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.     

Real-time Vehicle Scheduling

The traditional scheduling for vehicle is option in the fixed network. But it can't satisfy the real time environment. The demand of order is changeable and uncertain in real environment. It is convenient for scheduling transforming it into static data, but can't get the advantage on time. This paper proposes a real time vehicle scheduling on the study of traditional scheduling and discusses the model structure and the key technology for the real time system that establishes the base for develop teal time system.     

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.     

精密排种器的特征造型及其装配关联设计--基于Solidworks

为了提高排种器的改型设计和系列化设计的效率,基于Solidworks采用自上而下的设计方法对推种式型孔轮排种器进行三维特征造型和装配关联设计;同时,探讨了关键零件的三维特征造型过程中的技术要点和基于装配的关联设计的技术关键,动态模拟装配过程、关联产生二维工程图.     

半固定管道式喷灌系统移管机行走轮平衡状态的研究

对半固定管道式喷灌系统移管机运行过程中的平衡问题进行了分析研究，建立了运动时行走轮稳定状态的数学模型，论证了研制移管机的可行性。     

双向竖井贯流泵站模型泵装置模型试验

按照流体力学相似原理建立了黄麻涌双向竖井贯流泵站流道的装置模型,试验测定了模型泵装置在指定叶片角度下运行的装置综合特性曲线,将泵装置综合特性曲线换算成原型泵的特性曲线,同时试验测定在不同工况运行状态下的汽蚀性能,并观察进出水流道的流态,得到了汽蚀性能结果,提出了建设泵站的注意事项和相应的改进措施。     

旱田中耕节水灌溉设备的研究

分析了节水灌溉现状；以玉米苗期为研究对象，结合黑龙江省旱作农业实际，提出了一种与中耕相结合的灌溉方式，为采用机械化灌溉方法解决作物苗期干旱问题提供参考。     

铝盐对厌氧微生物产甲烷活性的影响研究

废水中铝盐含量增高以及铝盐的生物毒性使其对废水生物处理工艺中微生物产生的危害引起了人们的关注。本文以产甲烷活性为指标，通过投加氯化铝测定其对颗粒污泥的产甲烷毒性来研究铝盐对厌氧菌的危害。结果表明，铝盐使厌氧颗粒污泥的活性明显降低，但其毒性可以驯化，且清除铝盐后厌氧颗粒污泥的活性可以恢复。