A naive uncertainty model for measuring operational risks faced by financial institutions     

Yundong Huang 《Stochastic Environmental Research and Risk Assessment (SERRA)》2009,23(4):507-516

When insufficient data are available for measuring operational risk faced by a financial institute, most of the models depending on the probability theory are failure. Differing from that we use a probability distribution to depict random uncertainty, in this paper we use a number to represent the naive uncertainty in a phase serving for operational risk identification. The simplest form of the naive uncertainty model for measuring operational risk with multiple phases is the weighted mean with the uncertainties. It is also valid when we have a rough judgment for the uncertainties with intervals or fuzzy values. In this paper, we give a calculation case in lending operational risk to demonstrate the model validity.  相似文献   

Drought characterization: a probabilistic approach   总被引：4，自引：0，他引：4  

A. K. Mishra  V. P. Singh  V. R. Desai 《Stochastic Environmental Research and Risk Assessment (SERRA)》2009,23(1):41-55

Using the alternative renewable process and run theory, this study investigates the distribution of drought interval time, mean drought interarrival time, joint probability density function and transition probabilities of drought events in the Kansabati River basin in India. The standardized precipitation index series is employed in the investigation. The time interval of SPI is found to have a significant effect of the probabilistic characteristics of drought.  相似文献   

Seismically induced landslide displacements: a predictive model   总被引：27，自引：0，他引：27  

Roberto Romeo   《Engineering Geology》2000,58(3-4):337-351

Newmark's model for predicting earthquake-induced landslide displacements provides a simple way to predict the coseismic displacements affecting a sliding mass subject to earthquake loading. In this model, seismic slope stability is measured in terms of critical acceleration, which depends on the mechanical soil properties, pore-pressure distribution, and slope geometry. The triggering seismic forces are investigated in terms of energy radiation from the source, propagation, and site effects, based on 190 accelerometric recordings from 17 Italian earthquakes with magnitudes between 4.5 and 6.8. The method is based on the calibration of relations having the general form of an attenuation law that relates the energy of the seismic forces to the dynamic shear resistances of the sliding mass to propagate the expected landslide displacements as an inverse function of the distance from the fault rupture; the amount of displacement computed through these relations provides a criterion to predict the occurrence of slope failures. Finally, maps showing, in a deterministic and a probabilistic way, the potential of seismically induced landslide displacements are displayed as a tool to provide seismic landslide scenarios and earthquake-induced landslide hazard maps, respectively.  相似文献   

瑞安市暴雨强度概率分布公式参数估计研究   总被引：10，自引：1，他引：9       下载免费PDF全文

顾骏强陈海燕  徐集云 《应用气象学报》2000,11(3):355-363

该文根据瑞安市1965~1997年降水自记记录, 通过适当的概率模式对暴雨强度抽样频数分布进行拟合, 并由此编制反映暴雨强度、历时、重现期三者关系的i-t-T表.利用最优化法进行非线性超定方程组的求解, 从而实现对暴雨强度公式中参数的估计.  相似文献   

华北地区大范围内中等地震活动平静的统计检验及其预测意义   总被引：5，自引：0，他引：5  

蒋海昆  侯海峰  王邋 《内陆地震》2000,14(2):97-104

以相邻２次地震的时间间隔作为统计量,对华北地区的地震活动异常平静进行了统计检验。统计结果表明,中小地震的时间间隔服从幂指数分布,对华北地区而言中强地震之前大范围内中小地震活动的异常平静现象是明显的,以９０％的置信概率主为,ＭＬ≥４．５地震持续１１０天以上的平静可判定为异常;约有７０％的平静出现之后,华北地区有ＭＳ≥５．０地震发生。  相似文献   

Modelling distributions of significant wave height     

J. A. Ferreira  C. Guedes Soares   《Coastal Engineering》2000,40(4):185

  相似文献   

Some aspects of the hydrology of one-day annual minimum low flows of malawian rivers     

F. T. K. Sefe 《水文研究》1988,2(1):75-91

Five aspects of the hydrology of one-day annual minimum flows Q_IM, have been studied using data from twelve catchments in Malawi. Results indicate that the log-normal distribution can be fitted to all twelve catchments. Four of the rivers studied are intermittent. Application of statistical methods developed in meterology to the dichotomous-transformed data of these catchments revealed that two are ‘flow-dominant’ and the other two are ‘dry-dominant’. Another catchment is entirely dominated by a hydraulic gradient towards the Shire River and Elphant Marsh and so dries up every dry season for considerable periods of time despite the relatively high rainfall in the catchment. Q_IM, t-days after the date of occurrence of Q_IM(May), can be better estimated from simple regression than from an empirically determined recession constant.  相似文献   

中国未来极端气温变化的概率预估及其不确定性     

江晓菲  李伟  游庆龙 《气候变化研究进展》2018,14(3):228-236

本文基于第五次耦合模式比较计划的23个全球气候模式所提供的最高气温与最低气温在RCP4.5情景下的逐日格点资料,根据模式对5个极端气温指数的模拟能力,使用秩加权方法研究了中国未来极端气温变化的概率预估及其不确定性。结果表明,21世纪中期（2046—2065年）中国区域平均最高气温和平均最低气温的增加幅度相对于历史时期（1986—2005年）可能超过2.0℃（概率>66%),增加的大值区主要位于青藏高原南部。暖夜指数在中国大部分地区增加超过15%,西南和东南部沿海是增加的大值区,增幅超过20%。霜冻日数在全国范围内减少,减少的大值区位于青藏高原周围,减少日数超过了20 d。热浪指数在整个中国区域可能增加10 d以上,大值区位于西藏西南部,可达30 d。不确定性的结果表明,除热浪指数的可信度较低外,其余指数都有较高的可信度。到21世纪末期（2081—2100年),中国区域极端气温增加幅度超过前期,平均最高气温和平均最低气温很可能增加超过2.0℃（概率>90%),大值区除中国西部地区外,还扩展到了东北和青藏高原西南地区。中国大部分地区的暖夜指数增加超过15%,西南和南部沿海可能超过25%。大部分地区的霜冻日数减少20 d,青藏高原周围减少超过40 d。热浪指数在中国范围内增加20 d,青藏高原西南部增加40 d以上。除霜冻指数的信噪比略比21世纪中期大外,其余指数的信噪比与中期基本一致。  相似文献   

基于空间检验技术的甘肃河东地区短时暴雨预报产品误差分析     

韩晶  路亚奇  曹彦超  焦美玲 《沙漠与绿洲气象(新疆气象)》2023,17(1):83-89

以6个短时暴雨过程为例,采用空间检验技术对甘肃河东地区短时暴雨预报产品误差进行分析。结果表明：降水概率预报对于系统性降水过程预报准确度明显高于突发性降水过程;短时暴雨预报方法的预报位置较实况偏东偏南,纬度偏差-2.1°～1.3°,经度偏差-0.4°～3.1°;强度较实况偏弱,61%本地预报方法雨强为实况的0%～90%;降水范围较实况偏小,偏小程度最多仅6个格点;强度误差占比最大,其次为范围误差,位移误差最小。预报员可基于本地短时暴雨预报方法对预报误差进行相应的调整。  相似文献   

强震概率增大时段判定法TIP-M8在广东省及邻区的应用     

秦乃岗 《华南地震》2001,21(4):27-32

用强震概率增大时段判定法M8方法判断近年来广东省及邻区几个主要震区(粤闽赣地区、粤桂琼地区、珠江三角洲地区)的中期地震发展趋势,结果显示1997年5月福建永安5.2级地震,1999年5月海南5.1级地震,震前约1年半,地震所在区域均出现了强震概率增大时段.而珠江三角洲地区的计算结果未发现强震概率增大时段.  相似文献