This paper describes the development of a T-year design tide hydrograph （DTH）. A core innovation is that the proposed technique uses the design risk threshold and copula-based conditional risk probability to analyze...This paper describes the development of a T-year design tide hydrograph （DTH）. A core innovation is that the proposed technique uses the design risk threshold and copula-based conditional risk probability to analyze the optimal combination of high waters and low waters of the DTH. A brief description of the method is presented. The in situ semi-diurnal tide data at the coast of Jiangsu Province in China are analyzed. Marginal distributions for high waters and low waters of tides are examined. Furthermore, the joint distributions, condition risk probabilities and risk thresholds of high waters and low waters are presented. Results of the DTH from the proposed method are compared with those from the traditional same-multiple enlarging design approach. It is demonstrated that the proposed method is preferable.展开更多
The Republic of Guinea,like most African countries,is affected by extreme weather phenomena(floods,recurrent droughts,heavy rain showers,torna-does and violent winds).Its forested areas in particular are sensitive to ...The Republic of Guinea,like most African countries,is affected by extreme weather phenomena(floods,recurrent droughts,heavy rain showers,torna-does and violent winds).Its forested areas in particular are sensitive to these precipitation-induced flood risks.The aim of this study is to carry out a fre-quency analysis of extreme rainfall events associated with flooding in order to estimate their return periods in the Diani river watershed.The methodological approach is based on the collection of annual daily rainfall data from synoptic stations(Macenta,N’Zérékoré)and flow data(Diani bridge station)over the period 1995-2024.Precipitation and flow indices,based on McKee’s classification,were used to characterize flood thresholds.Similarly,the return peri-ods of annual daily rainfall and flood flows were determined.The analysis highlights that the daily rainfall threshold for flood risk is an average of 74.2 mm and 88.1 mm respectively for the synoptic stations(N’Zérékoréand Macenta),corresponding to an average flow of 275.3 m^(3)/s for limited risk.Annual daily rainfall ranging from 65.9 to 82.3 mm for the 2-year return period for the N’Zérékorésynoptic station,and from 72.9 to 94.7 mm and 107.4 to 129.1 mm for the 2 and 5-year return periods for the Macenta station,can be de-scribed as normal events,corresponding respectively to interval flows of 147.8 to 187.2 m^(3)/s and 210.1 to 249.5 m^(3)/s.展开更多
The establishment of ecological risk thresholds for arsenic(As)plays a pivotal role in developing soil conservation strategies.However,despite many studies regarding the toxicological profile of As,such thresholds var...The establishment of ecological risk thresholds for arsenic(As)plays a pivotal role in developing soil conservation strategies.However,despite many studies regarding the toxicological profile of As,such thresholds varying by diverse soil properties have rarely been established.This study aims to address this gap by compiling and critically examining an extensive dataset of As toxicity data sourced from existing literature.Furthermore,to augment the existing information,experimental studies on As toxicity focusing on barley-root elongation were carried out across various soil types.The As concentrations varied from 12.01 to 437.25 mg/kg for the effective concentrations that inhibited 10%of barley-root growth(EC10).The present study applied a machine-learning approach to investigate the complex associations between the toxicity thresholds of As and diverse soil properties.The results revealed that Mn-/Fe-ox and clay content emerged as the most influential factors in predicting the EC10 contribution.Additionally,by using a species sensitivity distribution model and toxicity data from 21 different species,the hazardous concentration for x%of species(HCx)was calculated for four representative soil scenarios.The HC5 values for acidic,neutral,alkaline,and alkaline calcareous soils were 80,47,40,and 28 mg/kg,respectively.This study establishes an evidence-based methodology for deriving soil-specific guidance concerning As toxicity thresholds.展开更多
To solve the problem of setting threshold default risk criterion to select retailer eligible for trade credit granting, a novel method of solving simultaneous equations is proposed. This method is based on the bilevel...To solve the problem of setting threshold default risk criterion to select retailer eligible for trade credit granting, a novel method of solving simultaneous equations is proposed. This method is based on the bilevel programming modeling of trade credit decisions as an interaction between supplier and retailer. First, the bilevel programming is set up where the supplier decides on credit terms at the top level considering a retailer's default risk, and the retailer determines the order quantity at the lower level in response to the credit terms offered. By solving this bilevel programming, the relationship between the optimal terms and the corresponding default risk can be derived. Second, set the extreme scenario where the threshold default risk is approached as the point causing a zero marginal profit to the supplier. Another equation describing this particular scenario can also be derived. Thus, a system of two equations with two unknown variables can be obtained where the exact threshold default risk criterion can be found by solving them. A numerical example is presented as an illustration of the method proposed. It shows that the threshold criterion can be uniquely determined when the financial costs, inventory costs, and the marketing parameters of supplier and buyer are specified.展开更多
In this paper, we consider the dual risk model in which periodic taxation are paid according to a loss-carry-forward system and dividends are paid under a threshold strategy. We give an analytical approach to derive t...In this paper, we consider the dual risk model in which periodic taxation are paid according to a loss-carry-forward system and dividends are paid under a threshold strategy. We give an analytical approach to derive the expression of gδ(u) (i.e. the Laplace transform of the first upper exit time). We discuss the expected discounted tax payments for this model and obtain its corresponding integro-differential equations. Finally, for Erlang (2) inter-innovation distribution, closedform expressions for the expected discounted tax payments are given.展开更多
Objective To assess the risk factors for upper extremity-work-related musculoskeletal disorders（UE-WMSD） on 13 prod ucti on lines in an airbag factory using the threshold limit values-American conference of industri...Objective To assess the risk factors for upper extremity-work-related musculoskeletal disorders（UE-WMSD） on 13 prod ucti on lines in an airbag factory using the threshold limit values-American conference of industrial hygienists-hand activity level（TLV-ACGIH-HAL） method and introduce the ergonomic improvement to reduce the repe titi veness and the peak force（Pf）.Methods Professional exposure level on 13 production lines in a automobile factory was measured using the TLV-ACGIH-HAL method and a further risk was assessed according to the ergonomic improvement.Results The first assessment of 9 produc tion lines showed that the professional exposure level was above the TLV or HAL limit.The second assessment showed that the professional exposure level was below the AL limit on all production lines except 1,in which the professional exposure level was between TLV and HAL.Conclusion The assessment of UE-WMSD-related risk can ide ntif y the riskiest emplacements and evaluate the reduc tion of risk in professional exposure through interventi ons of structuralorganizati onal type.展开更多
In this paper, we consider the dual of the generalized Erlang (n) risk model under a threshold dividend strategy. We derive an integrodifferential equation satisfied by the expectation of the discounted dividends unti...In this paper, we consider the dual of the generalized Erlang (n) risk model under a threshold dividend strategy. We derive an integrodifferential equation satisfied by the expectation of the discounted dividends until ruin. The case when profits follow an exponential distribution is solved.展开更多
Markov decision processes （MDPs） and their variants are widely studied in the theory of controls for stochastic discrete- event systems driven by Markov chains. Much of the literature focusses on the risk-neutral cr...Markov decision processes （MDPs） and their variants are widely studied in the theory of controls for stochastic discrete- event systems driven by Markov chains. Much of the literature focusses on the risk-neutral criterion in which the expected rewards, either average or discounted, are maximized. There exists some literature on MDPs that takes risks into account. Much of this addresses the exponential utility （EU） function and mechanisms to penalize different forms of variance of the rewards. EU functions have some numerical deficiencies, while variance measures variability both above and below the mean rewards; the variability above mean rewards is usually beneficial and should not be penalized/avoided. As such, risk metrics that account for pre-specified targets （thresholds） for rewards have been considered in the literature, where the goal is to penalize the risks of revenues falling below those targets. Existing work on MDPs that takes targets into account seeks to minimize risks of this nature. Minimizing risks can lead to poor solutions where the risk is zero or near zero, but the average rewards are also rather low. In this paper, hence, we study a risk-averse criterion, in particular the so-called downside risk, which equals the probability of the revenues falling below a given target, where, in contrast to minimizing such risks, we only reduce this risk at the cost of slightly lowered average rewards. A solution where the risk is low and the average reward is quite high, although not at its maximum attainable value, is very attractive in practice. To be more specific, in our formulation, the objective function is the expected value of the rewards minus a scalar times the downside risk. In this setting, we analyze the infinite horizon MDP, the finite horizon MDP, and the infinite horizon semi-MDP （SMDP）. We develop dynamic programming and reinforcement learning algorithms for the finite and infinite horizon. The algorithms are tested in numerical studies and show encouraging performance.展开更多
基金financially supported by the Ministry of Water Resources Special Funds for Scientific Research Projects of Public Welfare Industry(Grant No.201001070)Jiangsu Province Science and Technology(Grant Nos.BM2014397 and BM2016031)
文摘This paper describes the development of a T-year design tide hydrograph （DTH）. A core innovation is that the proposed technique uses the design risk threshold and copula-based conditional risk probability to analyze the optimal combination of high waters and low waters of the DTH. A brief description of the method is presented. The in situ semi-diurnal tide data at the coast of Jiangsu Province in China are analyzed. Marginal distributions for high waters and low waters of tides are examined. Furthermore, the joint distributions, condition risk probabilities and risk thresholds of high waters and low waters are presented. Results of the DTH from the proposed method are compared with those from the traditional same-multiple enlarging design approach. It is demonstrated that the proposed method is preferable.
文摘The Republic of Guinea,like most African countries,is affected by extreme weather phenomena(floods,recurrent droughts,heavy rain showers,torna-does and violent winds).Its forested areas in particular are sensitive to these precipitation-induced flood risks.The aim of this study is to carry out a fre-quency analysis of extreme rainfall events associated with flooding in order to estimate their return periods in the Diani river watershed.The methodological approach is based on the collection of annual daily rainfall data from synoptic stations(Macenta,N’Zérékoré)and flow data(Diani bridge station)over the period 1995-2024.Precipitation and flow indices,based on McKee’s classification,were used to characterize flood thresholds.Similarly,the return peri-ods of annual daily rainfall and flood flows were determined.The analysis highlights that the daily rainfall threshold for flood risk is an average of 74.2 mm and 88.1 mm respectively for the synoptic stations(N’Zérékoréand Macenta),corresponding to an average flow of 275.3 m^(3)/s for limited risk.Annual daily rainfall ranging from 65.9 to 82.3 mm for the 2-year return period for the N’Zérékorésynoptic station,and from 72.9 to 94.7 mm and 107.4 to 129.1 mm for the 2 and 5-year return periods for the Macenta station,can be de-scribed as normal events,corresponding respectively to interval flows of 147.8 to 187.2 m^(3)/s and 210.1 to 249.5 m^(3)/s.
基金supported by the National Key R&D Programof China(2021YFC1809102)the National Natural Science Foundation of China(42225701,42107041,41977027)the Natural Science Foundation of Jiangsu Province,China(BK20210997).
文摘The establishment of ecological risk thresholds for arsenic(As)plays a pivotal role in developing soil conservation strategies.However,despite many studies regarding the toxicological profile of As,such thresholds varying by diverse soil properties have rarely been established.This study aims to address this gap by compiling and critically examining an extensive dataset of As toxicity data sourced from existing literature.Furthermore,to augment the existing information,experimental studies on As toxicity focusing on barley-root elongation were carried out across various soil types.The As concentrations varied from 12.01 to 437.25 mg/kg for the effective concentrations that inhibited 10%of barley-root growth(EC10).The present study applied a machine-learning approach to investigate the complex associations between the toxicity thresholds of As and diverse soil properties.The results revealed that Mn-/Fe-ox and clay content emerged as the most influential factors in predicting the EC10 contribution.Additionally,by using a species sensitivity distribution model and toxicity data from 21 different species,the hazardous concentration for x%of species(HCx)was calculated for four representative soil scenarios.The HC5 values for acidic,neutral,alkaline,and alkaline calcareous soils were 80,47,40,and 28 mg/kg,respectively.This study establishes an evidence-based methodology for deriving soil-specific guidance concerning As toxicity thresholds.
基金The National Natural Science Foundation of China (No.70502005)
文摘To solve the problem of setting threshold default risk criterion to select retailer eligible for trade credit granting, a novel method of solving simultaneous equations is proposed. This method is based on the bilevel programming modeling of trade credit decisions as an interaction between supplier and retailer. First, the bilevel programming is set up where the supplier decides on credit terms at the top level considering a retailer's default risk, and the retailer determines the order quantity at the lower level in response to the credit terms offered. By solving this bilevel programming, the relationship between the optimal terms and the corresponding default risk can be derived. Second, set the extreme scenario where the threshold default risk is approached as the point causing a zero marginal profit to the supplier. Another equation describing this particular scenario can also be derived. Thus, a system of two equations with two unknown variables can be obtained where the exact threshold default risk criterion can be found by solving them. A numerical example is presented as an illustration of the method proposed. It shows that the threshold criterion can be uniquely determined when the financial costs, inventory costs, and the marketing parameters of supplier and buyer are specified.
文摘In this paper, we consider the dual risk model in which periodic taxation are paid according to a loss-carry-forward system and dividends are paid under a threshold strategy. We give an analytical approach to derive the expression of gδ(u) (i.e. the Laplace transform of the first upper exit time). We discuss the expected discounted tax payments for this model and obtain its corresponding integro-differential equations. Finally, for Erlang (2) inter-innovation distribution, closedform expressions for the expected discounted tax payments are given.
基金supported by the Tianjin Natural Science Foundation(08JCYBJC02200)the Keygrant Project of Chinese Ministry of Education(309009)the Natural Science Foundation of China(11171164)
文摘Objective To assess the risk factors for upper extremity-work-related musculoskeletal disorders（UE-WMSD） on 13 prod ucti on lines in an airbag factory using the threshold limit values-American conference of industrial hygienists-hand activity level（TLV-ACGIH-HAL） method and introduce the ergonomic improvement to reduce the repe titi veness and the peak force（Pf）.Methods Professional exposure level on 13 production lines in a automobile factory was measured using the TLV-ACGIH-HAL method and a further risk was assessed according to the ergonomic improvement.Results The first assessment of 9 produc tion lines showed that the professional exposure level was above the TLV or HAL limit.The second assessment showed that the professional exposure level was below the AL limit on all production lines except 1,in which the professional exposure level was between TLV and HAL.Conclusion The assessment of UE-WMSD-related risk can ide ntif y the riskiest emplacements and evaluate the reduc tion of risk in professional exposure through interventi ons of structuralorganizati onal type.
文摘In this paper, we consider the dual of the generalized Erlang (n) risk model under a threshold dividend strategy. We derive an integrodifferential equation satisfied by the expectation of the discounted dividends until ruin. The case when profits follow an exponential distribution is solved.
文摘Markov decision processes （MDPs） and their variants are widely studied in the theory of controls for stochastic discrete- event systems driven by Markov chains. Much of the literature focusses on the risk-neutral criterion in which the expected rewards, either average or discounted, are maximized. There exists some literature on MDPs that takes risks into account. Much of this addresses the exponential utility （EU） function and mechanisms to penalize different forms of variance of the rewards. EU functions have some numerical deficiencies, while variance measures variability both above and below the mean rewards; the variability above mean rewards is usually beneficial and should not be penalized/avoided. As such, risk metrics that account for pre-specified targets （thresholds） for rewards have been considered in the literature, where the goal is to penalize the risks of revenues falling below those targets. Existing work on MDPs that takes targets into account seeks to minimize risks of this nature. Minimizing risks can lead to poor solutions where the risk is zero or near zero, but the average rewards are also rather low. In this paper, hence, we study a risk-averse criterion, in particular the so-called downside risk, which equals the probability of the revenues falling below a given target, where, in contrast to minimizing such risks, we only reduce this risk at the cost of slightly lowered average rewards. A solution where the risk is low and the average reward is quite high, although not at its maximum attainable value, is very attractive in practice. To be more specific, in our formulation, the objective function is the expected value of the rewards minus a scalar times the downside risk. In this setting, we analyze the infinite horizon MDP, the finite horizon MDP, and the infinite horizon semi-MDP （SMDP）. We develop dynamic programming and reinforcement learning algorithms for the finite and infinite horizon. The algorithms are tested in numerical studies and show encouraging performance.
