带马氏利率风险模型的破产概率

为了更好地研究利率因素对破产概率的影响,考虑利率为马氏链的离散时间风险模型,运用归纳法和鞅方法给出有限时间和最终时间破产概率的递归方程和最终破产概率的上界表达式,数值模拟结果表明鞅方法和递归法所得上界优于伦德伯格(Lundberg)上界.     

索赔计数相依风险模型

考虑了一类索赔计数相依的风险模型,该模型假设每次主索赔可随机产生一副索赔,得到了该风险模型生存概率所满足的微积分方程,并在索赔额为指数分布的情形下,给出了生存概率的精确表达式.     

中国南方夏半年湿期概率特征及其极值风险分析

以中国南方诸代表站近40 a(1965—2004年)夏季(5—9月)逐日降水资料为研究对象,探讨了夏半年各站湿期游程及其极端值的概率分布最佳模式。在对各站湿期游程分别验证指数分布的基础上,作耿贝尔(Gumbel)极值分布和广义帕雷托分布(GPD)拟合,进而对两者的拟合效果进行比较。并由此对湿期长度估计其不同重现期(如20 a一遇、50 a一遇和100 a一遇)的极端湿期长度的分位数概率。经K-S方法的统计检验,证明GPD分布拟合效果较好,能更加精确的模拟出中国南方夏季的极端连雨日数及其概率。     

我国东部地区夏季不同等级降水日数年际变化特征分析

用全国1958--2004年逐日降水资料,分析我国东部地区夏季总降水日数以及不同等级降水日数的年代际变化特征,结果表明,1980--2004年与1958--1979年两个时段相比,我国东部各地区夏季总降水日数和不同等级降水日数具有明显不同的变化特征。东北地区总降水日数和总降水量减少,这主要与小雨日数减少有关。华北地区总雨日数和总降水量也呈减少特征,总雨日数减少是由于各等级雨日数减少引起,且小雨日数减少贡献较大,而总降水量减少却主要是由于暴雨日数的减少引起。长江流域总降水日数和总降水量增加,总雨日数增多主要与中雨以上级别雨日数的增多有关,而总降水量的增加主要与暴雨日数增加有关。华南地区总雨日数和总降水量减少,总雨日数减少主要与小雨日数减少有关,而总降水量减少是由于各等级降水日数减少引起。     

响应变量随机缺失下部分线性单指标模型的非参数判别检验

研究了响应变量随机缺失情况下部分线性单指标模型的非参数部分检验问题,检验非参数部分预测变量同响应变量之间是否存在非线性关系.用参数和非参数函数的借补估计对缺失响应变量进行插值,并基于借补估计构造了广义似然比检验统计量,证明了其渐近分布性质.     

The general circulation model precipitation bias over the southwestern equatorial Indian Ocean and its implications for simulating the South Asian monsoon

Most of current general circulation models (GCMs) show a remarkable positive precipitation bias over the southwestern equatorial Indian Ocean (SWEIO), which can be thought of as a westward expansion of the simulated IO convergence zone toward the coast of Africa. The bias is common to both coupled and uncoupled models, suggesting that its origin does not stem from the way boundary conditions are specified. The spatio-temporal evolution of the precipitation and associated three-dimensional atmospheric circulation biases is comprehensively characterized by comparing the GFDL AM3 atmospheric model to observations. It is shown that the oceanic bias, which develops in spring and reduces during the monsoon season, is associated to a consistent precipitation and circulation anomalous pattern over the whole Indian region. In the vertical, the areas are linked by an anomalous Hadley-type meridional circulation, whose northern branch subsides over northeastern India significantly affecting the monsoon evolution (e.g., delaying its onset). This study makes the case that the precipitation bias over the SWEIO is forced by the model excess response to the local meridional sea surface temperature (SST) gradient through enhanced near-surface meridional wind convergence. This is suggested by observational evidence and supported by AM3 sensitivity experiments. The latter show that relaxing the magnitude of the meridional SST gradient in the SWEIO can lead to a significant reduction of both local and large-scale precipitation and circulation biases. The ability of local anomalies over the SWEIO to force a large-scale remote response to the north is further supported by numerical experiments with the GFDL spectral dry dynamical core model. By imposing a realistic anomalous heating source over the SWEIO the model is able to reproduce the main dynamical features of the AM3 bias. These results indicate that improved GCM simulations of the South Asian summer monsoon could be achieved by reducing the springtime model bias over the SWEIO. Deficiencies in the atmospheric model, and in particular in the convective parameterization, are suggested to play a key role. Finally, the important mechanism controlling the simulated precipitation distribution over South Asia found here should be considered in the interpretation and attribution of regional precipitation variation under climate change.     

鹤壁市汛期旱涝趋势预测模型

对影响鹤壁市汛期旱涝的主要物理要素进行相关分析,选取相关系数>0.4的冬季季风指数、北半球副高面积指数等物理因子,结合本地气候因子,通过逻辑推理,建立了鹤壁市分县汛期旱涝趋势预测概念模型。旱涝趋势模型对2001~2003年汛雨趋势进行试报,结果3年全报对。在2004年应用中,趋势预报与实况相符。     

The impact of turbulence closure schemes on predictions of the Mixed Spectral Finite-Difference model for flow over topography

Impacts of different closure schemes in the Mixed Spectral Finite-Difference model (Beljaarset al., 1987) for neutrally stratified atmospheric surface-layer flow over complex terrain are studied. Six different closure schemes, (Z+z ₀), Mixing Length,E–(Z+z ₀),E–,E–– andq ² l are compared. Model results for flow over an infinite series of sinusoidal ridges are examined in the context of the inner and outer layers defined by Jackson and Hunt (1975). Results are compared with rapid distortion estimates of the changes in normal stresses. The effects of streamline curvature are also examined in a qualitative sense.     

RegCM3模式对青藏高原温度和降水的模拟及检验

为了检验RegCM3区域气候模式对青藏高原地区的模拟能力,利用NCEP再分析资料和观测站点资料,采用三种不同的对流参数化方案,对青藏高原地区2006年夏季进行了模拟分析,并重点对温度和降水进行了细致的检验。结果表明：模式能较好地再现青藏高原地区大尺度的环流特征,具有对青藏高原地区的温度和降水分布特征的模拟能力;对于量值的模拟,三种对流参数化方案均模拟出了与实况温度一致的变化趋势,但均存在5~6 ℃的冷偏差;Grell方案模拟的降水量均大于实况,Kuo-Anthes方案对于高原地区的降水量的模拟较为接近于实况,但模式对降水量的模拟能力仍有待进一步提高。     

The Summer Snow Cover Anomaly over the Tibetan Plateau and Its Association with Simultaneous Precipitation over the Mei-yu–Baiu region

The summer snow anomalies over the Tibetan Plateau （TP） and their effects on climate variability are often overlooked,possibly due to the fact that some datasets cannot properly capture summer snow cover over high terrain.The satellite-derived Equal-Area Scalable Earth grid （EASE-grid） dataset shows that snow still exists in summer in the western part and along the southem flank of the TP.Analysis demonstrates that the summer snow cover area proportion （SCAP） over the TP has a significant positive correlation with simultaneous precipitation over the mei-yu-baiu （MB） region on the interannual time scale.The close relationship between the summer SCAP and summer precipitation over the MB region could not be simply considered as a simultaneous response to the Silk Road pattern and the SST anomalies in the tropical Indian Ocean and tropical central-eastern Pacific.The SCAP anomaly has an independent effect and may directly modulate the land surface heating and,consequently,vertical motion over the western TP,and concurrently induce anomalous vertical motion over the North Indian Ocean via a meridional vertical circulation.Through a zonal vertical circulation over the tropics and a Kelvin wave-type response,anomalous vertical motion over the North Indian Ocean may result in an anomalous high over the western North Pacific and modulate the convective activity in the western Pacific warm pool,which stimulates the East Asia-Pacific （EAP） pattern and eventually affects summer precipitation over the MB region.