带延迟的双险种复合Poisson风险模型

由于保险公司风险经营规模的不断扩大,考虑到单险种风险模型的局限性,研究了带延迟的双险种复合Poisson风险模型,给出了该模型破产概率的表达式及有限时间生存概率等重要指标.     

Estimation of origin-destination matrices from link counts and sporadic routing data

Estimation of origin-destination (OD) matrices from link count data is a challenging problem because of the highly indeterminate relationship between the observations and the latent route flows. Conversely, estimation is straightforward if we observe the path taken by each vehicle. We consider an intermediate problem of increasing practical importance, in which link count data is supplemented by routing information for a fraction of vehicles on the network. We develop a statistical model for these combined data sources and derive some tractable normal approximations thereof. We examine likelihood-based inference for these normal models under the assumption that the probability of vehicle tracking is known. We show that the likelihood theory can be non-standard because of boundary effects, and provide conditions under which such irregular behaviour will be observed in practice. For regular cases we outline connections with existing generalised least squares methods. We then consider estimation of OD matrices under estimated and/or misspecified models for the probability of vehicle tracking. Theoretical developments are complemented by simulation experiments and an illustrative example using a section of road network from the English city of Leicester.     

Mkdv方程族的约束流与r-矩阵

利用矩阵特征值问题得到了Ｍｋｄｖ方程族的Ｌａｘ表示，对于Ｍｋｄｖ方程和约束流建立了ｒ－矩阵和经典的Ｐｏｉｓｓｏｎ结构，并由此得到了与Ｍｋｄｖ方程相联系的完全可积系。     

Lights,camera, legal action! The effectiveness of red light cameras on collisions in Los Angeles

This study estimates the effect of red light cameras (henceforth cameras) on collisions under the Los Angeles Automated Photo Enforcement Program that ran from 2006 to 2011. To control for selection bias and unobservables, a data set is constructed such that intersections with cameras are compared to control groups of nearby intersections without cameras, matched on observable characteristics. To capture potential spillover effects of cameras, control groups at various distances from the intersections with cameras are considered. A Poisson panel data model with random coefficients is applied to these data and estimated using Bayesian methods. The program suffered from weaknesses in enforcement. The city’s courts did not uphold citations and this dampened the effect cameras had on drivers. These problems are accounted for in modeling. Controlling for these concerns, results indicate that the cameras decreased red light running related collisions, but increased right-angle and injury collisions, as well as collisions overall.     

Reliability analysis of repairable systems using stochastic point processes

In order to analyze the failure data from repairable systems, the homogeneous Poisson process(HPP) is usually used. In general, HPP cannot be applied to analyze the entire life cycle of a complex, re-pairable system because the rate of occurrence of failures (ROCOF) of the system changes over time rather thanremains stable. However, from a practical point of view, it is always preferred to apply the simplest methodto address problems and to obtain useful practical results. Therefore, we attempted to use the HPP model toanalyze the failure data from real repairable systems. A graphic method and the Laplace test were also usedin the analysis. Results of numerical applications show that the HPP model may be a useful tool for the entirelife cycle of repairable systems.     

路段平均行程时间估计方法

为了有效利用线圈检测数据,精确估计路段平均行程时间,提出了一种路段平均行程时间估计方法。将路段平均行程时间分为平均行驶时间、平均排队时间和平均通过路口时间三部分。考虑线圈埋设的特点,通过估计平均行驶速度得到平均行驶时间。用分段时齐Poisson过程描述车辆驶入路段过程和驶离过程,用Markov排队模型描述车辆排队过程,用生灭过程描述排队车辆数,得到车辆排队模型,计算了路段有、无初始排队的平均排队时间。基于选取与路口相关的饱和流率和平均车长,计算了平均通过路口时间。计算结果表明:平均行程时间估计值与实测值的误差小于12%,说明路段平均行程时间估计方法可行。     

基于渐进均匀化方法的土工格室材料设计与应用

土工格室加筋层设计应考虑其各向异性的力学性能,利用试验方法测得所有各向异性常数较为困难。通过对土工格室加筋层代表体积单元进行多尺度分析和加筋路堤实体建模仿真,得到所需参数。计算结果表明:采用渐进均匀化方法能够计算三维土工格室加筋层的等效弹性常数,并推导出杨氏模量、泊松比和剪切模量;土工格室的铺设方式对加筋层水平方向的杨氏模量、泊松比和剪切模量有显著影响;加筋层水平方向的泊松比分量为负值,表明加筋层在该平面内有负泊松比特性;土工格室在路基中采用45°铺设方式比采用0°铺设方式可减少路基水平方向的变形值,但对竖向沉降几乎没有影响。     

与四阶矩阵特征问题相关的约束流与完全可积系统

主要讨论与四阶矩阵特征值问题相联系的孤子方程及其Lax上,利用位势函数与特征函数之间的Bargmann约束,将四阶特征值问题及相应的伴随特征值问题非线性化,获得新的有限维Hamilton系统,并应用r-矩阵理论证明了新的有限维Hamilton系统在Liouville意义下的完全可积性。最后借助于在Liouville意义下完全可积Hamilton系统的对合解得到孤子方程族解的对合表示。     

长江干线桥区船舶到达规律数学模型及检验

提出内河桥区船舶交通流量分析的数学方法,以2008-2009年荆州长江大桥的船舶交通流量观测数据为基础,分析了内河船舶的抵达分布规律。依据国家标准GB/T4089—2008,使用双侧检验的方法对泊松分布参数进行了假设检验。其结果表明：荆州长江大桥水域船舶24 h内船舶流量分布符合泊松分布,船舶相隔到达时间符合二项分布,该模型的分布参数=7.82,经双测检验符合国家标准。     

公交车中途停靠站长度预测方法研究

根据车辆泊松到达分布,运用概率分布与数理统计方法,分析公交线路条数、发车频率以及到达公交车中途停靠站时间分布之间的关系,建立同时到达车辆数概率模型,据此确定某一概率水平下公交车中途停靠站设计停车位数量及车站长度。以北京菜市口公交车中途停靠站为例,运用模型进行演算,并与实际观测值进行对比验证,提出将公交车中途停靠站向交叉口靠近从而方便换乘的改善方案。