摘要
针对目前铁路系统事故发生频率低、损失高、数据不足且具有厚尾分布的特点,采用极值理论中的POT模型,对超过某一阈值的数据进行建模,并运用广义帕累托分布(GPD分布)对某铁路运营历年客车脱轨事故损失数据进行拟合,模拟计算铁路客车脱轨事故经济损失的概率分布函数,计算得到风险价值VaR值,为铁路事故的定量风险分析和风险控制,提供更加科学合理的依据。
Targeting with the characteristics of current railway system such as low frequency of accident,high loss,deficient data and heavy tail distribution,the POT model in extreme value theory was applied to make model establishment on the data exceeding a certain threshold,and the GPD distribution was applied to make loss data fitting on passenger car derail accidents of calendar year on certain railway,then the probability distribution function of economic loss in railway passenger car derail accident was simulated and calculated and the risk value VaR was achieved,all of these could provide more scientific and reasonable gist for quantitative risk analysis and risk control of railway accidents.
出处
《铁道运输与经济》
北大核心
2013年第6期1-4,14,共5页
Railway Transport and Economy
基金
铁道部科技研究开发计划项目(2011T009
J2012X002)
