Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical...Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.展开更多
With the increase of international trade activities and the gradual melting of the polar ice cap,the importance of the Arctic route for marine transportation has been emphasized.Prediction of the polar navigation wind...With the increase of international trade activities and the gradual melting of the polar ice cap,the importance of the Arctic route for marine transportation has been emphasized.Prediction of the polar navigation window period is crucial for navigating in the Arctic route,which is of great significance to the selection of the route and the optimization of navigation.This paper introduces the establishment of a risk index system,determination of risk index weight,establishment of a risk evaluation model,and prediction algorithm for the window period.In addition,data sources of both environmental factors and ship factors are introducted,and their shortcomings are analyzed,followed by introduction of various methods involved in window prediction and analysis of their advantages and disadvantages.The quantitative risk evaluation and window period algorithm can provide a reference for the research of polar navigation window period prediction.展开更多
This paper investigates ruin,capital injection,and dividends for a two-dimensional risk model.The model posits that surplus levels of insurance companies are governed by a perturbed composite Poisson risk model.This m...This paper investigates ruin,capital injection,and dividends for a two-dimensional risk model.The model posits that surplus levels of insurance companies are governed by a perturbed composite Poisson risk model.This model introduces a dependence between the two surplus levels,present in both the associated perturbations and the claims resulting from common shocks.Critical levels of capital injection and dividends are established for each of the two risks.The surplus levels are observed discretely at fixed intervals,guiding decisions on capital injection,dividends,and ruin at these junctures.This study employs a two-dimensional Fourier cosine series expansion method to approximate the finite time expected discounted operating cost until ruin.The ensuing approximation error is also quantified.The validity and accuracy of the method are corroborated through numerical examples.Furthermore,the research delves into the optimal capital allocation problem.展开更多
Hepatocellular carcinoma(HCC),which is essentially primary liver cancer,is closely related to CD8^(+)T cell immune infiltration and immune suppression.We constructed a CD8^(+)T cells related risk score model to predic...Hepatocellular carcinoma(HCC),which is essentially primary liver cancer,is closely related to CD8^(+)T cell immune infiltration and immune suppression.We constructed a CD8^(+)T cells related risk score model to predict the prognosis of HCC patients and provided therapeutic guidance based on the risk score.Using integrated bulk RNA sequencing(RNA-seq)and single-cell RNA sequencing(scRNA-seq)datasets,we identified stable CD8^(+)T cell signatures.Based on these signatures,a 3-gene risk score model,comprised of KLRB1,RGS 2,and TNFRSF1B was constructed.The risk score model was well validated through an independent external validation cohort.We divided patients into high-risk and low-risk groups according to the risk score and compared the differences in immune microenvironment between these two groups.Compared with low-risk patients,high-risk patients have higher M2-type macrophage content(P<0.0001)and lower CD8^(+)T cells infiltration(P<0.0001).High-risk patients predict worse response to immunotherapy treatment than low-risk patients(P<0.01).Drug sensitivity analysis shows that PI3K-β inhibitor AZD6482 and TGFβRII inhibitor SB505124 may be suitable therapies for high-risk patients,while the IGF-1R inhibitor BMS-754807 or the novel pyrimidine-based anti-tumor metabolic drug Gemcitabine could be potential therapeutic choices for low-risk patients.Moreover,expression of these 3-gene model was verified by immunohistochemistry.In summary,the establishment and validation of a CD8^(+)T cell-derived risk model can more accurately predict the prognosis of HCC patients and guide the construction of personalized treatment plans.展开更多
The electricity-hydrogen integrated energy system(EH-IES)enables synergistic operation of electricity,heat,and hydrogen subsystems,supporting renewable energy integration and efficient multi-energy utilization in futu...The electricity-hydrogen integrated energy system(EH-IES)enables synergistic operation of electricity,heat,and hydrogen subsystems,supporting renewable energy integration and efficient multi-energy utilization in future low carbon societies.However,uncertainties from renewable energy and load variability threaten system safety and economy.Conventional chance-constrained programming(CCP)ensures reliable operation by limiting risk.However,increasing source-load uncertainties that can render CCP models infeasible and exacerbate operational risks.To address this,this paper proposes a risk-adjustable chance-constrained goal programming(RACCGP)model,integrating CCP and goal programming to balance risk and cost based on system risk assessment.An intelligent nonlinear goal programming method based on the state transition algorithm(STA)is developed,along with an improved discretized step transformation,to handle model nonlinearity and enhance computational efficiency.Experimental results show that the proposed model reduces costs while controlling risk compared to traditional CCP,and the solution method outperforms average sample sampling in efficiency and solution quality.展开更多
With the development of economy,China has to fight against the increasing public security risk. The theory of risk society points out that the traditional system of hierarchical management should be transformed into t...With the development of economy,China has to fight against the increasing public security risk. The theory of risk society points out that the traditional system of hierarchical management should be transformed into the governance system led by government and participated in by multiple parties to avoid and reduce risk in modern society. In order to achieve modernization of the national governance system and capacity,we have to deal with these two important subjects,that is,what can we learn from the Western risk society theory and how to establish a scientific and efficient public security risk management system based on the characteristics of modern public security risk.展开更多
This study has been conducted in three districts of Punjab Province namely, Dera Ghazi Khan, Rajan Pur and Bahawalpur of Pakistan. The study showed the results of a survey of 300 farmers which was organized to assess ...This study has been conducted in three districts of Punjab Province namely, Dera Ghazi Khan, Rajan Pur and Bahawalpur of Pakistan. The study showed the results of a survey of 300 farmers which was organized to assess awareness level of farmers regarding crop insurance, factors affecting the awareness level among farmers and the perception of farmers about crop insurance. Based on exploratory research work upon the responses of farmers, the average and standard deviation were calculated. Probit model was applied to explore the factors affecting the awareness level of farmers. SPSS was used for the analysis of the collected data. The results revealed that out of 300 farmers, 184 farmers were aware with crop insurance and rests of the 116 farmers were not aware. Banks and E-media were found to be the two most important sources of the awareness for the respondent farmers. In the study area, the climatic risks were reported as the most severe risks faced by the farmers. The results also revealed the existence of negative perceptions of the farmers about crop insurance i.e. farmers perceived crop insurance as a kind of tax and they believed premium was so high that it was out of range of poor farmers and only large scale farmers could afford it. Results obtained by applying Probit model revealed that ＂education＂ and ＂previously availed agricultural credit＂ were the two most important factors which affected the awareness of the farmers regarding crop insurance.展开更多
Engineering facilities subjected to natural hazards(such as winds and earthquakes) will result in risk when any designed system(i.e.capacity) will not be able to meet the performance required(i.e.demand).Risk might be...Engineering facilities subjected to natural hazards(such as winds and earthquakes) will result in risk when any designed system(i.e.capacity) will not be able to meet the performance required(i.e.demand).Risk might be expressed either as a likelihood of damage or potential financial loss.Engineers tend to make use of the former(i.e.damage).Nevertheless,other non-technical stakeholders cannot get useful information from damage.However,if financial risk is expressed on the basis of probable monetary loss,it will be easily understood by all.Therefore,it is necessary to develop methodologies which communicate the system capacity and demand to financial risk,Incremental dynamic analysis(IDA) was applied in a performance-based earthquake engineering context to do hazard analysis,structural analysis,damage analysis and loss analysis of a reinforced concrete(RC) frame structure.And the financial implications of risk were expressed by expected annual loss(EAL).The quantitative risk analysis proposed is applicable to any engineering facilities and any natural hazards.It is shown that the results from the IDA can be used to assess the overall financial risk exposure to earthquake hazard for a given constructed facility.The computational IDA-EAL method will enable engineers to take into account the long-term financial implications in addition to the construction cost.Consequently,it will help stakeholders make decisions.展开更多
Strategic management of equipment system develop-ment must attach importance to effective strategic risk manage-ment.Aiming at the identification of strategic risk of equipment system development,firstly,the source of...Strategic management of equipment system develop-ment must attach importance to effective strategic risk manage-ment.Aiming at the identification of strategic risk of equipment system development,firstly,the source of strategic risk of equip-ment system development is analyzed and classified.Based on this,a causal loop diagram of strategic risk of equipment sys-tem development based on system dynamics is established.The system dynamics analysis software Vensim PLE is used to carry out the risk influencing factors analysis,risk consequences ana-lysis,risk feedback loop identification and corresponding pre-control measures,and achieves a good risk identification effect.展开更多
In order to construct the data mining frame for the generic project risk research, the basic definitions of the generic project risk element were given, and then a new model of the generic project risk element was pre...In order to construct the data mining frame for the generic project risk research, the basic definitions of the generic project risk element were given, and then a new model of the generic project risk element was presented with the definitions. From the model, data mining method was used to acquire the risk transmission matrix from the historical databases analysis. The quantitative calculation problem among the generic project risk elements was solved. This method deals with well the risk element transmission problems with limited states. And in order to get the limited states, fuzzy theory was used to discrete the historical data in historical databases. In an example, the controlling risk degree is chosen as P(Rs≥2) ≤0.1, it means that the probability of risk state which is not less than 2 in project is not more than 0.1, the risk element R3 is chosen to control the project, respectively. The result shows that three risk element transmission matrix can be acquired in 4 risk elements, and the frequency histogram and cumulative frequency histogram of each risk element are also given.展开更多
The sources of supply chain enterprise risk from different aspects including material flow, information flow, cash flow and partner relationship is analyzed. Measures for risk reduction have also been summarized from ...The sources of supply chain enterprise risk from different aspects including material flow, information flow, cash flow and partner relationship is analyzed. Measures for risk reduction have also been summarized from the aspects of risk sharing, information sharing, change of inventory control mode, and supply chain flexibility. Finally, problems in current research on supply chain risk management are pointed out and a discussion on future research trend is presented.展开更多
文摘Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.
文摘With the increase of international trade activities and the gradual melting of the polar ice cap,the importance of the Arctic route for marine transportation has been emphasized.Prediction of the polar navigation window period is crucial for navigating in the Arctic route,which is of great significance to the selection of the route and the optimization of navigation.This paper introduces the establishment of a risk index system,determination of risk index weight,establishment of a risk evaluation model,and prediction algorithm for the window period.In addition,data sources of both environmental factors and ship factors are introducted,and their shortcomings are analyzed,followed by introduction of various methods involved in window prediction and analysis of their advantages and disadvantages.The quantitative risk evaluation and window period algorithm can provide a reference for the research of polar navigation window period prediction.
基金supported by the Shihezi University High-Level Talents Research Startup Project(Project No.RCZK202521)the National Natural Science Foundation of China(Grant Nos.12271066,11871121,12171405)+1 种基金the Chongqing Natural Science Foundation Joint Fund for Innovation and Development Project(Project No.CSTB2024NSCQLZX0085)the Chongqing Normal University Foundation(Grant No.23XLB018).
文摘This paper investigates ruin,capital injection,and dividends for a two-dimensional risk model.The model posits that surplus levels of insurance companies are governed by a perturbed composite Poisson risk model.This model introduces a dependence between the two surplus levels,present in both the associated perturbations and the claims resulting from common shocks.Critical levels of capital injection and dividends are established for each of the two risks.The surplus levels are observed discretely at fixed intervals,guiding decisions on capital injection,dividends,and ruin at these junctures.This study employs a two-dimensional Fourier cosine series expansion method to approximate the finite time expected discounted operating cost until ruin.The ensuing approximation error is also quantified.The validity and accuracy of the method are corroborated through numerical examples.Furthermore,the research delves into the optimal capital allocation problem.
基金国家自然科学基金项目(No.81902513)山西省应用基础研究计划项目(No.202303021211114 and 202103021224228)山西省高等教育百亿工程“科技引导”专项(No.BYJL047)资助。
文摘Hepatocellular carcinoma(HCC),which is essentially primary liver cancer,is closely related to CD8^(+)T cell immune infiltration and immune suppression.We constructed a CD8^(+)T cells related risk score model to predict the prognosis of HCC patients and provided therapeutic guidance based on the risk score.Using integrated bulk RNA sequencing(RNA-seq)and single-cell RNA sequencing(scRNA-seq)datasets,we identified stable CD8^(+)T cell signatures.Based on these signatures,a 3-gene risk score model,comprised of KLRB1,RGS 2,and TNFRSF1B was constructed.The risk score model was well validated through an independent external validation cohort.We divided patients into high-risk and low-risk groups according to the risk score and compared the differences in immune microenvironment between these two groups.Compared with low-risk patients,high-risk patients have higher M2-type macrophage content(P<0.0001)and lower CD8^(+)T cells infiltration(P<0.0001).High-risk patients predict worse response to immunotherapy treatment than low-risk patients(P<0.01).Drug sensitivity analysis shows that PI3K-β inhibitor AZD6482 and TGFβRII inhibitor SB505124 may be suitable therapies for high-risk patients,while the IGF-1R inhibitor BMS-754807 or the novel pyrimidine-based anti-tumor metabolic drug Gemcitabine could be potential therapeutic choices for low-risk patients.Moreover,expression of these 3-gene model was verified by immunohistochemistry.In summary,the establishment and validation of a CD8^(+)T cell-derived risk model can more accurately predict the prognosis of HCC patients and guide the construction of personalized treatment plans.
基金Project(2022YFC2904502)supported by the National Key Research and Development Program of ChinaProject(62273357)supported by the National Natural Science Foundation of China。
文摘The electricity-hydrogen integrated energy system(EH-IES)enables synergistic operation of electricity,heat,and hydrogen subsystems,supporting renewable energy integration and efficient multi-energy utilization in future low carbon societies.However,uncertainties from renewable energy and load variability threaten system safety and economy.Conventional chance-constrained programming(CCP)ensures reliable operation by limiting risk.However,increasing source-load uncertainties that can render CCP models infeasible and exacerbate operational risks.To address this,this paper proposes a risk-adjustable chance-constrained goal programming(RACCGP)model,integrating CCP and goal programming to balance risk and cost based on system risk assessment.An intelligent nonlinear goal programming method based on the state transition algorithm(STA)is developed,along with an improved discretized step transformation,to handle model nonlinearity and enhance computational efficiency.Experimental results show that the proposed model reduces costs while controlling risk compared to traditional CCP,and the solution method outperforms average sample sampling in efficiency and solution quality.
文摘With the development of economy,China has to fight against the increasing public security risk. The theory of risk society points out that the traditional system of hierarchical management should be transformed into the governance system led by government and participated in by multiple parties to avoid and reduce risk in modern society. In order to achieve modernization of the national governance system and capacity,we have to deal with these two important subjects,that is,what can we learn from the Western risk society theory and how to establish a scientific and efficient public security risk management system based on the characteristics of modern public security risk.
文摘This study has been conducted in three districts of Punjab Province namely, Dera Ghazi Khan, Rajan Pur and Bahawalpur of Pakistan. The study showed the results of a survey of 300 farmers which was organized to assess awareness level of farmers regarding crop insurance, factors affecting the awareness level among farmers and the perception of farmers about crop insurance. Based on exploratory research work upon the responses of farmers, the average and standard deviation were calculated. Probit model was applied to explore the factors affecting the awareness level of farmers. SPSS was used for the analysis of the collected data. The results revealed that out of 300 farmers, 184 farmers were aware with crop insurance and rests of the 116 farmers were not aware. Banks and E-media were found to be the two most important sources of the awareness for the respondent farmers. In the study area, the climatic risks were reported as the most severe risks faced by the farmers. The results also revealed the existence of negative perceptions of the farmers about crop insurance i.e. farmers perceived crop insurance as a kind of tax and they believed premium was so high that it was out of range of poor farmers and only large scale farmers could afford it. Results obtained by applying Probit model revealed that ＂education＂ and ＂previously availed agricultural credit＂ were the two most important factors which affected the awareness of the farmers regarding crop insurance.
基金Project(2011CB013804) supported by the National Basic Research Program of ChinaProject(50925828) supported by the National Natural Science Funds for Distinguished Young Scholars of China
文摘Engineering facilities subjected to natural hazards(such as winds and earthquakes) will result in risk when any designed system(i.e.capacity) will not be able to meet the performance required(i.e.demand).Risk might be expressed either as a likelihood of damage or potential financial loss.Engineers tend to make use of the former(i.e.damage).Nevertheless,other non-technical stakeholders cannot get useful information from damage.However,if financial risk is expressed on the basis of probable monetary loss,it will be easily understood by all.Therefore,it is necessary to develop methodologies which communicate the system capacity and demand to financial risk,Incremental dynamic analysis(IDA) was applied in a performance-based earthquake engineering context to do hazard analysis,structural analysis,damage analysis and loss analysis of a reinforced concrete(RC) frame structure.And the financial implications of risk were expressed by expected annual loss(EAL).The quantitative risk analysis proposed is applicable to any engineering facilities and any natural hazards.It is shown that the results from the IDA can be used to assess the overall financial risk exposure to earthquake hazard for a given constructed facility.The computational IDA-EAL method will enable engineers to take into account the long-term financial implications in addition to the construction cost.Consequently,it will help stakeholders make decisions.
文摘Strategic management of equipment system develop-ment must attach importance to effective strategic risk manage-ment.Aiming at the identification of strategic risk of equipment system development,firstly,the source of strategic risk of equip-ment system development is analyzed and classified.Based on this,a causal loop diagram of strategic risk of equipment sys-tem development based on system dynamics is established.The system dynamics analysis software Vensim PLE is used to carry out the risk influencing factors analysis,risk consequences ana-lysis,risk feedback loop identification and corresponding pre-control measures,and achieves a good risk identification effect.
基金Project(70572090) supported by the National Natural Science Foundation of China
文摘In order to construct the data mining frame for the generic project risk research, the basic definitions of the generic project risk element were given, and then a new model of the generic project risk element was presented with the definitions. From the model, data mining method was used to acquire the risk transmission matrix from the historical databases analysis. The quantitative calculation problem among the generic project risk elements was solved. This method deals with well the risk element transmission problems with limited states. And in order to get the limited states, fuzzy theory was used to discrete the historical data in historical databases. In an example, the controlling risk degree is chosen as P(Rs≥2) ≤0.1, it means that the probability of risk state which is not less than 2 in project is not more than 0.1, the risk element R3 is chosen to control the project, respectively. The result shows that three risk element transmission matrix can be acquired in 4 risk elements, and the frequency histogram and cumulative frequency histogram of each risk element are also given.
基金This project was supported by the National Natural Science Foundation of China (60574077) and 973 National ResearchProgram of China (2002cb312205).
文摘The sources of supply chain enterprise risk from different aspects including material flow, information flow, cash flow and partner relationship is analyzed. Measures for risk reduction have also been summarized from the aspects of risk sharing, information sharing, change of inventory control mode, and supply chain flexibility. Finally, problems in current research on supply chain risk management are pointed out and a discussion on future research trend is presented.
