兰州大学机构库 >数学与统计学院
风险决策的理论与方法及其在生态系统中的应用
Alternative Titlethe theory and method and its application in ecosystem
石洪华
Thesis Advisor李自珍
2003-05-12
Degree Grantor兰州大学
Place of Conferral兰州
Degree Name硕士
Keyword风险决策 生态风险 生态系统 可持续性发展
Abstract生态风险分析(ecological risk analysis)属于数学风险论与生态学相交叉的新兴边缘学科。它旨在利用风险评价与决策的理论与方法,根据生态系统的机理与机制,对生态系统特别是脆弱生态系统中潜在的风险进行分析、评价,并据以给出科学的管理决策。目前,关于生态风险的研究才刚刚起步。积极开展生态风险分析的研究对于生态系统的恢复建设和区域可持续发展都具有重要的现实意义。 作者分别以金融市场和生态系统风险为研究背景,探讨了风险的定义、内涵,建立了多个实用的风险评价与管理的数学模型,并分别进行了实例研究或实证分析。主要研究工作与启示如下: (1)系统分析了金融风险的内涵,并以上海证券市场为例,通过建立关联度模型,计算了五类收益率及其残差分布的贴近度,从而得出上海证券市场弱有效性的结论。系统探讨了VaR市场风险管理模型的内涵和特点,给出了基于经验分布VaR的计算模型和方法,并进行了实例决策分析。 (2)以河西地区农田生态系统为研究背景,系统阐述了生态风险的特点与内涵,定义了评价生态风险的若干重要指标,建立了若干生态风险评价的数学模型,并就绿洲农田生态系统中存在的盐渍化风险进行了实例计算分析。对河西地区绿洲生态系统面临的主导风险因子之一——干旱缺水,建立了风险评价模型,并以石羊河流域为例,定量计算了水资源利用的风险,同时对该地区水资源利用进行了模拟调控分析。结合VaR风险管理模型,并在以上工作的基础上,建立了一类新颖的实用区域生态系统风险管理模型——EVR。 (3)作者仅考虑了单一风险源的生态风险评价问题。事实上,生态系统作为区域内自然因子、生物因子和社会因子的综合复杂系统,其生态风险暴露是多种多样的。综合考虑各生态风险因子,以期对区域生态风险做出整体的、科学的合理评价与决策,需要进一步的努力和探索。借鉴金融风险分析和管理的经验,对生态风险进行总体评价和风险决策研究将是很有价值的探索领域。 (4)生态风险分析将风险管理与决策的思想引进到生态系统健康评价体系之中,从而实现了风险论与生态学的学科渗透。生态风险源于自然的、社会的以及人为的等诸多因素,因此也造成了生态终点的多样性。从这种意义上来说,生态风险的管理与决策是一个具有普遍性意义的问题;同时,它是一门需要不断探索、拓展,并不断规范的学科。
Other AbstractEcological risk analysis belongs to the marginal science. It combines the mathematics risk theory with ecology. Its aim mainly lies in using the method and theory of risk assessment and decision, to assess the latent risk in ecosystem especially in fragile ecosystem, according to the characters and mechanism of ecosystem. Now, the study about ecological risk is just starting. Developing the study of ecosystem healthy risk actively has important realistic significance for ecosystem recovery construction and region sustainable development. The author of this paper attempts to have the technology, theory and the advanced effective thought in financial engineering, applied into the specific ecosystem. This thought has run through the full text all along. In this paper, with the study backgrounds of financial market and ecosystem risk respectively, the author has discussed in detail the definition of risk, its connotation, as well as the mathematics model and method of risk assessment and decision, and has carried it out in certain case study respectively. Primary research results are: I. It analysises the connotation of financial risk. A new and rational financial risk model has been established and carried out in really case study for Shanghai securities market. VaR is a kind of advanced financial risk management tool, which springs up in recent years. In the second chapter of this paper, its connotation, characteristic and the calculation method based on experience distribution are discussed. II. Ecological risk analysis makes well use of the risk management and decision methods to assess and manage the ecological risk. There are not enough reference papers to be referred, most of which still concentrate in the field of toxicology. In fact, the ecological risk results from many factors, such as the natural factor, human activity and others. So, the decision and management of the ecological risk is a very popular problem. On the other hand, it is a subject that needs to be explored and extended continuously. III. Ecosystem is a very complex system, which consists of natural factor, biological factor and social factor, so its ecological risk expose is very various. Considering all the ecological risk factors in order to make more reasonable assessment and decision for regional ecological risk, needs further effort and explore. In this paper, the author has considered the ecological risk assessment of single risk factor. IV. Financial engineering is a n...
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Language中文
Document Type学位论文
Identifierhttps://ir.lzu.edu.cn/handle/262010/225413
Collection数学与统计学院
Recommended Citation
GB/T 7714
石洪华. 风险决策的理论与方法及其在生态系统中的应用[D]. 兰州. 兰州大学,2003.
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