针对红树林叶面积指数(Leaf Area Index,LAI)实地测量难度大、无法快速大范围LAI估算的问题。该研究以广西北部湾红树林为研究对象,以无人机(Unmanned Aerial Vehicle,UAV)和哨兵二号(Sentinel-2A,S2)多光谱影像为数据源,整合原始光谱...针对红树林叶面积指数(Leaf Area Index,LAI)实地测量难度大、无法快速大范围LAI估算的问题。该研究以广西北部湾红树林为研究对象,以无人机(Unmanned Aerial Vehicle,UAV)和哨兵二号(Sentinel-2A,S2)多光谱影像为数据源,整合原始光谱波段、植被指数和组合植被指数构建高维数据集,并进行数据降维和特征优选。定量评估6种机器学习算法(XGBoost、前馈反向传播神经网络(Back Propagation,BP)、支持向量机(SVM)、岭回归(Ridge)、Lasso和弹性网络(ElasticNet))对不同红树林树种LAI的估算能力;探究UAV和Sentinel-2A影像对红树林树种LAI估算的精度差异。研究结果表明:1)基于XGBoost算法构建的模型实现了红树林LAI高精度估算,R^(2)均高于0.70,RMSE均低于0.349;2)在UAV和Sentinel-2A影像下,XGBoost模型对不同红树林树种LAI的估算精度(R^(2))比其他5种模型分别提高了0.105~0.365和0.283~0.540,RMSE降低了0.100~0.392和0.102~0.518;3)UAV影像数据与XGBoost算法构建的模型对海榄雌LAI的估算精度优于其他组合(R^(2)=0.821、RMSE=0.288),Sentinel-2A影像数据与XGBoost算法构建的模型对秋茄和桐花树LAI的估算精度优于其他组合(R^(2)=0.940~0.979、RMSE=0.142~0.104),不同红树林树种LAI的估算精度依次为桐花树>秋茄>海榄雌;4)SNAP-SL2P算法整体性低估红树林LAI值,UAV影像红树林树种LAI的平均估算精度(R^(2)=0.677~0.713)均优于Sentinel-2A影像,实现了不同红树林树种LAI的高精度估算。展开更多
From the insurer＇s point of view, this paper studies the optimal investment and proportional reinsurance in the Sparre Andersen model. Under the criterion of maximizing the adjustment coefficient, the authors obtain ...From the insurer＇s point of view, this paper studies the optimal investment and proportional reinsurance in the Sparre Andersen model. Under the criterion of maximizing the adjustment coefficient, the authors obtain the closed form expressions of the optimal strategy and the maximal adjustment coefficient, and derive the explicit expression of the ruin probability or its lower bound when the claim sizes are exponentially distributed. Some numerical examples are presented, which show the impact of model parameters on the optimal values. It can also be seen that the optimal strategy to maximize the adjustment coefficient is sometimes equivalent to those which minimize the ruin probability.展开更多
基金supported by the National Natural Science Foundation of China under Grant No.11101215the Natural Science Foundation of the Jiangsu Higher Education Institutions of China under Grant No. 09KJB110004
文摘From the insurer＇s point of view, this paper studies the optimal investment and proportional reinsurance in the Sparre Andersen model. Under the criterion of maximizing the adjustment coefficient, the authors obtain the closed form expressions of the optimal strategy and the maximal adjustment coefficient, and derive the explicit expression of the ruin probability or its lower bound when the claim sizes are exponentially distributed. Some numerical examples are presented, which show the impact of model parameters on the optimal values. It can also be seen that the optimal strategy to maximize the adjustment coefficient is sometimes equivalent to those which minimize the ruin probability.
