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贝叶斯预测分析决策系统探究中国人口发展趋势
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作者 李帅鹏 《哈尔滨师范大学自然科学学报》 2025年第2期39-46,共8页
随着全球化不断加速进程,人口的增长所带来的一系列问题是全球困扰不已的问题,因此人口预测的研究刻不容缓.在软件算法上运用贝叶斯预测分析决策系统,基于人口变动要素合成法以及双组分状态空间模型合理有效的预测人口发展趋势,可减少... 随着全球化不断加速进程,人口的增长所带来的一系列问题是全球困扰不已的问题,因此人口预测的研究刻不容缓.在软件算法上运用贝叶斯预测分析决策系统,基于人口变动要素合成法以及双组分状态空间模型合理有效的预测人口发展趋势,可减少资源浪费,坚持可持续发展道路. 展开更多
关键词 贝叶斯预测分析决策系统 人口变动要素合成法 双组分状态空间模型 lee-carter模型 软件处理
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基于双因子Lee-Carter模型的死亡率预测及年金产品风险评估 被引量:7
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作者 胡仕强 陈荣达 《系统工程理论与实践》 EI CSSCI CSCD 北大核心 2018年第9期2202-2211,共10页
本文针对传统单因子Lee-Carter模型中死亡率的改善呈常数速率的明显弊端,利用贝叶斯MCMC方法和中国实际人口死亡率数据,考察对比了双因子Lee-Carter模型的预测效果.检验结果表明双因子模型的拟合优度和离差信息准则DIC明显优于单因子模... 本文针对传统单因子Lee-Carter模型中死亡率的改善呈常数速率的明显弊端,利用贝叶斯MCMC方法和中国实际人口死亡率数据,考察对比了双因子Lee-Carter模型的预测效果.检验结果表明双因子模型的拟合优度和离差信息准则DIC明显优于单因子模型,较好地抓住了死亡率随时间演进的波动性.文章还进一步比较了基于两种模型预测结果的年金的定价、统计特征、风险度量和资本要求.结果表明双因子模型下,年金价格核密度图的尖峰厚尾现象较为突出,宜考虑TVaR风险度量来弥补SolvencyⅡ中基于VaR的资本额度计算方法的不足,以因应年金产品中死亡率超预期改善的长寿风险. 展开更多
关键词 双因子lee-carter模型 贝叶斯MCMC方法 TVaR风险度量
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Fracture prediction in the tight-oil reservoirs of the Triassic Yanchang Formation in the Ordos Basin,northern China 被引量:9
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作者 Wen-Tao Zhao Gui-Ting Hou 《Petroleum Science》 SCIE CAS CSCD 2017年第1期1-23,共23页
It is important to predict the fracture distribution in the tight reservoirs of the Ordos Basin because fracturing is very crucial for the reconstruction of the low-permeability reservoirs. Three-dimensional finite el... It is important to predict the fracture distribution in the tight reservoirs of the Ordos Basin because fracturing is very crucial for the reconstruction of the low-permeability reservoirs. Three-dimensional finite element models are used to predict the fracture orientation and distribution of the Triassic Yanchang Formation in the Longdong area, southern Ordos Basin. The numerical modeling is based on the distribution of sand bodies in the Chang 7a and 72 members, and the different forces that have been exerted along each boundary of the basin in the Late Mesozoic and the Cenozoic. The calculated results demonstrate that the fracture orientations in the Late Mesozoic and the Ceno- zoic are NW-EW and NNE-ENE, respectively. In this paper, the two-factor method is applied to analyze the distribution of fracture density. The distribution maps of predicted fracture density in the Chang 71 and 72 members are obtained, indicating that the tectonic movement in the Late Mesozoic has a greater influence on the fracture development than that in the Cenozoic. The average fracture densities in the Chang 71 and 72 members are similar, but there are differences in their distributions. Compared with other geological elements, the lithology and the layer thickness are the primary factors that control the stress distribution in the study area, which further determine the fracture distribution in the stable Ordos Basin. The predicted fracture density and the two-factor method can be utilized to guide future exploration in the tight-sand reservoirs. 展开更多
关键词 Ordos Basin - Yanchang Formation Fractureprediction Finite element modeling two-factor methodTight-sand reservoirs
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Assessing Actuarial Projections Accuracy: Traditional vs. Experimental Strategy
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作者 Maria Russolillo 《Open Journal of Statistics》 2017年第4期608-620,共13页
This paper gives an overview of the Lee Carter method and reiterates the feasibility of using it to construct mortality forecast for the population data. In a first step, the model is fitted in a traditional way and u... This paper gives an overview of the Lee Carter method and reiterates the feasibility of using it to construct mortality forecast for the population data. In a first step, the model is fitted in a traditional way and used to extrapolate forecast of the time-varying mortality index. The observed pattern of the mortality rates shows a different variability at different ages, highlighting that the homoscedasticity hypothesis is quite unrealistic. Thus, in a second step, the paper aims to produce more reliable mortality forecasting, focusing on the errors in the estimation of the model parameters. The robustness of the estimated parameter is analysed throughout an experimental strategy which allows to assess the robustness of the Lee Carter model by inducing the errors to satisfy the homoscedasticity hypothesis. The graphical and numerical results are tested by means of a comparison in terms of prediction accuracy. 展开更多
关键词 lee-carter model SINGULAR Value Decomposition EXPERIMENTAL STRATEGY Mortality Projections Life EXPECTANCY at BIRTH
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Response of soil respiration to environmental and photosynthetic factors in different subalpine forest-cover types in a loess alpine hilly region
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作者 Yuanhang Li Sha Lin +3 位作者 Qi Chen Xinyao Ma Shuaijun Wang Kangning He 《Journal of Forestry Research》 SCIE CAS CSCD 2022年第2期653-665,共13页
Soil respiration(Rs)is important for transport-ing or fixing carbon dioxide from the atmosphere,and even diminutive variations can profoundly influence the carbon cycle.However,the R_(s)dynamics in a loess alpine hill... Soil respiration(Rs)is important for transport-ing or fixing carbon dioxide from the atmosphere,and even diminutive variations can profoundly influence the carbon cycle.However,the R_(s)dynamics in a loess alpine hilly region with representative sensitivity to climate change and fragile ecology remains poorly understood.This study investigated the correlation and degree of control between R_(s)and its photosynthetic and environmental factors in five subalpine forest cover types.We examined the correlations between R_(s)and variables temperature(T_(10))and soil moisture content at 10 cm depth(W_(10)),net photosynthetic rate(P_(n))and soil properties to establish multiple models,and the variables were measured for diurnal and monthly vari-ations from September 2018 to August 2019.The results showed that soil physical factors are not the main drivers of R_(s)dynamics at the diel scale;however,the trend in the monthly variation in R_(s)was consistent with that of T_(10)and P_(n).Further,R_(s)was significantly affected by pH,providing further evidence that coniferous forest leaves contribute to soil acidification,thus reducing R_(s).Significant exponential and linear correlations were established between R_(s)and T_(10)and W_(10),respectively,and R_(s)was positively correlated with P_(n).Accordingly,we established a two-factor model and a three-factor model,and the correlation coefficients(R_(2))was improved to different degrees compared with models based only on T_(10)and W_(10).Moreover,temperature sensitivity(Q_(10))was the highest in the secondary forest and lowest in the Larix principis-rupprechtii forest.Our findings suggest that the control of R_(s)by the environment(moisture and tempera-ture)and photosynthesis,which are interactive or comple-mentary effects,may influence spatial and temporal homeo-stasis in the region and showed that the models appropriately described the dynamic variation in R_(s)and the carbon cycle in different forest covers.In addition,total phosphorus(TP)and total potassium(TK)significantly affected the dynamic changes in R_(s).In summary,interannual and seasonal variations in forest R_(s)at multiple scales and the response forces of related ecophysiological factors,especially the interactive driving effects of soil temperature,soil moisture and photo-synthesis,were clarified,thus representing an important step in predicting the impact of climate change and formulating forest carbon management policies. 展开更多
关键词 Loess alpine hilly region Soil respiration Environmental factor Photosynthesis factor Q_(10) two-factor model Three-factor model
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养老年金产品中长寿风险分摊的路径选择与效果评估
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作者 胡仕强 陈治君 《系统科学与数学》 北大核心 2025年第8期2680-2700,共21页
近年来,根据实际死亡率调整支付结构,从而将长寿风险在年金持有人和年金发行人之间合理分摊的损失控制策略越来越成为长寿风险领域的研究热点.文章基于贝叶斯马尔可夫链蒙特卡罗算法,在统一的计算架构下,分析了年金长寿风险分摊的三种... 近年来,根据实际死亡率调整支付结构,从而将长寿风险在年金持有人和年金发行人之间合理分摊的损失控制策略越来越成为长寿风险领域的研究热点.文章基于贝叶斯马尔可夫链蒙特卡罗算法,在统一的计算架构下,分析了年金长寿风险分摊的三种路径选择,即设立准备金不足应急准备的传统年金EFA (emergency-fund fixed annuities),年金给付与实际死亡率完全挂钩的死亡率年金MA (mortality annuities),以及设立最低保证给付的最低保证死亡率年金MGMA (minimum guaranteed mortality annuities),并对各路径选择的长寿风险分摊效果进行了评估.文章研究发现:1)MA相较于EFA完全转移了年金发行人承担的长寿风险,其精算给付差值Δ_(MA)^(α)优势明显,且其吸引力随着年金持有人的风险厌恶程度α的增加而提高;2) MGMA年金进一步修正了MA年金给付的下行风险暴露,在大于0.90倍最低保证给付下相对于MA具有给付优势,且年金发行人的准备金缺额和偿付能力资本相对于传统年金均有改善.文章对研究结论进行了风险态度、利率、承保规模等参数影响下的稳健性检验,认为MGMA年金实现了系统性长寿风险在年金持有人和年金发行人之间的重新分摊,能够有效改善商业年金业务所面临的长寿风险问题. 展开更多
关键词 风险分摊 路径选择 贝叶斯MCMC方法 双因子lee-carter模型
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