2018 petroleum & chemical industry development report

In 2018, the petroleum and chemical industries of China achieved steady economic growth. The main business income of the entire industry was 12.4 trillion CNY, an increase of 13.6% over the previous year. The total profit was 83.93 billion CNY, an increase of 32.1% over the previous year. The total national oil and gas production reached 334 million tons of oil equivalent, increasing by 2.4% year-on-year. Among the total production, crude oil production was 189 million tons, decreased 1.2%, and natural gas production was 161.02 billion cubic meters, increased 7.5% year on year. Imported crude oil production was 462 million tons, an increase of 10.1% over the last year. Imported gas production was 125.72 billion cubic meters, increased 31.9%. The annual processing capacity of crude oil was 604 million tons, up by 6.8%. The refined oil production was 360 million tons, up by 3.6%. The industry structure was optimized for production growth in 2018, the transformation and upgrading of enterprises and products structure adjustment were sped up, energy efficiency was improved, and overall industrial benefit was rebounded. At present, the economic operation of the industry is still not very stable, and downward pressure is still great, mainly being reflected in the overcapacity of some industries, high cost operation of enterprises, increased tax burden, and weak investment. With the slow recovery of the global economy and the key support of high-quality development through technological innovation, it is expected that the petroleum and chemical industry of China will achieve the general objective of steady growth in 2019.     

Extending the Limits of Backtesting via the ‘Vanishing p’‐Approach

We derive backtests of value‐at‐risk and expected shortfall forecasts for levels that vanish as a function of the sample size n. In the standard case, the level of the forecasts is assumed to be fixed, leading to χ ²‐limiting distributions of the Portmanteau‐type backtests. We show that for levels vanishing at the order of n ^?1/2, Poisson‐type limits arise instead. These mimic key features of the test statistics, such as discreteness. Simulations demonstrate that for forecast levels and sample sizes of practical interest, using the Poisson‐type limits leads to much improved size vis‐à‐vis the standard χ ²‐limits.     

电网运行状态下的概率优化调度

构建电网运行状态下的有功功率概率优化调度模型,该模型以期望运行效益最大化为目标,采用马尔可夫链对系统未来调度时段的预想事故状态概率进行预测,在满足所有预想事故发生前后状态所对应约束集下获取调度解。其中,在容许时间内,针对预想事故发生后可能出现的系统安全破坏情形,以发电机组允许的输出功率再调整、紧急负荷中断及输电元件短时允许过载量作为有机牵制扩展到约束集中,并考虑相应安全校正措施的费用代价。该模型实现了电网运行状态概率预测与有功调度决策的紧密结合,可得到系统期望最大运行收益的时序变化曲线及各时段下风险收益概率均衡的调度方式。以IEEE-14节点系统为例进行测试分析,论证所提模型的合理性和有效性。     

常利率下有阈红利边界的复合Poisson风险模型

考虑了常利率下有阈红利边界的复合Poisson风险模型,给出了罚金折现期望函数满足的积分-微分方程及带干扰的情况下罚金折现函数所满足的积分-微分方程.利用全概率公式得到了相应积分-微分方程的解、破产概率及破产前瞬时盈余和破产赤字的联合分布的具体表达式.该模型有利于降低公司最终破产的概率.     

考虑设备劣化及返工的质量批量模型研究

为了得到最大质量批量，研究了返工成本边际效应下的期望利润值计算方法，将生产过程分为两个阶段：无需返工和需要返工的连续加工。给出了质量控制策略下批量计算公式以及考虑边际成本下的最大利润所对应的质量批量。采用蒙特卡洛仿真和Design Expert 8.0.6软件拟合，通过数字实验，对比了返工成本与未考虑返工成本情况下的期望利润值。研究显示，考虑返工成本边际效应下的质量批量大于一般的经济批量，所得到期望利润也最大。     

带延迟索赔和随机收入的离散风险模型的Gerber-Shiu分析（英）

破产理论是保险数学中的重要问题，它可以为保险公司决策者提供一个非常有用的早期风险预警手段．本文研究了一个带潜在延迟索赔和随机保费收入的复合二项风险模型．利用矩母函数的技巧，得到了 Gerber-Shiu 期望折罚函数的递推公式．特别地，还得到了贴现因子为 1 的特殊情形下的 Gerber-Shiu 期望折罚函数的解析表达式．最后还得到了实际应用中的一些重要的破产特征量，包括破产概率，破产时赤字的密度函数，破产前盈余与破产时赤字的联合密度函数，以及导致破产的索赔密度函数等．     

Economic growth through entrepreneurship: Determinants of self-employed income across regional economies

Knowledge of the determinants of self-employment income is critical to entrepreneurial development strategies if the development goal is to increase incomes not just employment. Using American Community Survey data, unconditional quantile regression is used to investigate differences in the relationship between entrepreneurial income and an array of individual, industry, and regional characteristics across the self-employment income distribution. Personal attributes, such as education, race, age, and gender, both explain differences in self-employment income and vary in importance across the income distribution. Regional agglomerative effects are significantly positive and stronger at the upper end of the self-employed income distribution.     

An expectation operator for belief functions in the Dempster–Shafer theory*

ABSTRACT

The main contribution of this paper is a new definition of expected value of belief functions in the Dempster–Shafer (D–S) theory of evidence. Our definition shares many of the properties of the expectation operator in probability theory. Also, for Bayesian belief functions, our definition provides the same expected value as the probabilistic expectation operator. A traditional method of computing expected of real-valued functions is to first transform a D–S belief function to a corresponding probability mass function, and then use the expectation operator for probability mass functions. Transforming a belief function to a probability function involves loss of information. Our expectation operator works directly with D–S belief functions. Another definition is using Choquet integration, which assumes belief functions are credal sets, i.e. convex sets of probability mass functions. Credal sets semantics are incompatible with Dempster's combination rule, the center-piece of the D–S theory. In general, our definition provides different expected values than, e.g. if we use probabilistic expectation using the pignistic transform or the plausibility transform of a belief function. Using our definition of expectation, we provide new definitions of variance, covariance, correlation, and other higher moments and describe their properties.     

带缓冲区且产品保修的设备预防性维护建模

论文考虑的是一个完美的生产系统,即生产系统所生产的产品均没有质量问题。为提高设备的可靠性,调整市场需求,提出带缓冲区的设备预防性维护优化建模方法。已经出售的产品,顾客在使用过程中可能会出现故障,基于这个情况,在保修期内会予以免费维修。找出生产系统的运行时间(T)和缓冲区库存量(S),以此为决策变量建立期望成本模型。在此基础上,构造求解最优策略的算法。通过数值算例演示了该模型,通过灵敏度分析确定了最优策略和相关参数的关系。     

信息化项目建设中的全过程评价研究

信息化项目评价是一个完整的过程，包括事前的评估，事中的计划与控制，以及事后的评价过程，融合于项目整个建设过程之中，与项目建设过程完全协同。评价的目的不仅仅在于对效益的判断与衡量，更重要的是为项目建设提供指导，成为提高项目管理效率的手段之一，通过对全过程评价三个大环节的分析认为，以预期目标体系为核心的全过程评价，可以促进信息化项目效益的最大化。