Flood catastrophe risk assessment is imperative for the steady development of agriculture under the context of global climate change,and meanwhile,it is an urgent scientific issue need to be solved in agricultural ris...Flood catastrophe risk assessment is imperative for the steady development of agriculture under the context of global climate change,and meanwhile,it is an urgent scientific issue need to be solved in agricultural risk assessment discipline.This paper developed the methodology of flood catastrophe risk assessment,which can be shown as the standard process of crop loss calculation,Monte Carlo simulation,the generalized extreme value distribution（GEV） fitting,and risk evaluation.Data on crop loss were collected based on hectares covered by natural disasters,hectares affected by natural disasters,and hectares destroyed by natural disasters using the standard equation.Monte Carlo simulation based on appropriate distribution was used to expand sample size to overcome the insufficiency of crop loss data.Block maxima model（BMM） approach based on the extreme value theory was for modeling the generalized extreme value distribution（GEV） of flood catastrophe loss,and then flood catastrophe risk at the provincial scale in China was calculated.The Type III Extreme distribution（Weibull） has a weighted advantage of modeling flood catastrophe risk for grain production.The impact of flood catastrophe to grain production in China was significantly serious,and high or very high risk of flood catastrophe mainly concentrates on the central and eastern regions of China.Given the scenario of suffering once-in-a-century flood disaster,for majority of the major-producing provinces,the probability of 10% reduction of grain output is more than 90%.Especially,the probabilities of more than 15% decline in grain production reach up to 99.99,99.86,99.69,and 91.60% respectively in Anhui,Jilin,Liaoning,and Heilongjiang.Flood catastrophe assessment can provide multifaceted information about flood catastrophe risk that can help to guide management of flood catastrophe.展开更多
近年来,随着保险市场的发展,人身险(包括健康险、寿险和意外险)占据的份额不断上升,这些险种极端理赔的现象也一直存在。国内外人身险的实践经验表明,准确掌握保险理赔可能存在的极端风险,有利于保险公司更精确地定价保险产品。文章以20...近年来,随着保险市场的发展,人身险(包括健康险、寿险和意外险)占据的份额不断上升,这些险种极端理赔的现象也一直存在。国内外人身险的实践经验表明,准确掌握保险理赔可能存在的极端风险,有利于保险公司更精确地定价保险产品。文章以2005-2014年全国六个地区人身险的月理赔额为样本,通过对数据特征进行系统性分析,筛选出符合"尖峰厚尾"特征的理赔数据。运用区间极大值模型(Block Maxima Method,BMM)对理赔数据进行风险度量,以求得其理赔VaR(Value at Risk)。结果显示,意外险的理赔出现极端风险的可能性较大,多数地区意外险的理赔都存在极端风险;而健康险出现极端理赔的可能性相对较小,但一旦出现极端情况,其理赔VaR很有可能大于意外险。展开更多
针对载荷谱时域外推中极值载荷预测的难点——厚尾特征估计,以及极值载荷的确定与识别,系统阐述了区组极大值模型(Block maximum method,BMM)、超阈值模型(Peak over threshold,POT),独立风暴理论模型(Method of independent storms,MI...针对载荷谱时域外推中极值载荷预测的难点——厚尾特征估计,以及极值载荷的确定与识别,系统阐述了区组极大值模型(Block maximum method,BMM)、超阈值模型(Peak over threshold,POT),独立风暴理论模型(Method of independent storms,MIS)3种极值模型的研究进展、数学理论、应用实践及对比分析,得出不同极值模型的优缺点及适用范围,为车辆载荷谱外推和耐久性评估提供了一定的理论参考。展开更多
Over the past few decades, innovations in Information and Communication Technologies （ICT） have led to a significant increase in the complexity of enterprise information systems. This has led to new challenges for e...Over the past few decades, innovations in Information and Communication Technologies （ICT） have led to a significant increase in the complexity of enterprise information systems. This has led to new challenges for enterprise architects, systems engineers, business managers and other decision makers who must cope with the complexity of business plans and processes （particularly automated engineering processes）. In order to better manage this complexity, the Business Rule Group （BRG） has put forth the Business Motivation Model （BMM）. The original BMM uses a SWOT （Strength, Weakness, Opportunity, and Threat） decision analysis approach. However, the SWOT framework contains significant limitations with respect to decision making and ICT risks, hampering the decision making ability of enterprise architects, business managers, engineers, and other decision makers. The AHP （Analytic Hierarchy Process） and ANP （Analytic Network Process） are among the most widely used decision making tools： they commonly implement a Benefit - Opportunity - Cost - Risk （BOCR） analysis to improve the effectiveness of business decision making. A new approach is put forth that replaces the original SWOT assessment with an ANP-based BOCR analysis. As well, the original BMM is modified and applied in a Component Architecture Framework （CAF）.展开更多
基于极值理论的BMM（Block Maximum Method）和POT模型是近来分析边坡安全监测资料、评估边坡安全状况的新兴方法之一。相对简便的BMM模型在数据取样时往往忽略区间次极大值,在资料年限较短时样本容量偏小,可能导致所得结果误差较大。...基于极值理论的BMM（Block Maximum Method）和POT模型是近来分析边坡安全监测资料、评估边坡安全状况的新兴方法之一。相对简便的BMM模型在数据取样时往往忽略区间次极大值,在资料年限较短时样本容量偏小,可能导致所得结果误差较大。本文利用改进的Hill估计方法得到阈值,通过极大似然估计确定广义帕累托分布参数,从而利用超限数据序列来确定测值序列的整体分布,提出了改进POT（Modified Peaks over Threshold）模型,并应用于某边坡工程的安全监测预警指标分析。结果表明,在同一置信水平下利用超限值应用广义帕累托分布拟合得到的预警指标小于利用块极大值应用正态分布得到的预警指标,表明基于超限数据的改进POT模型得到的预警指标更能有效规避极端情况发生的风险,更有利于边坡安全监测和预警。展开更多
基金jointly funded by the National Natural Science Foundation of China(41201551)the Key Technology R&D Program of China(2012BAH20B04-2)
文摘Flood catastrophe risk assessment is imperative for the steady development of agriculture under the context of global climate change,and meanwhile,it is an urgent scientific issue need to be solved in agricultural risk assessment discipline.This paper developed the methodology of flood catastrophe risk assessment,which can be shown as the standard process of crop loss calculation,Monte Carlo simulation,the generalized extreme value distribution（GEV） fitting,and risk evaluation.Data on crop loss were collected based on hectares covered by natural disasters,hectares affected by natural disasters,and hectares destroyed by natural disasters using the standard equation.Monte Carlo simulation based on appropriate distribution was used to expand sample size to overcome the insufficiency of crop loss data.Block maxima model（BMM） approach based on the extreme value theory was for modeling the generalized extreme value distribution（GEV） of flood catastrophe loss,and then flood catastrophe risk at the provincial scale in China was calculated.The Type III Extreme distribution（Weibull） has a weighted advantage of modeling flood catastrophe risk for grain production.The impact of flood catastrophe to grain production in China was significantly serious,and high or very high risk of flood catastrophe mainly concentrates on the central and eastern regions of China.Given the scenario of suffering once-in-a-century flood disaster,for majority of the major-producing provinces,the probability of 10% reduction of grain output is more than 90%.Especially,the probabilities of more than 15% decline in grain production reach up to 99.99,99.86,99.69,and 91.60% respectively in Anhui,Jilin,Liaoning,and Heilongjiang.Flood catastrophe assessment can provide multifaceted information about flood catastrophe risk that can help to guide management of flood catastrophe.
文摘近年来,随着保险市场的发展,人身险(包括健康险、寿险和意外险)占据的份额不断上升,这些险种极端理赔的现象也一直存在。国内外人身险的实践经验表明,准确掌握保险理赔可能存在的极端风险,有利于保险公司更精确地定价保险产品。文章以2005-2014年全国六个地区人身险的月理赔额为样本,通过对数据特征进行系统性分析,筛选出符合"尖峰厚尾"特征的理赔数据。运用区间极大值模型(Block Maxima Method,BMM)对理赔数据进行风险度量,以求得其理赔VaR(Value at Risk)。结果显示,意外险的理赔出现极端风险的可能性较大,多数地区意外险的理赔都存在极端风险;而健康险出现极端理赔的可能性相对较小,但一旦出现极端情况,其理赔VaR很有可能大于意外险。
文摘针对载荷谱时域外推中极值载荷预测的难点——厚尾特征估计,以及极值载荷的确定与识别,系统阐述了区组极大值模型(Block maximum method,BMM)、超阈值模型(Peak over threshold,POT),独立风暴理论模型(Method of independent storms,MIS)3种极值模型的研究进展、数学理论、应用实践及对比分析,得出不同极值模型的优缺点及适用范围,为车辆载荷谱外推和耐久性评估提供了一定的理论参考。
文摘Over the past few decades, innovations in Information and Communication Technologies （ICT） have led to a significant increase in the complexity of enterprise information systems. This has led to new challenges for enterprise architects, systems engineers, business managers and other decision makers who must cope with the complexity of business plans and processes （particularly automated engineering processes）. In order to better manage this complexity, the Business Rule Group （BRG） has put forth the Business Motivation Model （BMM）. The original BMM uses a SWOT （Strength, Weakness, Opportunity, and Threat） decision analysis approach. However, the SWOT framework contains significant limitations with respect to decision making and ICT risks, hampering the decision making ability of enterprise architects, business managers, engineers, and other decision makers. The AHP （Analytic Hierarchy Process） and ANP （Analytic Network Process） are among the most widely used decision making tools： they commonly implement a Benefit - Opportunity - Cost - Risk （BOCR） analysis to improve the effectiveness of business decision making. A new approach is put forth that replaces the original SWOT assessment with an ANP-based BOCR analysis. As well, the original BMM is modified and applied in a Component Architecture Framework （CAF）.
文摘基于极值理论的BMM（Block Maximum Method）和POT模型是近来分析边坡安全监测资料、评估边坡安全状况的新兴方法之一。相对简便的BMM模型在数据取样时往往忽略区间次极大值,在资料年限较短时样本容量偏小,可能导致所得结果误差较大。本文利用改进的Hill估计方法得到阈值,通过极大似然估计确定广义帕累托分布参数,从而利用超限数据序列来确定测值序列的整体分布,提出了改进POT（Modified Peaks over Threshold）模型,并应用于某边坡工程的安全监测预警指标分析。结果表明,在同一置信水平下利用超限值应用广义帕累托分布拟合得到的预警指标小于利用块极大值应用正态分布得到的预警指标,表明基于超限数据的改进POT模型得到的预警指标更能有效规避极端情况发生的风险,更有利于边坡安全监测和预警。
