1000-6788
2014 Issue 8
Systemic risk measure in insurance industry based on tail dependence
XIE Yuan-tao;JIANG Tao;YANG Juan;School of Insurance and Economics;University of International Business and Economics;Research Center of Applied Finance;University of International Business and Economics;Institute of Comprehensive Development;Chinese Academy of Science and Technology for Development;
XIE Yuan-tao;JIANG Tao;YANG Juan;School of Insurance and Economics;University of International Business and Economics;Research Center of Applied Finance;University of International Business and Economics;Institute of Comprehensive Development;Chinese Academy of Science and Technology for Development;
..............page:1921-1931
Sensitivity of operational risk’s regulatory capital and measurement accuracy in the Weibull distribution
ZHANG Ming-shan;TANG Xiao-wo;MO Jian-ming;College of Management;Southwest University for Nationalities;School of Management and Economics;University of Electronic Science and Technology of China;Chinese Finance Research Institute;Southwestern University of Finance and Economics;
ZHANG Ming-shan;TANG Xiao-wo;MO Jian-ming;College of Management;Southwest University for Nationalities;School of Management and Economics;University of Electronic Science and Technology of China;Chinese Finance Research Institute;Southwestern University of Finance and Economics;
..............page:1932-1943
Valuation of CPPI-managed multiperiod rate of return guarantee with price jumps
ZHANG Fei;LIU Hai-long;Antai College of Economics and Management;Shanghai Jiaotong University;R&D Department;China Financial Futures Exchange;
ZHANG Fei;LIU Hai-long;Antai College of Economics and Management;Shanghai Jiaotong University;R&D Department;China Financial Futures Exchange;
..............page:1944-1951
Measurement of systemically important banks based on size
LU Jing;HU Xiao-hong;School of Economics and Business Administration;Chongqing University;Chongqing Branch;Agricultural Bank of China;
LU Jing;HU Xiao-hong;School of Economics and Business Administration;Chongqing University;Chongqing Branch;Agricultural Bank of China;
..............page:1952-1962
Semi-parametric GARCH model based on transformed kernel density estimation
FANG Shi-jian;HAN Yu;Department of Management;University of Science and Technology of China;
FANG Shi-jian;HAN Yu;Department of Management;University of Science and Technology of China;
..............page:1963-1970
A three-stage evolutionary algorithm for three-stage unit material handling operations
TAO Sha;HU Zhi-hua;School of Engineering and Management;Nanjing University;Logistics Research Center;Shanghai Maritime University;School of Economics and Management;Tongji University;
TAO Sha;HU Zhi-hua;School of Engineering and Management;Nanjing University;Logistics Research Center;Shanghai Maritime University;School of Economics and Management;Tongji University;
..............page:1971-1985
Products quality control strategy of distribution channel in three-echelon supply chain under the condition of R&D motivation
ZHU Li-long;YU Tao;XIA Tong-shui;College of Business;Shandong Normal University;College of Business;University of Illinois at Urbana-Champaign;
ZHU Li-long;YU Tao;XIA Tong-shui;College of Business;Shandong Normal University;College of Business;University of Illinois at Urbana-Champaign;
..............page:1986-1997
Effects of strategic consumer behavior on competing supply chain performance
YANG Guang-yong;JI Guo-jun;School of Management;Xiamen University;
YANG Guang-yong;JI Guo-jun;School of Management;Xiamen University;
..............page:1998-2006
Firm’s module innovation and entry
DENG Guang-jun;LI Wei;ZENG Yong;School of Management and Economics;University of Electronic Science and Technology of China;
DENG Guang-jun;LI Wei;ZENG Yong;School of Management and Economics;University of Electronic Science and Technology of China;
..............page:2007-2017
Optimal dynamic pricing policy in the presence of strategic consumers
GUAN Zhen-zhong;REN Jian-biao;School of Economics and Management;Southwest Jiaotong University;Antai College of Economics & Management;Shanghai Jiaotong University;
GUAN Zhen-zhong;REN Jian-biao;School of Economics and Management;Southwest Jiaotong University;Antai College of Economics & Management;Shanghai Jiaotong University;
..............page:2018-2024
Impact of logistics cost on output and price levels:A factor-augmented vector autoregressive(FAVAR) approach
ZHANG Li-li;LU Feng-bin;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;
ZHANG Li-li;LU Feng-bin;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;
..............page:2025-2033
Model of the non-commodity exchange mechanism of bit-products based on the exchange value measurement
LI Xi-ye;SHU Hua-ying;School of Economics and Management;Beijing University of Posts and Telecommunications;
LI Xi-ye;SHU Hua-ying;School of Economics and Management;Beijing University of Posts and Telecommunications;
..............page:2034-2044
Adjustment decisions on toll and concession period for highway BOT project
SONG Jin-bo;JIN Lu-lu;FU Ya-nan;School of Business Administration;Dalian University of Technology;
SONG Jin-bo;JIN Lu-lu;FU Ya-nan;School of Business Administration;Dalian University of Technology;
..............page:2045-2053
Cost-oriented resource allocation optimization of the business processes with many-to-many relationship between resources and activities
XIE Yi;WU Han-qing;LIU Dong-sheng;College of Computer Science & Information Engineering;Zhejiang Gongshang University;
XIE Yi;WU Han-qing;LIU Dong-sheng;College of Computer Science & Information Engineering;Zhejiang Gongshang University;
..............page:2054-2064
Maximum entropy configuration model of objective index weight based on grey category characteristics difference
YU Liang;FANG Zhi-geng;WU Li-feng;FANG Shi-li;WANG Chuan-hui;College of Economics and Management;Nanjing University of Aeronautics and Astronautics;China Academy of Launch Vehicle Technology;
YU Liang;FANG Zhi-geng;WU Li-feng;FANG Shi-li;WANG Chuan-hui;College of Economics and Management;Nanjing University of Aeronautics and Astronautics;China Academy of Launch Vehicle Technology;
..............page:2065-2070
Identification and application of the evidence conflict based on K-L information distance
LI Yang;GUO Ya-jun;YAHG You-liang;School of Business Administration;Northeastern University;Hebei United University;
LI Yang;GUO Ya-jun;YAHG You-liang;School of Business Administration;Northeastern University;Hebei United University;
..............page:2071-2077
Linear formed fuzzy linear differential systems by structured element
WANG Lei;GUO Si-cong;Department of Basic Teaching;Liaoning Technical University;College of Science;Liaoning Technical University;
WANG Lei;GUO Si-cong;Department of Basic Teaching;Liaoning Technical University;College of Science;Liaoning Technical University;
..............page:2078-2083
Multi-variables discrete grey model based on driver control
ZHANG Ke;Business School;Hohai University;
ZHANG Ke;Business School;Hohai University;
..............page:2084-2091
A model of low-carbon vehicle routing problem considering road gradient and its solving strategy
RAO Wei-zhen;JIN Chun;WANG Xin-hua;LIU Feng;College of Economics and Management;Shandong University of Science and Technology;Faculty of Management and Economics;Dalian University of Technology;College of Management Science and Engineering;Dongbei University of Finance and Economics;
RAO Wei-zhen;JIN Chun;WANG Xin-hua;LIU Feng;College of Economics and Management;Shandong University of Science and Technology;Faculty of Management and Economics;Dalian University of Technology;College of Management Science and Engineering;Dongbei University of Finance and Economics;
..............page:2092-2105
Trade-off model for Internet power consumption and performance optimization
ZHOU San-qi;CHEN Jia;ZHANG Hong-ke;NELNGIID;School of Electronic and Information Engineering;Beijing Jiaotong University;
ZHOU San-qi;CHEN Jia;ZHANG Hong-ke;NELNGIID;School of Electronic and Information Engineering;Beijing Jiaotong University;
..............page:2106-2112
OMERR:An ontology management and resource recommendation tool for emergency domain
ZENG Qing-tian;LU Fa-ming;DUAN Hua;SUN Jian;State Key Laboratory of Mining Disaster Prevention and Control Co-founded by Shandong Province and the Ministry of Science and Technology;Shandong University of Science and Technology;College of Information Science and Engineering;Shandong University of Science and Technology;
ZENG Qing-tian;LU Fa-ming;DUAN Hua;SUN Jian;State Key Laboratory of Mining Disaster Prevention and Control Co-founded by Shandong Province and the Ministry of Science and Technology;Shandong University of Science and Technology;College of Information Science and Engineering;Shandong University of Science and Technology;
..............page:2113-2120
Setup adjustment scheme for multivariate process considering colored observation noises
ZHANG Zhi-jie;NIU Zhan-wen;HE Zhen;College of Management and Economics;Tianjin University;
ZHANG Zhi-jie;NIU Zhan-wen;HE Zhen;College of Management and Economics;Tianjin University;
..............page:2121-2126
A stochastic user equilibrium model and algorithm for urban transit network with transfer cost
LI Yuan;SI Bing-feng;YANG Xiao-bao;REN Hua-ling;School of Traffic and Transportation;Beijing Jiaotong University;
LI Yuan;SI Bing-feng;YANG Xiao-bao;REN Hua-ling;School of Traffic and Transportation;Beijing Jiaotong University;
..............page:2127-2134
Research on the governance of urban traffic jam based on system dynamics
YANG Hao-xiong;LI Jin-dan;ZHANG Hao;LIU Shu-qin;School of Business;Beijing Technology and Business University;Capital Circulation Industry Research Base;School of Management;Minzu University of China;
YANG Hao-xiong;LI Jin-dan;ZHANG Hao;LIU Shu-qin;School of Business;Beijing Technology and Business University;Capital Circulation Industry Research Base;School of Management;Minzu University of China;
..............page:2135-2143
Numerically-controlled machine reliability modeling based on competing failure mode
ZHANG Ying-zhi;NIU Xu-lei;SHEN Gui-xiang;ZHENG Shan;SONG Qi;College of Mechanical Science and Engineering;Jilin University;
ZHANG Ying-zhi;NIU Xu-lei;SHEN Gui-xiang;ZHENG Shan;SONG Qi;College of Mechanical Science and Engineering;Jilin University;
..............page:2144-2148
Redundancy optimization of system reliability based on Copula function
ZHAO Zhi-cao;SONG Bao-wei;ZHAO Xiao-zhe;FENG Jian-wei;School of Marine Engineering;Northwestern Polytechnical University;Department of Training;Dalian Naval Academy;College of Equipment Engineering;Engineering University of Chinese People’s Armed Police Force;
ZHAO Zhi-cao;SONG Bao-wei;ZHAO Xiao-zhe;FENG Jian-wei;School of Marine Engineering;Northwestern Polytechnical University;Department of Training;Dalian Naval Academy;College of Equipment Engineering;Engineering University of Chinese People’s Armed Police Force;
..............page:2149-2153
The group scheduling method for the tasks of imaging satellite network
JIANG Wei;PANG Xiu-li;School of Management;Harbin Institute of Technology;
JIANG Wei;PANG Xiu-li;School of Management;Harbin Institute of Technology;
..............page:2154-2162
Research on the method of sector dynamic capacity evaluation
TIAN Yong;YANG Shuang-shuang;WAN Li-li;YANG Ye;College of Civil Aviation;Nanjing University of Aeronautics and Astronautics;
TIAN Yong;YANG Shuang-shuang;WAN Li-li;YANG Ye;College of Civil Aviation;Nanjing University of Aeronautics and Astronautics;
..............page:2163-2169
Water resources allocation coordination program design of Zhanghe river basin transboundary water resources conflicts based on strong reciprocity theory
WANG Hui-min;YU Rong;NIU Wen-juan;State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering;Hohai University;Institute of Management Science;Hohai University;School of Management Science and Engineering;Nanjing University of Finance and Economics;
WANG Hui-min;YU Rong;NIU Wen-juan;State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering;Hohai University;Institute of Management Science;Hohai University;School of Management Science and Engineering;Nanjing University of Finance and Economics;
..............page:2170-2178
Research on optimization of whole efficiency of cascade pumping station water-delivery system
SANG Guo-qing;CAO Sheng-le;GUO Rui;GUAN Qing-shuo;BAI Xian-yong;School of Resources and Environment;University of Jinan;China Institute of Water Resources and Hydropower Research;School of Civil Engineering;Shandong University;Office of the State Council South-to-North Water Diversion Construction Committee;
SANG Guo-qing;CAO Sheng-le;GUO Rui;GUAN Qing-shuo;BAI Xian-yong;School of Resources and Environment;University of Jinan;China Institute of Water Resources and Hydropower Research;School of Civil Engineering;Shandong University;Office of the State Council South-to-North Water Diversion Construction Committee;
..............page:2179-2185
Co-evolution measurement model of integrated defense periphery for earthquake disaster
LIU Chao-feng;SU Jing-yu;WANG Wei;ZUO Xiang-jun;Institute of Earthquake Resistance and Disaster Reduction;Beijing University of Technology;School of Economics and Management;Hebei University of Technology;
LIU Chao-feng;SU Jing-yu;WANG Wei;ZUO Xiang-jun;Institute of Earthquake Resistance and Disaster Reduction;Beijing University of Technology;School of Economics and Management;Hebei University of Technology;
..............page:2186-2192
..............page:2194