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随机过程在农业自然灾害保险方案中的应用
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作者 崔瀚文 栾石圳南 +2 位作者 黄健 蔡志杰 曹沅 《数学建模及其应用》 2013年第Z2期66-74,共9页
随着农业自然灾害保险越来越受到重视,精确估计累积损失率和准确描述气象状况的常年特征成为相关保险精算中的重要课题。首先,通过分析各省农作物受灾情况的规律,建立随机微分方程模型对累积损失率进行刻画;其次,对10年的日值气象数据... 随着农业自然灾害保险越来越受到重视,精确估计累积损失率和准确描述气象状况的常年特征成为相关保险精算中的重要课题。首先,通过分析各省农作物受灾情况的规律,建立随机微分方程模型对累积损失率进行刻画;其次,对10年的日值气象数据进行假设检验和时间序列分析,得出在几个农业大省都得到验证的气象特征;最后,将这两个结论用于几种常见的保险方案。对模型的敏感性分析表明,在适当制定保险方案的前提下,模型具有很好的适用性。 展开更多
关键词 农业自然灾害保险 随机微分方程 累积损失 Kolmogorov-Smirnov检验 Holt-Winters季节性模型 政府补贴率
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A game-theoretic method for prediction of microgrid growing trends in China 被引量:2
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作者 ZHAO Min SHEN Chen +1 位作者 LIU Feng HUANG XiuQiong 《Science China(Technological Sciences)》 SCIE EI CAS CSCD 2015年第10期1760-1766,共7页
This paper presents a game-theoretic method to predict microgrid(MG) development tendency in China. As many distribution generators(DGs) are integrated in distribution systems, analysis of MG formation necessity is co... This paper presents a game-theoretic method to predict microgrid(MG) development tendency in China. As many distribution generators(DGs) are integrated in distribution systems, analysis of MG formation necessity is conducted from the aspect of DGs. In order to maximize the profit brought by DGs and to earn money from arbitrage, it may be necessary for customers to combine their DGs and loads and to construct an MG to obtain maximal control ability. A game model is built to emulate trading between MGs and the distribution system based on MG power control, in which both trading profit and outage cost are considered for each MG. Nash equilibrium(NE) is calculated, and sensitivities of NE to some boundary conditions are studied. The results show that variable MG trading prices with appropriate net generation cost(i.e., DG generation cost minus government subsidy price) may encourage the growth of MGs. Government subsidies, generation costs, and trading prices may also affect DG use, and therefore they may impact customer motivation to build MGs. 展开更多
关键词 MICROGRID GAME distributed generation smart grid
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