THE 8^th INTERNATIONAL CONGRESS ON INDUSTRIAL AND APPLIED MATHEMATICS

..............page:568

Flight Punctuality Evaluation for An Airline
JING De-guo;CHI Hong;XU Bao-guang;ZHU Shuo;Institute of Policy and Management;Chinese Academy of Sciences;

..............page:571-582

GAMLSS and Its Application in Ratemaking of Auto Damage Insurance
MENG Sheng-wang;WANG Xuan-he;Center for Applied Statistics;Renmin University of China;School of Finance;Dongbei University of Finance & Economics;

..............page:583-591

The Prediction to the Influence Factors of Xinjiang Public Health Service Demand and Evaluation on Relationship of Supply and Demand Assessment
MAIMAITI Erxiding;DONG Ya-li;WEI Xian-hua;Graduate School of Management of Chinese Academy of Sciences;

..............page:592-603

Empirical Study on the Comprehensive Evaluation of E-service Quality in Chinese C2C Markets
DENG Zhi-hong;ZHENG Wei-liang;QIN Jun-chang;Shenzhen Institute of Information Technology;

..............page:604-619

Hypothesis Test for Mixture Model
HUANG Xiu-xiu;ZHANG Chong-qi;School of Mathematics and Information Science;Guangzhou University;

..............page:620-627

Research on The Long Memory Parameter of Time Series based on High Frequency Data
LIU Hong;WANG Jiang-tao;The School of Statistics and Mathematics;Zhongnan University of Economics and Law;

..............page:628-633

Hierarchy Clustering Analysis of Interval Data based on Hausdorff Distance
GUO Jun-peng;TAN Zhi-hui;DENG Deng;College of Management and Economics;Tianjin University;

..............page:634-641

Estimation and Test for Multi-Poisson Populations with Partially Missing Data
LIAO Juan-fen;LI Chun-hong;Math’s;Cenxi Middle School;College of Mathematics and Information Science;Guangxi University;

..............page:642-646

The Empirical Likelihood Inference of Parameters in the Panel Count Data Model
HU Hong-chang;CUI Heng-jian;School of Mathematical and Statistical Sciences;Hubei Normal University;School of Mathematical Sciences;Capital Normal University;

..............page:647-654

Measures and Empirical Study on the VaR and CVaR by the Use of Semiparametric EGARCH Model
WANG Li-tong;WANG Xiao-ye;YUAN Jun-qing;ZHOU Ming-hua;College of Science;Zhejiang University of Technology;

..............page:655-659

PD Method for Unconstraining Estimation in Revenue Management:Beyond the Normal Demand
GUO Peng;XIAO Bai-chun;LI Jun;Key Laboratory of Service Science and Innovation of Sichuan Province;School of Economics and Management;Southwest Jiaotong University;College of Management;Long Island University at C.W.Post;Brookville;

..............page:660-672

Comparing of the Corporate Life Cycle Assessment Methods Based on Kappa Test
FENG Bian-ying;Research Institute of Management Science and Engineering;Department of Applied Mathematics;Yuncheng University;

..............page:673-681

Equivalent Mapping Characterization of Structure Function-Reliability Calculation for k/n(G) Systems Involving Failure Correlation
TANG Jia-yin;HE Ping;ZHENG Jie;ZHAO Lian-wen;LI Yu-qi;Department of statistics;College of mathematics;Southwest Jiaotong University;State Key Laboratory of Traction Power;Southwest Jiaotong University;

..............page:682-690

Empirical Study on Technical Efficiency and Its Factors of Property-Casualty Insurance Company
WEI Ping;QI Lei;School of Finance;Renmin University of China;

..............page:691-704

Inter-Industry Wage Differentials in China and Its Contributing Factors
LIU Yang;LIANG Feng;School of Statistics and Mathematics;Central University of Economics and Finance;School of Statistics;Capital University of Economics and Business;Economics and management school;Beijing Institute of Petrol-Chemical Technology;

..............page:705-713

Research on the Portfolio Implications of Stocks,Bonds and Gold in China——An Analysis of Dynamic Relationships based on DCC-MVGARCH Model
YUAN Chen;FU Qiang;PENG Xuan-hua;College of Economy and Business Administration;Chongqing University;

..............page:714-723

Backtesting Risk Models for CSI300 Index Futures
WANG Peng;WEI Yu;WANG Hong;Institute of Chinese Financial Studies;Southwest University of Finance and Economics;Collaborative Innovation Center of Financial Security;School of Economics and Management;Southwest Jiaotong University;Academy of Mathematics and System Science;

..............page:724-733

Pricing American Call Option on Stocks with Known Dividends under the Jump-diffusion Process
PENG Bin;SEME;Beijing University of Civil Engineering and Architecture;School of Business;Renmin University;

..............page:734-743

Granger Causality Graphs with Application to Information Transmission in International Stock Markets
CAI Feng-jing;CUI Yu-feng;LI Yuan;School of Mathematics & Information Science;Wenzhou University;Key Laboratory of Mathematics and Interdisciplinary Sciences of Guangdong Higher Education Institutes;Guangzhou University;Heze Industrial School of Shandong Province;School of Mathematics & Information Science;Guangzhou University;

..............page:744-751

VaR Risk Measurement of China’s Stock Market based on Generalized Hyperbolic Distribution
YANG Ai-jun;LIN Jin-guan;LIU Xiao-xing;School of Economics and Managament;Nanjing Forestry University;School of Economics and Finance;Southeast University;Department of Mathematics;Southeast University;

..............page:752-760