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非寿险精算在零售价差风险管理中的运用 被引量:1
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作者 韩金山 刘严 +2 位作者 谭忠富 张世英 张文泉 《电力系统自动化》 EI CSCD 北大核心 2005年第14期10-16,共7页
价差风险对零售市场的稳定运行和企业的稳健经营影响很大。零售商必须构建价差风险管理体系才能对风险进行系统、有效的管理。在从概率论角度准确定义价差风险的基础上,运用非寿险精算原理,进一步定义了零售平均价格的精算值。精算值把... 价差风险对零售市场的稳定运行和企业的稳健经营影响很大。零售商必须构建价差风险管理体系才能对风险进行系统、有效的管理。在从概率论角度准确定义价差风险的基础上,运用非寿险精算原理,进一步定义了零售平均价格的精算值。精算值把零售平均价格分为精算值和风险溢价。根据零售企业风险偏好,价差风险溢价又可分为价差风险管理所需要的风险资本和价差风险报酬。价差风险资本的份额大小由安全附加系数测量。以风险资本与价差风险水平的对应关系为核心,以电力市场衍生合同和企业自身的价差风险准备金为风险控制手段,建立价差风险管理体系的初步框架。模拟结果显示,安全附加系数的增加明显使价差风险降低,降低的速度是先快后慢;电力终端需求量与批发市场电价的相关性越大,安全附加系数对价差风险管理效率越高。 展开更多
关键词 零售价差风险 价差风险管理体系 价差风险资本 精算值 安全附加系数
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考虑保险责任调整的精算风险模型与优化分析
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作者 陶菊春 高金玲 张婷婷 《西北师范大学学报(自然科学版)》 CAS 北大核心 2014年第3期9-13,共5页
针对几种常见的保险责任调整及其风险模型,探讨了它们之间的相互关系以及保险责任调整对保单风险的影响;通过研究一类特殊的混合分布模型及其性质,给出了考虑保险责任调整的理赔风险模型的精算值与风险方差的计算公式;最后研究了自留额... 针对几种常见的保险责任调整及其风险模型,探讨了它们之间的相互关系以及保险责任调整对保单风险的影响;通过研究一类特殊的混合分布模型及其性质,给出了考虑保险责任调整的理赔风险模型的精算值与风险方差的计算公式;最后研究了自留额的确定与再保险安排的优化问题,得到了原保险公司与再保险公司赔付的最优均衡点. 展开更多
关键词 保险责任调整 风险模型 混合分布 精算值 风险方差
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信用风险、融资担保和动态保费估值
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作者 吴建华 王新军 张颖 《统计与信息论坛》 CSSCI 2013年第6期10-15,共6页
基于市场化信息和风险中性的概念,度量了有担保贷款的边际违约概率和累积违约概率,确定了贷款担保风险的精算现值,根据市场信用价差的变化给出了动态保费每期的调整幅度,并利用数值模拟进行了担保费率的比较静态分析,最后根据实际的担... 基于市场化信息和风险中性的概念,度量了有担保贷款的边际违约概率和累积违约概率,确定了贷款担保风险的精算现值,根据市场信用价差的变化给出了动态保费每期的调整幅度,并利用数值模拟进行了担保费率的比较静态分析,最后根据实际的担保数据给出了动态保费的实证检验。结果显示,实际的违约支付非常接近于动态保费的估值,证明动态保费估值模型是一个简单、可行和实用的定价模型。 展开更多
关键词 信用风险 融资担保 精算 分析
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中国石油需求模型研究 被引量:4
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作者 李宝瑜 张莉 《统计与信息论坛》 2006年第1期22-25,共4页
目前对石油需求量的预测有各种方法,多数模型在估计参数时使用的是石油实际消费量数据,但根据实际消费量建立的预测模型仅仅是对原数据的一种技术上的平滑,并不能真正测度需求量。为此,文章设计了一种算法,通过对影响需求量的因素... 目前对石油需求量的预测有各种方法,多数模型在估计参数时使用的是石油实际消费量数据,但根据实际消费量建立的预测模型仅仅是对原数据的一种技术上的平滑,并不能真正测度需求量。为此,文章设计了一种算法,通过对影响需求量的因素进行分析来估算需求量,以估算的需求量来建立计量模型,预测未来需求量。并以1990-2003年的数据进行了实际计算,说明了该算法的可行性。 展开更多
关键词 石油需求模型 初始 精算值 中国 生产能力
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A Quasi-steady-state Model for Numerical Simulation of Batch Extractive Distillation 被引量:2
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作者 方静 李春利 +1 位作者 王洪海 孙立军 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2010年第1期43-47,共5页
Batch extractive distillation(BED)is a special method used in the distillation process by adding a solvent into the batch distillation column to alter the relative volatility of the components and improve the separati... Batch extractive distillation(BED)is a special method used in the distillation process by adding a solvent into the batch distillation column to alter the relative volatility of the components and improve the separation. A comprehensive design and simulation method is required due to the complexity of BED.In this study,a quasi-steady-state model for BED is proposed,the derivation and solution of the model are presented.This shortcut model can be used to simulate the composition and temperature of the reboiler,the top and other plates of the column in a batch extractive distillation operation.The calculated values are in good agreement with the experimental data.The results show that the quasi-steady-state model is a practical method because of some advantages such as high precision and fast calculation. 展开更多
关键词 batch distillation extractive distillation SIMULATION MODEL
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Kinematics modeling of a 6-PSS parallel mechanism with wide-range flexure hinges 被引量:1
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作者 杜志江 史若冲 董为 《Journal of Central South University》 SCIE EI CAS 2012年第9期2482-2487,共6页
A novel 6-PSS flexible parallel mechanism was presented,which employed wide-range flexure hinges as passive joints.The proposed mechanism features micron level positioning accuracy over cubic centimeter scale workspac... A novel 6-PSS flexible parallel mechanism was presented,which employed wide-range flexure hinges as passive joints.The proposed mechanism features micron level positioning accuracy over cubic centimeter scale workspace.A three-layer back-propagation(BP) neural network was utilized to the kinematics analysis,in which learning samples containing 1 280 groups of data based on stiffness-matrix method were used to train the BP model.The kinematics performance was accurately calculated by using the constructed BP model with 19 hidden nodes.Compared with the stiffness model,the simulation and numerical results validate that BP model can achieve millisecond level computation time and micron level calculation accuracy.The concept and approach outlined can be extended to a variety of applications. 展开更多
关键词 flexible parallel manipulator wide-range flexure hinge kinematics model neural network
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Geometric precision evaluation methodology of multiple reference station network algorithms
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作者 李显 吴美平 +1 位作者 张开东 黄杨明 《Journal of Central South University》 SCIE EI CAS 2013年第1期134-141,共8页
To evaluate the performance of real time kinematic (RTK) network algorithms without applying actual measurements, a new method called geometric precision evaluation methodology (GPEM) based on covariance analysis was ... To evaluate the performance of real time kinematic (RTK) network algorithms without applying actual measurements, a new method called geometric precision evaluation methodology (GPEM) based on covariance analysis was presented. Three types of multiple reference station interpolation algorithms, including partial derivation algorithm (PDA), linear interpolation algorithms (LIA) and least squares condition (LSC) were discussed and analyzed. The geometric dilution of precision (GDOP) was defined to describe the influence of the network geometry on the interpolation precision, and the different GDOP expressions of above-mentioned algorithms were deduced. In order to compare geometric precision characteristics among different multiple reference station network algorithms, a simulation was conducted, and the GDOP contours of these algorithms were enumerated. Finally, to confirm the validation of GPEM, an experiment was conducted using data from Unite State Continuously Operating Reference Stations (US-CORS), and the precision performances were calculated according to the real test data and GPEM, respectively. The results show that GPEM generates very accurate estimation of the performance compared to the real data test. 展开更多
关键词 network DGPS algorithms geometric precision evaluation covariance analysis partial derivation algorithm linearinterpolation algorithm least squares collocation
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寿险公司A股上市有关问题探讨
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作者 任华 王宁 胡连生 《金融研究》 CSSCI 北大核心 2004年第3期116-124,共9页
本文简要阐述了寿险公司发行A股与其它行业公司的差别,并深入分析了寿险公司特有的投资价值和中国寿险公司目前面临的主要问题。结合寿险公司发行上市的国际经验,本文提出了适合中国寿险公司A股市场发行的定价方法。
关键词 折现现金流 内在价 评估价 精算评估 价格与内在价比较法 价格与内在价利润比较法
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Accuracy details in realistic CFD modeling of an industrial centrifugal pump in direct and reverse modes 被引量:6
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作者 J.C. Páscoa F. J. Silva +1 位作者 J.S. Pinheiro D.J. Martins 《Journal of Thermal Science》 SCIE EI CAS CSCD 2010年第6期491-499,共9页
Numerical computation of the flowfield inside a pump is herein used as a numerical laboratory, subject to the limitations of modeling assumptions and to experimental verification. A numerical computation of the flow i... Numerical computation of the flowfield inside a pump is herein used as a numerical laboratory, subject to the limitations of modeling assumptions and to experimental verification. A numerical computation of the flow inside a real industrial centrifugal pump is performed that includes a very sophisticated geometry. Conversely to other computations, in this test case no simplification of the geometry was introduced. Numerical computations are obtained using Spalart-Allmaras turbulence model. A detailed analysis of the turbulent flowstructure is performed for the design point and two off design conditions. Additional computations were performed in order to compare the numerical and experimental pump characteristics; these were obtained under normalized testing conditions. Further computations are presented for the pump working in reverse turbine mode (PAT). Detailed analyses of the flow allow a comparison of the internal flow losses when the pump is operating in direct and reverse mode. This is also useful to help in the selection of an adequate pump geometry that can work in both modes with best efficiency. 展开更多
关键词 centrifugal pump IMPELLER turbulence modeling Spalart-Allmaras PAT
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Nonlinear identification of systems with parametric excitation 被引量:2
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作者 YE Min DOU SuGuang +1 位作者 ZHANG Wei ZENG ZhiGang 《Science China(Technological Sciences)》 SCIE EI CAS 2011年第8期2080-2089,共10页
In this paper, the incremental harmonic balance nonlinear identification (IHBNID) is presented for modelling and parametric identification of nonlinear systems. The effects of harmonic balance nonlinear identification... In this paper, the incremental harmonic balance nonlinear identification (IHBNID) is presented for modelling and parametric identification of nonlinear systems. The effects of harmonic balance nonlinear identification (HBNID) and IHBNID are also studied and compared by using numerical simulation. The effectiveness of the IHBNID is verified through the Mathieu-Duffing equation as an example. With the aid of the new method, the derivation procedure of the incremental harmonic balance method is simplified. The system responses can be represented by the Fourier series expansion in complex form. By keeping several lower-order primary harmonic coefficients to be constant, some of the higher-order harmonic coefficients can be self-adaptive in accordance with the residual errors. The results show that the IHBNID is highly efficient for computation, and excels the HBNID in terms of computation accuracy and noise resistance. 展开更多
关键词 nonlinear system identification incremental harmonic balance parameter excitation nonlinear systems
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Unsteady 3D algebraically explicit analytical solutions for bio-heat transfer equations
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作者 LI YuanYuan CAI RuiXian 《Science China(Technological Sciences)》 SCIE EI CAS 2011年第2期362-368,共7页
Reasonable unsteady three-dimensional explicit analytical solutions are derived with different methods for the widely used bio-heat transfer equation–Pennes equation.The condition to decide temperature oscillation is... Reasonable unsteady three-dimensional explicit analytical solutions are derived with different methods for the widely used bio-heat transfer equation–Pennes equation.The condition to decide temperature oscillation is obtained in this paper.In other cases the temperature would vary monotonously along geometric coordinates as time goes by.There have been very few open reports of explicit unsteady multidimensional exact analytical solutions published in literature.Besides its irreplaceable theoretical value,the analytical solution can also serve as standard solution to check numerical calculation,and therefore promote the development of numerical method of computational heat transfer.In addition,some new special methods have been given originally and deserved further attention. 展开更多
关键词 Pennes equation temperature oscillation THREE-DIMENSIONAL UNSTEADY analytical solutions
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