Table of Content

28 June 2001, Volume 9 Issue 3 Previous Issue    Next Issue

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Insurance Pricing Formula Based on Investment Theory LIU Hai-long, WU Chong-feng 2001, (3):  1-5.  Abstract ( 2048 )   PDF (862KB) ( 2339 )   Save Under the assumption that insurance companies are risk neutral,and using the theory of backward stochastic differential equation,the insurance pricing problem is studied in the framework of investment theory.At first,the linear forward-backward stochastic differential equation for insurance pricing is established.Then the insurance pricing formula based on the investment theory is obtained on the basis of the explicit solution of a special class of linear backward stochastic differential equation.Finally,an example is provided. References | Related Articles | Metrics

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Mathematical Model for Security Portfolio based on Risk Measure Index and Practical Example SHEN Xiao-chun, XIE Dun-li 2001, (3):  6-12.  Abstract ( 2136 )   PDF (1381KB) ( 1871 )   Save This article constructed a mathematical model,and concluded that the economic meaning was definite and practical if we used risk coefficient β to control the risk of security portfolio.The model could be applied to security portfolio,which was convenient in practice. References | Related Articles | Metrics

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The Optimum Structure under Asymmetric Information LEI Xiao-qing 2001, (3):  13-19.  Abstract ( 2032 )   PDF (835KB) ( 1532 )   Save In contrast to most signaling models,this paper assumes that a higher valued firm is distinguished from its lower valued counterpart by having a cash flow distribution with a lower variance,but with the same mean.Based on this assumption,this paper studies the optimization of capital structure under symmetric information and asymmetric information by use of Game Theory. References | Related Articles | Metrics

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EOQ Inventory Models with Multiple Stages under Fixed Credit Payment LUO Jian-wen, HUANG Pei-qing 2001, (3):  20-28.  Abstract ( 1919 )   PDF (1915KB) ( 1799 )   Save In this paper,we study EOQ Inventory models with multiple stages with price fluctuation under fixed credit payment and obtain optimal ordering policies.In addition,we design optimal algorithm for this model to show its use. References | Related Articles | Metrics

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The Study on Optimal Model for a Kind of Emergency Material Dispatch Problem LIU Chun-lin, HE Jian-min, SHI Jian-jun 2001, (3):  29-36.  Abstract ( 2597 )   PDF (1920KB) ( 2592 )   Save The multi-depot dispatch problem for emergency under the constraint of material requirement is discussed in this paper.According to the characteristic of continuous emergency problem,the model for the smallest number of retrieval depots by a given deadline and the model for the smallest number of depots on the condition of earliest emergency response time are introduced in the paper.Further,we give the proof of the algorithm for these models. References | Related Articles | Metrics

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The Market Comparison Approach Based on the Fuzzy Mathematics ZHANG Xie-kui, CHEN Wei-qing, CHENG Wen-shan, LI Shu-cheng 2001, (3):  37-42.  Abstract ( 2245 )   PDF (1060KB) ( 2097 )   Save This paper,according to a lot of uncertainty factors with the fuzziness of selecting market sales and estimating the difference of the influence factors,improves the traditional market comparison approach by using the fuzzy mathematics and studies how to decide main factors of the evaluated real estate and its values of membership fnctions. References | Related Articles | Metrics

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Initial Exploration of problems in Crews Grouping YE Xu-gang 2001, (3):  43-48.  Abstract ( 2087 )   PDF (1536KB) ( 2051 )   Save Three most elementary types of questions on Crews Grouping are put forward for discussion in this paper.Although rudimentary do they seem,they are gates leading to a series of deeper,harder,and more complex problems.Based on the basic problems explored,a kind of thinking is established in order to reduce the original problems into what have been resolved or what are comparatively easier to resolve References | Related Articles | Metrics

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Material Purchasing Strategy in Supply Chain Management LIU Li-wen 2001, (3):  49-54.  Abstract ( 2470 )   PDF (981KB) ( 4575 )   Save This paper focused on one of the basic strategies in the supply chain management—materials purchasing management strategy.A classification method for various purchased materials is proposed which classifies the materials according to the importance of materials and complication of the materials supply market.Then a management strategy portfolio for the different materials is introcluced Finally,a case is studied briefly. References | Related Articles | Metrics

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A Model of Multi-Period Assets Investment SU Jie, LIU Jia-zhuang 2001, (3):  55-61.  Abstract ( 2386 )   PDF (1718KB) ( 3219 )   Save This paper sets up a dynamic programming model of the multi-period assets investment,with maximizing the final total return under the upper bound of the risk.From the model,we can attain the real combination in each period of the optimal multi-period investment. References | Related Articles | Metrics

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A New Decision Support System Based on Virtual Database FAN Qun, DA Qing-li 2001, (3):  62-67.  Abstract ( 2154 )   PDF (504KB) ( 1740 )   Save With the development of Internet network and electronic commerce,decision makers need more information and knowledge.Interested data from different data sources such as Web,OLTP(online transaction processing)database,can be gathered,well organized and integrated quickly and accurately into virtual database,which is a new database technology,and afforded to decision maker and application softwares in a uniform relation databse form.Therefore,the integrated data lay a basis for data mining and OLAP(on-line analysis processing)and good decision support can be providedBased on the virtual database and other decision support technology,a new decision support system is constructed,which is easier to design. References | Related Articles | Metrics

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Multivariate Analysis for the Assessment of Saving Offices of Bank ZHU Jia, JI Lei, CHI Hong, CHEN Jian-ming 2001, (3):  68-73.  Abstract ( 2153 )   PDF (554KB) ( 1933 )   Save Principal component analysis is integrated with cluster analysis to assess the performance of some saving offices of bank.The two principal components abstracted here are size and rate.Then cluster these saving offices into three classes, and the assessment is concluded according to this clustering. References | Related Articles | Metrics

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360? Feedback and Its Uses for HRM(human resource management) LU Chang-qin, FANG Li-luo, LING Wen-quan 2001, (3):  74-80.  Abstract ( 2211 )   PDF (1057KB) ( 4161 )   Save Feedback is invaluable within organizations,especially in HRM.The paper addresses the following issues:the definition of the 360? feedback;the theory foundation;its uses for HRM,with a special emphasis placed on its use for Chinese organizations;how to implement;and finally,its pitfalls. References | Related Articles | Metrics