Conditional Value-at-Risk and Its Use in Credit Risk Measurement of Banks

Credit risk, the major risk of bank, is more and more intense during the period of economic restructuring in China. In view of the flaw of present risk measurement system, Conditional Value-at-Risk is used for the credit risk measurement which is better than Value-at-Risk. This paper creates the model ,while gives the method and procedure for solving it. So CVaRof credit combination is produced, which is just the early warning value of credit risk. At last, it is concluded that the CVaRrisk measurement is too difficult to use widely at present in china, then some advice is provided.     

Revelation Game of the Private Information Under Asymmetric Information

Because of the existence of the private information, the informed trader can make excess payoffs by using the information advantages. And also the informed trader can choose the trade strategies to attain the up most excess payoffs. However, he may lose his information advantages. This paper analyzes the conditions when the informed trader can make use of the private information and its optimal times underlying the framework of the strategic market game.     

Incentive Mechanism for Team Cooperation Based on Implicit Side Contract

Aiming at the free-riding problem in team incentive, this paper designs a dynamic incentive mechanism based on implicit side contract with dynamic game theory by introducing the reasonable assumption that there is horizontal monitor in team production. The theoretic analysis indicates that the dynamic incentive mechanism, in which a strict group incentive compatibility contract is taken at the first stage and an individual incentive compatibility contract is taken at the second stage, can implement team cooperation uniquely in the general condition of risk aversion and stochastic production by only two stage repeated game.     

荷电颗粒多相湍流数学模型的构建

随着静电喷雾技术的发展,对荷电多相湍流的研究也不断深入,由于这一流动现场极其复杂,模型构建的难度增大.在多相湍流模型建立的理论基础上,采用双流体模型,考虑湍流脉动与电场耦合作用,引入“体平均”概念,构建了荷电多相湍流数学模型.“双流体”多相湍流模型在工业领域模拟复杂湍流中的成功应用和不断发展,为荷电多相湍流提供了新的工程模拟模型和方法.在单相荷电流体湍流模型方程建立的基础上,根据“双流体”多相湍流模型建立的理论基础,把荷电颗粒当作拟流体处理,借用拟流体多相湍流描述方程建立的方法,推导了荷电颗粒拟流体多相湍流的描述方程,为进一步获得荷电颗粒拟流体多相湍流模型提供了基础.     

现代CAD技术的发展

评述了当前CAD技术发展的动力，制造业环境的变化、企业结构重组以及现代化管理；分析了CAD技术发展的动向，即功能集成-信息／过程集成-异地协同设计-绿色设计；指出今后CAD技术应从CAD设计工具的完善、集成和CAD设计环境的完善方面进行工作。     

静电凝并中荷电粒子的运动方程及近似解

本文分析静电除尘器预凝并粒子的运动情况,研究了荷电气固两相流中粒子运动与气流运动的关系,通过对荷电粒子的受力分析,在粒子运动过程中考虑了库仑力、压差力、附加质量力、Stokes阻力以及Basset力对荷电粒子的作用,而忽略其它力的影响,建立了湍流中描述粒子运动的基本方程—BBO(Basset-Boussinesq-Oseen)方程,用谱分解方法进行求解,并得到荷电粒子凝并运动方程的两组近似解,从而确定了粒子运动与气流运动的关系,αr为近似解的重要参数,随着αr的变化,粒子运动的复杂性随之变化。     

葡萄干彩色图像的背景分割研究

背景分割是分析葡萄干其他特征的基础。为此,经研究提出一种改进的迭代算法,用来获取葡萄干灰度图像阈值;基于RGB阈值法与亮度阈值法,对葡萄干进行背景分割后的图像分析比较,证明亮度阈值法能较好地进行葡萄干彩色图像背景分割,保存图像的颜色信息。