In this article, the risk process perturbed by diffusion under interest force is considered, the continuity and twice continuous differentiability for Фδ（u,w） are discussed,the Feller expression and the integro-di...In this article, the risk process perturbed by diffusion under interest force is considered, the continuity and twice continuous differentiability for Фδ（u,w） are discussed,the Feller expression and the integro-differential equation satisfied by Фδ （u ,w） are derived. Finally, the decomposition of Фδ（u,w） is discussed, and some properties of each decomposed part of Фδ（u,w） are obtained. The results can be reduced to some ones in Gerber and Landry＇s,Tsai and Willmot＇s, and Wang＇s works by letting parameter δ and （or） a be zero.展开更多
In this article, the joint distributions of several actuarial diagnostics which are important to insurers＇ running for the jump-diffusion risk process are examined. They include the ruin time, the time of the surplus...In this article, the joint distributions of several actuarial diagnostics which are important to insurers＇ running for the jump-diffusion risk process are examined. They include the ruin time, the time of the surplus process leaving zero ultimately （simply, the ultimately leaving-time）, the surplus immediately prior to ruin, the supreme profits before ruin, the supreme profits and deficit until it leaves zero ultimately and so on. The explicit expressions for their distributions are obtained mainly by the various properties of Levy process, such as the homogeneous strong Markov property and the spatial homogeneity property etc, moveover, the many properties for Brownian motion.展开更多
A Markovian risk process is considered in this paper, which is the generalization of the classical risk model. It is proper that a risk process with large claims is modelled as the Markovian risk model. In such a mode...A Markovian risk process is considered in this paper, which is the generalization of the classical risk model. It is proper that a risk process with large claims is modelled as the Markovian risk model. In such a model, the occurrence of claims is described by a point process {N（t）}t≥0 with N（t） being the number of jumps during the interval （0, t] for a Markov jump process. The ruin probability ψ（u） of a company facing such a risk model is mainly studied. An integral equation satisfied by the ruin probability function ψ（u） is obtained and the bounds for the convergence rate of the ruin probability ψ（u） are given by using a generalized renewal technique developed in the paper.展开更多
The classical Poisson risk model in ruin theory assumed that the interarrival times between two successive claims are mutually independent, and the claim sizes and claim intervals are also mutually independent. In thi...The classical Poisson risk model in ruin theory assumed that the interarrival times between two successive claims are mutually independent, and the claim sizes and claim intervals are also mutually independent. In this paper, we modify the classical Poisson risk model to describe the surplus process of an insurance portfolio. We consider a jump-diffusion risk process compounded by a geometric Brownian motion, and assume that the claim sizes and claim intervals are dependent. Using the properties of conditional expectation, we establish integro-differential equations for the Gerber-Shiu function and the ultimate ruin probability.展开更多
In this paper,a class of risk processes perturbed by diffusion are considered. The Lundberg inequalities for the ruin probability are obtained.The size of the Lundberg exponents for different kinds of risk model is co...In this paper,a class of risk processes perturbed by diffusion are considered. The Lundberg inequalities for the ruin probability are obtained.The size of the Lundberg exponents for different kinds of risk model is compared. The numerical illustration for the impact of the parameters on the ruin probability is given.展开更多
Abstract In this paper we consider the risk process that is described by a piecewise deterministic Markov processes (PDMP). We first present the construction of the risk process and then discuss some ruin problems for...Abstract In this paper we consider the risk process that is described by a piecewise deterministic Markov processes (PDMP). We first present the construction of the risk process and then discuss some ruin problems for this new kind of risk model.展开更多
This paper considers a class of delayed renewal risk processes with a threshold dividend strategy. The main result is an expression of the Gerber-Shiu expected discounted penalty function in the delayed renewal risk m...This paper considers a class of delayed renewal risk processes with a threshold dividend strategy. The main result is an expression of the Gerber-Shiu expected discounted penalty function in the delayed renewal risk model in terms of the corresponding Cerber-Shiu function in the ordinary renewal model. Subsequently, this relationship is considered in more detail in both the stationary renewal risk model and the ruin probability.展开更多
This paper studies a Sparre Andersen negative risk sums model in which the distribution of ＂interclaim＂ time is that of a sum of n independent exponential random variables. Thus, the Erlang（n） model is a special c...This paper studies a Sparre Andersen negative risk sums model in which the distribution of ＂interclaim＂ time is that of a sum of n independent exponential random variables. Thus, the Erlang（n） model is a special case. On this basis the correlated negative risk sums process with the common Erlang process is considered. Integro-differential equations with boundary conditions for ψ（u） are given. For some special cases a closed-form expression for ψ（u） is derived.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
The European Monetary Union (EMU) appeared unprecedentedly on the world scene as 12 European countries voluntarily gave up part of their sovereignty to create a regional monetary system. The introduction of euro curre...The European Monetary Union (EMU) appeared unprecedentedly on the world scene as 12 European countries voluntarily gave up part of their sovereignty to create a regional monetary system. The introduction of euro currency is undoubtedly a crucial step toward further European integration.展开更多
Sale-leaseback is paid special focus on for its great application in China in recent years.By giving a detailed analysis,an analysis of the features of sale-leaseback and a study of the risks of it are given in this p...Sale-leaseback is paid special focus on for its great application in China in recent years.By giving a detailed analysis,an analysis of the features of sale-leaseback and a study of the risks of it are given in this paper.Then a quantitative analysis of commercial real estate sale-leaseback is carried out.The scientific theoretical analysis is provided in this paper for risk assessment in commercial real estate sale-leaseback mode in China.An effective approach is put forward for sale-leaseback project evaluation and prevention of risk.A useful means is given to supervise commerciai real estate sale-leaseback mode for relevant departments and a certain contribution is made to a further sound development of commercial real estate sale-leaseback mode.展开更多
Managing TG-51 reference dosimetry in a large hospital network can be a challenging task. The objectives of this study are to investigate the effectiveness of using Statistical Process Control (SPC) to manage TG-51 wo...Managing TG-51 reference dosimetry in a large hospital network can be a challenging task. The objectives of this study are to investigate the effectiveness of using Statistical Process Control (SPC) to manage TG-51 workflow in such a network. All the sites in the network performed the annual reference dosimetry in water according to TG-51. These data were used to cross-calibrate the same ion chambers in plastic phantoms for monthly QA output measurements. An energy-specific dimensionless beam quality cross-calibration factor, <img src="Edit_6bfb9907-c034-4197-97a7-e8337a7fc21a.png" width="20" height="19" alt="" />, was derived to monitor the process across multiple sites. The SPC analysis was then performed to obtain the mean, <img src="Edit_c630a2dd-f714-4042-a46e-da0ca863cb41.png" width="30" height="20" alt="" /> , standard deviation, <span style="font-size:6.5pt;font-family:;" "=""><span style="white-space:normal;"><span style="font-size:6.5pt;font-family:"">σ</span><span style="white-space:nowrap;"><sub><i>k</i></sub></span></span></span>, the Upper Control Limit (UCL) and Lower Control Limit (LCL) in each beam. This process was first applied to 15 years of historical data at the main campus to assess the effectiveness of the process. A two-year prospective study including all 30 linear accelerators spread over the main campus and seven satellites in the network followed. The ranges of the control limits (±3σ) were found to be in the range of 1.7% - 2.6% and 3.3% - 4.2% for the main campus and the satellite sites respectively. The wider range in the satellite sites was attributed to variations in the workflow. Standardization of workflow was also found to be effective in narrowing the control limits. The SPC is effective in identifying variations in the workflow and was shown to be an effective tool in managing large network reference dosimetry.展开更多
In this paper we examine the large deviations principle (LDP) for sequences of classic Cramér-Lundberg risk processes under suitable time and scale modifications, and also for a wide class of claim distributions ...In this paper we examine the large deviations principle (LDP) for sequences of classic Cramér-Lundberg risk processes under suitable time and scale modifications, and also for a wide class of claim distributions including (the non-super- exponential) exponential claims. We prove two large deviations principles: first, we obtain the LDP for risk processes on D∈[0,1] with the Skorohod topology. In this case, we provide an explicit form for the rate function, in which the safety loading condition appears naturally. The second theorem allows us to obtain the LDP for Aggregate Claims processes on D∈[0,∞) with a different time-scale modification. As an application of the first result we estimate the ruin probability, and for the second result we work explicit calculations for the case of exponential claims.展开更多
Chlorination disinfection has been widely used in reclaimed water treatment plants to ensure water quality. In order to assess the downstream quality risk of a running reclaimed water disinfection process, a set of dy...Chlorination disinfection has been widely used in reclaimed water treatment plants to ensure water quality. In order to assess the downstream quality risk of a running reclaimed water disinfection process, a set of dynamic equations was developed to simulate reactions in the disinfection process concerning variables of bacteria, chemical oxygen demand （COD）, ammonia and monochloramine. The model was calibrated by the observations obtained from a pilot disinfection process which was designed to simulate the actual process in a reclaimed water treatment plant. A Monte Carlo algorithm was applied to calculate the predictive effluent quality distributions that were used in the established hierarchical assessment system for the downstream quality risk, and the key factors affecting the downstream quality risk were defined using the Regional Sensitivity Analysis method. The results showed that the seasonal upstream quality variation caused considerable downstream quality risk; the effluent ammonia was significantly influenced by its upstream concentration; the upstream COD was a key factor determining the process effluent risk of bacterial, COD and residual disinfectant indexes; and lower COD and ammonia concentrations in the infiuent would mean better downstream quality.展开更多
Hazards and risks assessment of dangerous geocryological processes is actual problem in connection with climate change.Permafrost is widespread in Russia,Canada,the USA(Alaska), China,Mongolia and in mountain regions....Hazards and risks assessment of dangerous geocryological processes is actual problem in connection with climate change.Permafrost is widespread in Russia,Canada,the USA(Alaska), China,Mongolia and in mountain regions.Currently there are many papers concerning permafrost-related hazards,but the conceptual and based techniques are not available.Different approaches for solving this problem are considered in the paper.The generally accessible techniques of geocryological processes quantitative risk assessment are not available.The problem lies in uncertainty appearing from展开更多
Analysis errors can occur in the desorbing process of ginkgo diterpene lactone meglumine injection(GDMI) by a conventional analysis method, due to several factors, such as easily crystallized samples, solvent volatili...Analysis errors can occur in the desorbing process of ginkgo diterpene lactone meglumine injection(GDMI) by a conventional analysis method, due to several factors, such as easily crystallized samples, solvent volatility, time-consuming sample pre-processing, fixed method, and offline analysis. Based on risk management, near-infrared(NIR) and mid-infrared(MIR) spectroscopy techniques were introduced to solve the above problems with the advantage of timely analysis and non-destructive nature towards samples. The objective of the present study was to identify the feasibility of using NIR or MIR spectroscopy techniques to increase the analysis accuracy of samples from the desorbing process of GDMI. Quantitative models of NIR and MIR were established based on partial least square method and the performances were calculated. Compared to NIR model, MIR model showed greater accuracy and applicability for the analysis of the GDMI desorbing solutions. The relative errors of the concentrations of Ginkgolide A(GA) and Ginkgolide B(GB) were 2.40% and 2.89%, respectively, which were less than 5.00%. The research demonstrated the potential of the MIR spectroscopy technique for the rapid and non-destructive quantitative analysis of the concentrations of GA and GB.展开更多
Tod</span><span style="white-space:normal;font-family:"">ay, as the process of urbanization is accelerating, the country </span><span style="white-space:normal;font-family...Tod</span><span style="white-space:normal;font-family:"">ay, as the process of urbanization is accelerating, the country </span><span style="white-space:normal;font-family:"">builds an extensive transportation network through bridges and roads, which facilitates the daily travel of the people and greatly promotes the development of the national economy. However, due to the cross-sea bridge spanning the bay, the overall scale, the complex construction environment, and the high technology </span><span style="white-space:normal;font-family:"">content, the objective existence of risk factors in the construction process ca</span><span style="white-space:normal;font-family:"">n</span><span style="white-space:normal;font-family:"">not be completely avoided. In the construction of cross-sea bridges, once a co</span><span style="white-space:normal;font-family:"">n</span><span style="white-space:normal;font-family:"">struction safety accident occurs, it will cause irreparable losses to the constr</span><span style="white-space:normal;font-family:"">uction of the project. Taking Hangzhou Bay Bridge as an actual case, using the </span><span style="white-space:normal;font-family:"">Analytic Hierarchy Process to identify possible risk factors during the life cy</span><span style="white-space:normal;font-family:"">cle of Hangzhou Bay Bridge, establish a corresponding risk evaluation system to </span><span style="white-space:normal;font-family:"">evaluate the importance and probability of risk, and to rank the importance o</span><span style="white-space:normal;font-family:"">f risks, and control the corresponding construction risks by adopting measures such as risk transfer and risk retention. The research example shows that the project risk of the cross-sea bridge project can be combined with the analytic hierarchy process to identify, analyze and evaluate the importance of the various risks faced by the project, so as to adopt corresponding avoidance methods to reduce the project risk loss and achieve the project construction expectations Target.展开更多
Climate services (CS) are crucial for mitigating and managing the impacts and risks associated with climate-induced disasters. While evidence over the past decade underscores their effectiveness across various domains...Climate services (CS) are crucial for mitigating and managing the impacts and risks associated with climate-induced disasters. While evidence over the past decade underscores their effectiveness across various domains, particularly agriculture, to maximize their potential, it is crucial to identify emerging priority areas and existing research gaps for future research agendas. As a contribution to this effort, this paper employs the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) methodology to review the state-of-the-art in the field of climate services for disaster risk management. A comprehensive search across five literature databases combined with a snowball search method using ResearchRabbit was conducted and yielded 242 peer-reviewed articles, book sections, and reports over 2013-2023 after the screening process. The analysis revealed flood, drought, and food insecurity as major climate-related disasters addressed in the reviewed literature. Major climate services addressed included early warning systems, (sub)seasonal forecasts and impact-based warnings. Grounded in the policy processes’ theoretical perspective, the main focus identified and discussed three prevailing policy-oriented priority areas: 1) development of climate services, 2) use-adoption-uptake, and 3) evaluation of climate services. In response to the limitations of the prevalent supply-driven and top-down approach to climate services promotion, co-production emerges as a cross-cutting critical aspect of the identified priority areas. Despite the extensive research in the field, more attention is needed, particularly pronounced in the science-policy interface perspective, which in practice bridges scientific knowledge and policy decisions for effective policy processes. This perspective offers a valuable analytical lens as an entry point for further investigation. Hence, future research agendas would generate insightful evidence by scrutinizing this critical aspect given its importance to institutions and climate services capacity, to better understand intricate facets of the development and the integration of climate services into disaster risk management.展开更多
A new approach for assessing and optimizing software project process based on software risk control presented, which evaluates and optimizes software project process from the view of controlling the software project r...A new approach for assessing and optimizing software project process based on software risk control presented, which evaluates and optimizes software project process from the view of controlling the software project risks. A model for optimizing software risk control is given, a discrete optimization algorithm based on dynamic programruing is proposed and an example of using above method to solve a problem is also included in this paper. By improving the old passive post-project control into an active effective preaction, this new method can greatly promote the possibility of success of software projects.展开更多
文摘In this article, the risk process perturbed by diffusion under interest force is considered, the continuity and twice continuous differentiability for Фδ（u,w） are discussed,the Feller expression and the integro-differential equation satisfied by Фδ （u ,w） are derived. Finally, the decomposition of Фδ（u,w） is discussed, and some properties of each decomposed part of Фδ（u,w） are obtained. The results can be reduced to some ones in Gerber and Landry＇s,Tsai and Willmot＇s, and Wang＇s works by letting parameter δ and （or） a be zero.
基金Supported by the National Natural Sci-ence Foundations of China (10271062 and 10471119)the Natural Science Foundation of Shandong Province(Y2004A06, Y2008A12, and ZR2009AL015)+1 种基金the Science Foundations of Shandong Provincial Education Department (J07yh05)the Science Foundations of Qufu Normal University (XJ0713, Bsqd200517)
文摘In this article, the joint distributions of several actuarial diagnostics which are important to insurers＇ running for the jump-diffusion risk process are examined. They include the ruin time, the time of the surplus process leaving zero ultimately （simply, the ultimately leaving-time）, the surplus immediately prior to ruin, the supreme profits before ruin, the supreme profits and deficit until it leaves zero ultimately and so on. The explicit expressions for their distributions are obtained mainly by the various properties of Levy process, such as the homogeneous strong Markov property and the spatial homogeneity property etc, moveover, the many properties for Brownian motion.
文摘A Markovian risk process is considered in this paper, which is the generalization of the classical risk model. It is proper that a risk process with large claims is modelled as the Markovian risk model. In such a model, the occurrence of claims is described by a point process {N（t）}t≥0 with N（t） being the number of jumps during the interval （0, t] for a Markov jump process. The ruin probability ψ（u） of a company facing such a risk model is mainly studied. An integral equation satisfied by the ruin probability function ψ（u） is obtained and the bounds for the convergence rate of the ruin probability ψ（u） are given by using a generalized renewal technique developed in the paper.
文摘The classical Poisson risk model in ruin theory assumed that the interarrival times between two successive claims are mutually independent, and the claim sizes and claim intervals are also mutually independent. In this paper, we modify the classical Poisson risk model to describe the surplus process of an insurance portfolio. We consider a jump-diffusion risk process compounded by a geometric Brownian motion, and assume that the claim sizes and claim intervals are dependent. Using the properties of conditional expectation, we establish integro-differential equations for the Gerber-Shiu function and the ultimate ruin probability.
文摘In this paper,a class of risk processes perturbed by diffusion are considered. The Lundberg inequalities for the ruin probability are obtained.The size of the Lundberg exponents for different kinds of risk model is compared. The numerical illustration for the impact of the parameters on the ruin probability is given.
基金Supported by the National Natural Sciences Foundation of China (No.19971047)Doctoral Foundation of Suzhou University.
文摘Abstract In this paper we consider the risk process that is described by a piecewise deterministic Markov processes (PDMP). We first present the construction of the risk process and then discuss some ruin problems for this new kind of risk model.
基金Supported by the Natural Science Foundation of Hunan (No. 08JJ3004)
文摘This paper considers a class of delayed renewal risk processes with a threshold dividend strategy. The main result is an expression of the Gerber-Shiu expected discounted penalty function in the delayed renewal risk model in terms of the corresponding Cerber-Shiu function in the ordinary renewal model. Subsequently, this relationship is considered in more detail in both the stationary renewal risk model and the ruin probability.
基金Project supported by the Russian Foundation for Basic Research,Grant 99-01-00847the Russian Humanitarian Scientific Foundation,Grant 00-02-00152a,by the NNSF of China(19971047) and DSF
文摘In this paper,the asymptotic behavior of generalized risk processes without any momentassumptions on the controlling process is described.
基金Supported by the Foundation of Suzhou Science and Technology University
文摘This paper studies a Sparre Andersen negative risk sums model in which the distribution of ＂interclaim＂ time is that of a sum of n independent exponential random variables. Thus, the Erlang（n） model is a special case. On this basis the correlated negative risk sums process with the common Erlang process is considered. Integro-differential equations with boundary conditions for ψ（u） are given. For some special cases a closed-form expression for ψ（u） is derived.
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.
文摘The European Monetary Union (EMU) appeared unprecedentedly on the world scene as 12 European countries voluntarily gave up part of their sovereignty to create a regional monetary system. The introduction of euro currency is undoubtedly a crucial step toward further European integration.
文摘Sale-leaseback is paid special focus on for its great application in China in recent years.By giving a detailed analysis,an analysis of the features of sale-leaseback and a study of the risks of it are given in this paper.Then a quantitative analysis of commercial real estate sale-leaseback is carried out.The scientific theoretical analysis is provided in this paper for risk assessment in commercial real estate sale-leaseback mode in China.An effective approach is put forward for sale-leaseback project evaluation and prevention of risk.A useful means is given to supervise commerciai real estate sale-leaseback mode for relevant departments and a certain contribution is made to a further sound development of commercial real estate sale-leaseback mode.
文摘Managing TG-51 reference dosimetry in a large hospital network can be a challenging task. The objectives of this study are to investigate the effectiveness of using Statistical Process Control (SPC) to manage TG-51 workflow in such a network. All the sites in the network performed the annual reference dosimetry in water according to TG-51. These data were used to cross-calibrate the same ion chambers in plastic phantoms for monthly QA output measurements. An energy-specific dimensionless beam quality cross-calibration factor, <img src="Edit_6bfb9907-c034-4197-97a7-e8337a7fc21a.png" width="20" height="19" alt="" />, was derived to monitor the process across multiple sites. The SPC analysis was then performed to obtain the mean, <img src="Edit_c630a2dd-f714-4042-a46e-da0ca863cb41.png" width="30" height="20" alt="" /> , standard deviation, <span style="font-size:6.5pt;font-family:;" "=""><span style="white-space:normal;"><span style="font-size:6.5pt;font-family:"">σ</span><span style="white-space:nowrap;"><sub><i>k</i></sub></span></span></span>, the Upper Control Limit (UCL) and Lower Control Limit (LCL) in each beam. This process was first applied to 15 years of historical data at the main campus to assess the effectiveness of the process. A two-year prospective study including all 30 linear accelerators spread over the main campus and seven satellites in the network followed. The ranges of the control limits (±3σ) were found to be in the range of 1.7% - 2.6% and 3.3% - 4.2% for the main campus and the satellite sites respectively. The wider range in the satellite sites was attributed to variations in the workflow. Standardization of workflow was also found to be effective in narrowing the control limits. The SPC is effective in identifying variations in the workflow and was shown to be an effective tool in managing large network reference dosimetry.
文摘In this paper we examine the large deviations principle (LDP) for sequences of classic Cramér-Lundberg risk processes under suitable time and scale modifications, and also for a wide class of claim distributions including (the non-super- exponential) exponential claims. We prove two large deviations principles: first, we obtain the LDP for risk processes on D∈[0,1] with the Skorohod topology. In this case, we provide an explicit form for the rate function, in which the safety loading condition appears naturally. The second theorem allows us to obtain the LDP for Aggregate Claims processes on D∈[0,∞) with a different time-scale modification. As an application of the first result we estimate the ruin probability, and for the second result we work explicit calculations for the case of exponential claims.
基金supported by the National Natural Science Foundation of China(No.51178303)
文摘Chlorination disinfection has been widely used in reclaimed water treatment plants to ensure water quality. In order to assess the downstream quality risk of a running reclaimed water disinfection process, a set of dynamic equations was developed to simulate reactions in the disinfection process concerning variables of bacteria, chemical oxygen demand （COD）, ammonia and monochloramine. The model was calibrated by the observations obtained from a pilot disinfection process which was designed to simulate the actual process in a reclaimed water treatment plant. A Monte Carlo algorithm was applied to calculate the predictive effluent quality distributions that were used in the established hierarchical assessment system for the downstream quality risk, and the key factors affecting the downstream quality risk were defined using the Regional Sensitivity Analysis method. The results showed that the seasonal upstream quality variation caused considerable downstream quality risk; the effluent ammonia was significantly influenced by its upstream concentration; the upstream COD was a key factor determining the process effluent risk of bacterial, COD and residual disinfectant indexes; and lower COD and ammonia concentrations in the infiuent would mean better downstream quality.
文摘Hazards and risks assessment of dangerous geocryological processes is actual problem in connection with climate change.Permafrost is widespread in Russia,Canada,the USA(Alaska), China,Mongolia and in mountain regions.Currently there are many papers concerning permafrost-related hazards,but the conceptual and based techniques are not available.Different approaches for solving this problem are considered in the paper.The generally accessible techniques of geocryological processes quantitative risk assessment are not available.The problem lies in uncertainty appearing from
基金supported by a grant from the National Ministry of Science and Technology(No.2013ZX09402203)
文摘Analysis errors can occur in the desorbing process of ginkgo diterpene lactone meglumine injection(GDMI) by a conventional analysis method, due to several factors, such as easily crystallized samples, solvent volatility, time-consuming sample pre-processing, fixed method, and offline analysis. Based on risk management, near-infrared(NIR) and mid-infrared(MIR) spectroscopy techniques were introduced to solve the above problems with the advantage of timely analysis and non-destructive nature towards samples. The objective of the present study was to identify the feasibility of using NIR or MIR spectroscopy techniques to increase the analysis accuracy of samples from the desorbing process of GDMI. Quantitative models of NIR and MIR were established based on partial least square method and the performances were calculated. Compared to NIR model, MIR model showed greater accuracy and applicability for the analysis of the GDMI desorbing solutions. The relative errors of the concentrations of Ginkgolide A(GA) and Ginkgolide B(GB) were 2.40% and 2.89%, respectively, which were less than 5.00%. The research demonstrated the potential of the MIR spectroscopy technique for the rapid and non-destructive quantitative analysis of the concentrations of GA and GB.
文摘Tod</span><span style="white-space:normal;font-family:"">ay, as the process of urbanization is accelerating, the country </span><span style="white-space:normal;font-family:"">builds an extensive transportation network through bridges and roads, which facilitates the daily travel of the people and greatly promotes the development of the national economy. However, due to the cross-sea bridge spanning the bay, the overall scale, the complex construction environment, and the high technology </span><span style="white-space:normal;font-family:"">content, the objective existence of risk factors in the construction process ca</span><span style="white-space:normal;font-family:"">n</span><span style="white-space:normal;font-family:"">not be completely avoided. In the construction of cross-sea bridges, once a co</span><span style="white-space:normal;font-family:"">n</span><span style="white-space:normal;font-family:"">struction safety accident occurs, it will cause irreparable losses to the constr</span><span style="white-space:normal;font-family:"">uction of the project. Taking Hangzhou Bay Bridge as an actual case, using the </span><span style="white-space:normal;font-family:"">Analytic Hierarchy Process to identify possible risk factors during the life cy</span><span style="white-space:normal;font-family:"">cle of Hangzhou Bay Bridge, establish a corresponding risk evaluation system to </span><span style="white-space:normal;font-family:"">evaluate the importance and probability of risk, and to rank the importance o</span><span style="white-space:normal;font-family:"">f risks, and control the corresponding construction risks by adopting measures such as risk transfer and risk retention. The research example shows that the project risk of the cross-sea bridge project can be combined with the analytic hierarchy process to identify, analyze and evaluate the importance of the various risks faced by the project, so as to adopt corresponding avoidance methods to reduce the project risk loss and achieve the project construction expectations Target.
文摘Climate services (CS) are crucial for mitigating and managing the impacts and risks associated with climate-induced disasters. While evidence over the past decade underscores their effectiveness across various domains, particularly agriculture, to maximize their potential, it is crucial to identify emerging priority areas and existing research gaps for future research agendas. As a contribution to this effort, this paper employs the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) methodology to review the state-of-the-art in the field of climate services for disaster risk management. A comprehensive search across five literature databases combined with a snowball search method using ResearchRabbit was conducted and yielded 242 peer-reviewed articles, book sections, and reports over 2013-2023 after the screening process. The analysis revealed flood, drought, and food insecurity as major climate-related disasters addressed in the reviewed literature. Major climate services addressed included early warning systems, (sub)seasonal forecasts and impact-based warnings. Grounded in the policy processes’ theoretical perspective, the main focus identified and discussed three prevailing policy-oriented priority areas: 1) development of climate services, 2) use-adoption-uptake, and 3) evaluation of climate services. In response to the limitations of the prevalent supply-driven and top-down approach to climate services promotion, co-production emerges as a cross-cutting critical aspect of the identified priority areas. Despite the extensive research in the field, more attention is needed, particularly pronounced in the science-policy interface perspective, which in practice bridges scientific knowledge and policy decisions for effective policy processes. This perspective offers a valuable analytical lens as an entry point for further investigation. Hence, future research agendas would generate insightful evidence by scrutinizing this critical aspect given its importance to institutions and climate services capacity, to better understand intricate facets of the development and the integration of climate services into disaster risk management.
基金Supported bythe Plan of New Technology Projectsin China National Packaging Corporation2005 (05ZBJA011)the Na-tional Natural Science Foundation of China (60373062) National Sci-ence Foundation of Hunan Province(04JJ3052)
文摘A new approach for assessing and optimizing software project process based on software risk control presented, which evaluates and optimizes software project process from the view of controlling the software project risks. A model for optimizing software risk control is given, a discrete optimization algorithm based on dynamic programruing is proposed and an example of using above method to solve a problem is also included in this paper. By improving the old passive post-project control into an active effective preaction, this new method can greatly promote the possibility of success of software projects.
