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Decoherence in a ballistic quantum interferometer due to the interplay of radio-frequency electromagnetic field and surface acoustic wave
台灣地區商業銀行作業風險資本評估
From the loss data associated with the significant operational risks of Taiwanese commercial banks during the period from 1995 to 2009, we collected a set of 323 observations to use for modeling and estimating tail parameters of the banks' operational loss distribution. By means of three copula functions, we calculated correlations between event pairs, tested for independence between different classifications of risk types in the Basel II framework and sought to understand the characteristics and concentration of commercial banks' operational risks. Further, we estimated parameters for the generalized Pareto distribution and compared its fit with those of standard parametric models. A bootstrap method was used to estimate confidence intervals for the parameter values. In addition, value-at-risk and expected shortfall calculations were performed. Our results provide important information that financial supervisory authorities can use when accounting for operational losses of commercial banks. This research also contributes to the measurement of operational risk capital for the banks.國外SSCI紙本GB
Bayesian estimation of stress strength parameter for bivariate normal distribution under a updated type-II hybrid censoring
皇民化社會的時代
台灣社會在評論戰前日本的殖民統治時,經常提及總督府對台灣民眾實施「皇民化」教育。近年來台灣學術界也針對「皇民化」的課題做了一番討論。何謂「皇民化」?「皇民」是什麼意思?即使在日本殖民統治時代末期的1943年,台灣社會從官方到民間,仍然沒有論定。
所謂「皇民化」,係指1930年代日本當局為了配合時代環境與戰爭局勢的演變,所實施的一連串社會教化運動,不僅是許多活動的統稱,也並非全由總督府主導,而是由各地方政府自主推動的一種社會革新運動。所以,「皇民化運動」是使台灣社會沐浴「皇化」(日本化)的一種社會運動。而把台灣形塑成「皇民化」社會的推手,即是日本一套具有濟世顧問性質的「方面委員制度」。1940年,隨著戰爭局勢的緊張,台灣版的「大政翼贊會」,即「皇民奉公會」於焉成立,加速了台灣社會的「皇民化」,也成為地方社區「方面委員」的重責大任。補正完