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Conditional autoregressive negative binomial model for analysis of crash count using Bayesian methods 被引量:1
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作者 徐建 孙璐 《Journal of Southeast University(English Edition)》 EI CAS 2014年第1期96-100,共5页
In order to improve crash occurrence models to account for the influence of various contributing factors, a conditional autoregressive negative binomial (CAR-NB) model is employed to allow for overdispersion (tackl... In order to improve crash occurrence models to account for the influence of various contributing factors, a conditional autoregressive negative binomial (CAR-NB) model is employed to allow for overdispersion (tackled by the NB component), unobserved heterogeneity and spatial autocorrelation (captured by the CAR process), using Markov chain Monte Carlo methods and the Gibbs sampler. Statistical tests suggest that the CAR-NB model is preferred over the CAR-Poisson, NB, zero-inflated Poisson, zero-inflated NB models, due to its lower prediction errors and more robust parameter inference. The study results show that crash frequency and fatalities are positively associated with the number of lanes, curve length, annual average daily traffic (AADT) per lane, as well as rainfall. Speed limit and the distances to the nearest hospitals have negative associations with segment-based crash counts but positive associations with fatality counts, presumably as a result of worsened collision impacts at higher speed and time loss during transporting crash victims. 展开更多
关键词 traffic safety crash count conditionalautoregressive negative binomial model Bayesian analysis Markov chain Monte Carlo
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EXPECTED PRESENT VALUE OF TOTAL DIVIDENDS IN THE COMPOUND BINOMIAL MODEL WITH DELAYED CLAIMS AND RANDOM INCOME 被引量:8
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作者 周杰明 莫晓云 +1 位作者 欧辉 杨向群 《Acta Mathematica Scientia》 SCIE CSCD 2013年第6期1639-1651,共13页
In this paper, a compound binomial model with a constant dividend barrier and random income is considered. Two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the... In this paper, a compound binomial model with a constant dividend barrier and random income is considered. Two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the main claim and may be delayed for one time period with a certain probability. The premium income is assumed to another binomial process to capture the uncertainty of the customer's arrivals and payments. A system of difference equations with certain boundary conditions for the expected present value of total dividend payments prior to ruin is derived and solved. Explicit results are obtained when the claim sizes are Kn distributed or the claim size distributions have finite support. Numerical results are also provided to illustrate the impact of the delay of by-claims on the expected present value of dividends. 展开更多
关键词 compound binomial model main claim by-claim DIVIDEND random income
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RUIN PROBABILITY IN THE CONTINUOUS-TIME COMPOUND BINOMIAL MODEL WITH INVESTMENT 被引量:3
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作者 张帅琪 刘国欣 孙梅慈 《Acta Mathematica Scientia》 SCIE CSCD 2015年第2期313-325,共13页
This article deals with the problem of minimizing ruin probability under optimal control for the continuous-time compound binomial model with investment. The jump mechanism in our article is different from that of Liu... This article deals with the problem of minimizing ruin probability under optimal control for the continuous-time compound binomial model with investment. The jump mechanism in our article is different from that of Liu et al [4]. Comparing with [4], the introduction of the investment, and hence, the additional Brownian motion term, makes the problem technically challenging. To overcome this technical difficulty, the theory of change of measure is used and an exponential martingale is obtained by virtue of the extended generator. The ruin probability is minimized through maximizing adjustment coefficient in the sense of Lundberg bounds. At the same time, the optimal investment strategy is obtained. 展开更多
关键词 The continuous-time compound binomial model INVESTMENT ruin probability Lundberg bounds
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Joint and supremum distributions in the compound binomial model with Markovian environment
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作者 YU Yi-bin ZHANG Li-xin ZHANG Yi 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2011年第3期265-279,共15页
In this paper, we study the compound binomial model in Markovian environment, which is proposed by Cossette, et al. (2003). We obtain the recursive formula of the joint distributions of T, X(T - 1) and |X(T)|... In this paper, we study the compound binomial model in Markovian environment, which is proposed by Cossette, et al. (2003). We obtain the recursive formula of the joint distributions of T, X(T - 1) and |X(T)|(i.e., the time of ruin, the surplus before ruin and the deficit at ruin) by the method of mass function of up-crossing zero points, as given by Liu and Zhao (2007). By using the same method, the recursive formula of supremum distribution is obtained. An example is included to illustrate the results of the model. 展开更多
关键词 Compound binomial model Markovian environment joint distribution mass function recursive formula supremum distribution.
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Binomial model on seismic risk analysis
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作者 王健 时振梁 《Earthquake Science》 CSCD 1994年第S1期103-108,共6页
In this paper, from the differences to evaluate and manage the seismic uncertainty we analyzed the imperfection of determinant method and the Poisson model of probabilistic method in seismic risk analysis. Through stu... In this paper, from the differences to evaluate and manage the seismic uncertainty we analyzed the imperfection of determinant method and the Poisson model of probabilistic method in seismic risk analysis. Through studying and summarizing the relation of earthquake occurrence time, intensity and place, we deemed that the time uncertainty of earthquake occurrence interacts with that of space. We expressed the interaction with the concept of upbound earthquake occurrence number and deduced the Binomial model. The Binomial model can be applied in reflecting uncertainty of time and space. Comparing the determinant method and the Poisson model of probabilistic method with the Binomial model, we have got the idea that determinant and the Poisson model are two limits of the Binomial model. When the temporal-spatial uncertainty is infinity or infinitesimal, the binomial model tends to a determinant method and a Poisson model respectively. We also gave an approach to show the implied probability of intensity in the Earthquake intensity Zoning Map in China made in 1977. We also estimated the maximums of the implied probability of five high intensity areas in the Northern China. 展开更多
关键词 seismic uncertainty binomial model seismic risk zoning
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Optimal Dividend Strategy in Compound Binomial Model with Bounded Dividend Rates 被引量:8
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作者 Ji-yang TAN Xiang-qun YANG 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2014年第4期859-870,共12页
We consider the compound binomial model, and assume that dividends are paid to the shareholders according to an admissible strategy with dividend rates bounded by a constant.The company controls the amount of dividend... We consider the compound binomial model, and assume that dividends are paid to the shareholders according to an admissible strategy with dividend rates bounded by a constant.The company controls the amount of dividends in order to maximize the cumulative expected discounted dividends prior to ruin. We show that the optimal value function is the unique solution of a discrete HJB equation. Moreover, we obtain some properties of the optimal payment strategy, and offer a simple algorithm for obtaining the optimal strategy. The key of our method is to transform the value function. Numerical examples are presented to illustrate the transformation method. 展开更多
关键词 compound binomial model optimal dividend strategy TRANSFORMATION
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THE COMPOUND BINOMIAL MODEL WITH A CONSTANT DIVIDEND BARRIER AND PERIODICALLY PAID DIVIDENDS 被引量:4
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作者 Jiyang TAN Xiangqun YANG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2012年第1期167-177,共11页
Consider the compound binomial risk model with interest on the surplus under a constant dividend barrier and periodically paying dividends. A system of integral equations for the arbitrary moments of the sum of the di... Consider the compound binomial risk model with interest on the surplus under a constant dividend barrier and periodically paying dividends. A system of integral equations for the arbitrary moments of the sum of the discounted dividend payments until ruin is derived. Moreover, under a very relaxed condition, the solutions for arbitrary moments are obtained by setting up iteration processes because of a special property of the system of integral equations. 展开更多
关键词 Compound binomial risk model constant dividend barrier dividend period expected discounted dividends.
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Modeling random telegraph signal noise in CMOS image sensor under low light based on binomial distribution 被引量:2
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作者 张钰 逯鑫淼 +2 位作者 王光义 胡永才 徐江涛 《Chinese Physics B》 SCIE EI CAS CSCD 2016年第7期164-170,共7页
The random telegraph signal noise in the pixel source follower MOSFET is the principle component of the noise in the CMOS image sensor under low light. In this paper, the physical and statistical model of the random t... The random telegraph signal noise in the pixel source follower MOSFET is the principle component of the noise in the CMOS image sensor under low light. In this paper, the physical and statistical model of the random telegraph signal noise in the pixel source follower based on the binomial distribution is set up. The number of electrons captured or released by the oxide traps in the unit time is described as the random variables which obey the binomial distribution. As a result,the output states and the corresponding probabilities of the first and the second samples of the correlated double sampling circuit are acquired. The standard deviation of the output states after the correlated double sampling circuit can be obtained accordingly. In the simulation section, one hundred thousand samples of the source follower MOSFET have been simulated,and the simulation results show that the proposed model has the similar statistical characteristics with the existing models under the effect of the channel length and the density of the oxide trap. Moreover, the noise histogram of the proposed model has been evaluated at different environmental temperatures. 展开更多
关键词 random telegraph signal noise physical and statistical model binomial distribution CMOS image sensor
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Using Binomial Tree Pricing Model in a Fuzzy Market
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作者 尤苏蓉 陆允生 《Journal of Donghua University(English Edition)》 EI CAS 2007年第1期64-68,共5页
A model of using binomial tree pricing formulae in a fuzzy market is proposed. In the fuzzy market, a price interval can be got according to the belief degree. The rule for the reasonability of the price interval is p... A model of using binomial tree pricing formulae in a fuzzy market is proposed. In the fuzzy market, a price interval can be got according to the belief degree. The rule for the reasonability of the price interval is proposed. The explicit expression of the interval is discussed in some special settings. 展开更多
关键词 fuzzy numbers binomial tree pricing model acceptable price interval belief degree.
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Application of Binomial Option Pricing Model to the Appraisal of Knowledge Management Investment
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作者 Jing Sui Jinsheng He Jiancheng Yu 《Chinese Business Review》 2005年第3期1-5,共5页
This paper views knowledge management (KM) investment from the angle of real options, and demonstrates the utility of the real options approach to KM investment analysis. First, KM project has characteristics of unc... This paper views knowledge management (KM) investment from the angle of real options, and demonstrates the utility of the real options approach to KM investment analysis. First, KM project has characteristics of uncertainty, irreversibility and choice of timing, which suggests that we can appraise KM investment by real options theory. Second, the paper analyses corresponding states of real options in KM and finance options. Then, this paper sheds light on the way to the application of binomial pricing method to KM investment model, which includes modeling and conducting KM options. Finally, different results are shown of using DCF method and binomial model of option evaluation via a case. 展开更多
关键词 knowledge management real options binomial option pricing model project appraisal
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On the Expected Present Value of Total Dividends in a Risk Model with Potentially Delayed Claims
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作者 Xie Jie-hua Zou Wei Wang De-hui 《Communications in Mathematical Research》 CSCD 2013年第3期193-202,共10页
In this paper, we consider a risk model in which two types of individual claims, main claims and by-claims, are defined. Every by-claim is induced by the main claim randomly and may be delayed for one time period with... In this paper, we consider a risk model in which two types of individual claims, main claims and by-claims, are defined. Every by-claim is induced by the main claim randomly and may be delayed for one time period with a certain probability. The dividend policy that certain amount of dividends will be paid as long as the surplus is greater than a constant dividend barrier is also introduced into this delayed claims risk model. By means of the probability generating functions, formulae for the expected present value of total dividend payments prior to ruin are obtained for discrete-type individual claims. Explicit expressions for the corresponding results are derived for K n claim amount distributions. Numerical illustrations are also given. 展开更多
关键词 compound binomial model delayed claim DIVIDEND expected present value
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Relationship between environmental performance indices and blockchain-based sustainability-focused companies:Evidence from countries in Europe and America
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作者 Hussain Mohi-ud-Din QADRI Hassnian ALI Atta UL MUSTAFA 《Regional Sustainability》 2025年第2期81-101,共21页
As the world grapples with increasing environmental challenges,innovative technologies are essential for promoting sustainability and accountability.This study examined the impact of environmental performance indices(... As the world grapples with increasing environmental challenges,innovative technologies are essential for promoting sustainability and accountability.This study examined the impact of environmental performance indices(EPIs)on the growth and investment trends of blockchain-based sustainability-focused companies in 15 countries(Belgium,Czechia,Denmark,Estonia,Finland,France,Germany,Italy,Norway,Poland,Sweden,Spain,Switzerland,the United Kingdom,and the United States)from Europe and America during 2010-2022.This study used the negative binomial regression model to assess the relationship between EPIs and blockchain-based sustainability-focused companies based on the data from the CrunchBase and EarthData.Results indicated that in ecosystem vitality,national terrestrial biome protection efforts were negatively correlated the formation of blockchain-based sustainability-focused companies,while global terrestrial biome protection efforts and marine protected areas had a positive impact on the formation of these companies and the number of funding rounds.In environmental health,PM2.5 exposure had a positive impact on the number of funding rounds.Conversely,pollutants such as sulfur dioxide(SO_(2))and ocean plastics deterred the formation of blockchain-based sustainability-focused companies and reduced the number of funding rounds.In climate change performance,adjusted emission growth rate for carbon dioxide(CO_(2)),adjusted emission growth rate for F-gases,and adjusted emission growth rate for black carbon had a significantly positive impact on the formation of blockchain-based sustainability-focused companies.Conversely,adjusted emission growth rate for Nitrous Oxide(N_(2)O)and projected greenhouse gas emissions in 2050 negatively affected the formation of these companies.These findings highlight the dual role of EPIs as driving factors and barriers in the development and investment of blockchain-based sustainability-focused companies in countries from Europe and America. 展开更多
关键词 Blockchain technology Environmental performance indices Blockchain-based sustainability-focused companies Negative binomial regression model EUROPE AMERICA
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A STATISTICAL MODEL FOR PREDICTION OF INTENSITY AND FREQUENCY OF TROPICAL CYCLONES MAKING LANDFALL ON CHINA
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作者 李晓娟 翁向宇 +1 位作者 谢定升 梁健 《Journal of Tropical Meteorology》 SCIE 2012年第1期108-112,共5页
Based on NCEP/NCAR reanalysis data and Yearbook of China landfalling tropical cyclones(hereafter CLTC) from 1949 to 2008,correlation between CLTC frequency/intensity and 500 hPa height field and sea surface temperatur... Based on NCEP/NCAR reanalysis data and Yearbook of China landfalling tropical cyclones(hereafter CLTC) from 1949 to 2008,correlation between CLTC frequency/intensity and 500 hPa height field and sea surface temperature(SST) fields are investigated and employed for TC statistical prediction.A prediction model for yearly and monthly intensity and frequency of CLTC is established with binomial curve fitting by choosing the gridpoints with high correlation coefficients as composite factors.Good performance of the model in experiments shows that the model could be used in routine forecast. 展开更多
关键词 weather forecast binomial prediction model China-landfalling TCs intensity and frequency
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Spatial Evolution and Locational Determinants of High-tech Industries in Beijing 被引量:21
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作者 ZHANG Xiaoping HUANG Pingting +1 位作者 SUN Lei WANG Zhaohong 《Chinese Geographical Science》 SCIE CSCD 2013年第2期249-260,共12页
Using datasets on high-tech industries in Beijing as empirical studies, this paper attempts to interpret spatial shift of high-tech manufacturing firms and to examine the main determinants that have had the greatest e... Using datasets on high-tech industries in Beijing as empirical studies, this paper attempts to interpret spatial shift of high-tech manufacturing firms and to examine the main determinants that have had the greatest effect on this spatial evolution. We aimed at merging these two aspects by using firm level databases in 1996 and 2010. To explain spatial change of the high-tech firms in Beijing, the Kernel density estimation method was used for hotspot analysis and detection by comparing their locations in 1996 and 2010, through which spatial features and their temporal changes could be approximately plotted. Furthermore, to provide quantitative results, Ripley′s K-function was used as an instrument to reveal spatial shift and the dispersion distance of high-tech manufacturing firms in Beijing. By employing a negative binominal regression model, we evaluated the main determinants that have significantly affected the spatial evolution of high-tech manufacturing firms and compared differential influence of these locational factors on overall high-tech firms and each sub-sectors. The empirical analysis shows that high-tech industries in Beijing, in general, have evident agglomeration characteristics, and that the hotspot has shifted from the central city to suburban areas. In combination with the Ripley index, this study concludes that high-tech firms are now more scattered in metropolitan areas of Beijing as compared with 1996. The results of regression model indicate that the firms′ locational decisions are significantly influenced by the spatial planning and regulation policies of the municipal government. In addition, market processes involving transportation accessibility and agglomeration economy have been found to be important in explaining the dynamics of locational variation of high-tech manufacturing firms in Beijing. Research into how markets and the government interact to determine the location of high-tech manufacturing production will be helpful for policymakers to enact effective policies toward a more efficient urban spatial structure. 展开更多
关键词 high-tech manufacturing firms spatial evolution locational determinant negative binomial regression model BEIJING
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The Impacts of Mosquito Density and Meteorological Factors on Dengue Fever Epidemics in Guangzhou, China, 2006-2014: a Time-series Analysis 被引量:12
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作者 SHEN Ji Chuan LUO Lei +4 位作者 LI Li JING Qin Long OU Chun Quan YANG Zhi Cong CHEN Xiao Guang 《Biomedical and Environmental Sciences》 SCIE CAS CSCD 2015年第5期321-329,共9页
Objective To explore the associations between the monthly number of dengue fever(DF) cases and possible risk factors in Guangzhou, a subtropical city of China. Methods The monthly number of DF cases, Breteau Index ... Objective To explore the associations between the monthly number of dengue fever(DF) cases and possible risk factors in Guangzhou, a subtropical city of China. Methods The monthly number of DF cases, Breteau Index (BI), and meteorological measures during 2006-2014 recorded in Guangzhou, China, were assessed. A negative binomial regression model was used to evaluate the relationships between BI, meteorological factors, and the monthly number of DF cases. Results A total of 39,697 DF cases were detected in Guangzhou during the study period. DF incidence presented an obvious seasonal pattern, with most cases occurring from June to November. The current month's BI, average temperature (Tare), previous month's minimum temperature (Train), and Tare were positively associated with DF incidence. A threshold of 18.25℃ was found in the relationship between the current month's Tmin and DF incidence. Conclusion Mosquito density, Tove, and Tmin play a critical role in DF transmission in Guangzhou. These findings could be useful in the development of a DF early warning system and assist in effective control and prevention strategies in the DF epidemic. 展开更多
关键词 Breteau index Dengue fever Meteorological factors Negative binomial regression model
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Finite Time Ruin Probabilities and Large Deviations for Generalized Compound Binomial Risk Models 被引量:7
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作者 Yi Jun HU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2005年第5期1099-1106,共8页
In this paper, we extend the classical compound binomial risk model to the case where the premium income process is based on a Poisson process, and is no longer a linear function. For this more realistic risk model, L... In this paper, we extend the classical compound binomial risk model to the case where the premium income process is based on a Poisson process, and is no longer a linear function. For this more realistic risk model, Lundberg type limiting results for the finite time ruin probabilities are derived. Asymptotic behavior of the tail probabilities of the claim surplus process is also investigated. 展开更多
关键词 Ruin probability (Generalized) compound binomial risk model Large deviations
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The Gerber-Shiu Discounted Penalty Function for a Compound Binomial Risk Model with By-claims 被引量:5
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作者 Jin-zhu LI Rong WU 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2015年第1期181-190,共10页
A recursive formula of the Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims is obtained. In the discount-free case, an explicit formula is given. Utilizing such an explicit exp... A recursive formula of the Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims is obtained. In the discount-free case, an explicit formula is given. Utilizing such an explicit expression, we derive some useful insurance quantities, including the ruin probability, the density of the deficit at ruin, the joint density of the surplus immediately before ruin and the deficit at ruin, and the density of the claim causing ruin. 展开更多
关键词 compound binomial risk model Gerber-Shiu function by-claims
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The spatial patterns and determinants of internal migration of older adults in China from 1995 to 2015 被引量:3
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作者 LIU Ye HUANG Cuiying +2 位作者 WU Rongwei PAN Zehan GU Hengyu 《Journal of Geographical Sciences》 SCIE CSCD 2022年第12期2541-2559,共19页
Although China was one of the countries with the fastest-growing aging population in the world,limited scholarly attention has been paid to migration among older adults in China.The full picture of their migration in ... Although China was one of the countries with the fastest-growing aging population in the world,limited scholarly attention has been paid to migration among older adults in China.The full picture of their migration in the entire country over time remains unknown.This study examines the spatial patterns of older interprovincial migration flows and their drivers in China over the period 1995 to 2015,using four waves of census data and intercensal population sample survey data.Results from eigenvector spatial filtering negative binomial regressions indicate that older adults tend to migrate away from low cost-of-living rural areas to high cost-of-living urban and rural areas,moving away from areas with extreme temperature differences.The location of their grandchildren is among the most important attractions.Our findings suggest that family-oriented migration is more common than amenity-led migration among retired Chinese older adults,and the cost-of-living is an indicator of economic opportunities for adult children and the quality of senior care services. 展开更多
关键词 interprovincial migration older adults eigenvector spatial filtering negative binomial regression models China
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