability, the cost function is obtained. Furthermore, some penalty factors are presented to optimize the performance target. Finally, experiments for a practical CHEV are performed to validate a simulation model. Then simulations are carried out for both rule-based and RECMS. The results show that the optimal energy management is working well. 展开更多
关键词 optimal energy management hybrid electric vehicle control strategy equivalent fuel consumption Dower-loss
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