The many proper limited water levels were study out through analyzing the engineering condition and safe operation instance of the reservoir ; the stochastic simulation method and frequency analysis method were adopted to calculate the flood control risk rate of reservoir at the different limited water levels 通过分析水库的工程条件与安全运行情况,拟定了可能的汛限水位方案集,采用随机模拟和频率分析的方法计算出了水库在各种汛限水位方案下的防洪风险率。
The optimal solutions we gain with the two methods are only the return rate and the risk rate of the optimal solution , which meet the specific investor ; in addition , the concrete portfolio project must be settled , in this paper , model is amended to suit the actual situation at first , and the constrained optimization genetic algorithm is used to solve the problem 通过以上两种方法得到的最优解只是满足特定投资者投资偏好的最优解的收益率及风险率，而具体的组合方案还需进行进一步的解决。本文首先通过修改模型，使模型适应实际情况，再用针对该模型的约束遗传算法进行求解。
( 3 ) the idea suggested in this paper of converting flood into utilizable resource 、 attempering flood by engineering means and supervising human behaviors in the flooded area . to overcome the various barriers arising from ideology 、 systems 、 technology and economy which the establishment of risk management system of flood will be confronted with , this paper also suggests a statistical approach to estimate extremum and the concept of gray - uncertainty risk in figuring flood risk and analyses the severe harmfulness of accidents of extremum risk , furthermore , supplements and perfects present quantity - analyzing method of risk loss 3 、本文提出洪水资源化的观念，以工程手段对洪水进行调节，以法律、行政、经济、教育等综合性的手段对人类在洪泛区中的行为进行管理，是削弱洪水的危害性、减轻洪水风险的有效方式，提高的防洪安全保障需求，实行洪水风险管理是必由之路。洪水风险管理体制的建立必然面临观念方面、体制方面、技术方面与经济方面的重重障碍，并提出洪灾风险评价的极值统计学方法和灰色-随机风险率的概念，建立了其表达形式与计算方法，它完善了现有的风险损失量化方法。
We can learn from the result that adopted the different limited water levers in flood season could raise the benefit of reservoir but not increasing the risk of reservoir at the same time . the risk rate of flood control will increase if the limited water level is raised , but the increased flood control risk will not very large at frequent flood owing to the discharge capacity of reservoir is larger 分析发现,水库实现分期汛限水位控制,可以在不增加水库防洪风险的同时提高水库的兴利效益,抬高水库的汛限水位,防洪风险率会增加,但由于水库的下泄能力较大,在常遇洪水情况下其防洪风险率增加幅度并不会很大。
According to the problem that the recovery rate is traditional treated as a constant or an independent stochastic variable by the classical credit risk pricing and management model , and problem that the negative correlation between the default probability and recovery rate is always neglected , this dissertation gets the exponential and logarithm regression models of default probablilty and recovery rate based on some empirical researches , and improves on several broadly applied credit risk models , such as structural hazard rate model , affine structure model , convertible bond pricing model and credit metrics model , and introduce the negative correlation between 针对传统的信用风险定价模型及信用风险管理模型将违约回收率看成是一个外生的常数或是一个独立的随机变量,而忽略回收率和违约概率之间的负相关性这一问题,本文应用相关实证研究得到了违约概率和回收率的指数和对数回归模型,并对应用非常广泛的结构化风险率模型、仿射结构模型、可转换债券定价模型和creditmetrics模型进行了改进和拓展,在新模型中应用指数和对数函数引入了这两个变量之间的负相关性。
Secondly , based on frequency analysis and taken baishi reservoir as an example , study is carried out on extreme risk rate of limited water level dynamic control , which considers the security of dam and downstream protecting objects . case study shows that with the prerequisite of variant extreme risk index and limited water level , methods for computing and querying extreme risk rate is feasible . computing tune is consumedly reduced with graph solution , and gui offers a practical tool for decesion - makers . this method has extensive application potential to new built reservoirs without forecasing operation conditions 通过白石水库的实例研究表明，分别以不同极限风险率指标为前提、在不同汛期限制水位下起调洪水，其极限风险率的计算和查求方法是可行的；通过图解简化了水库调度运用时的计算工作量，亦可通过计算机交互界面，为决策者提供了一个切实可行的工具，方便决策者应用。对于那些新建、还不具备预报调度条件水库，本方法有推广应用价值。
Firstly , the status of our nation ' s water resources , flood and arid hazards is overviewed to illustrate the necessity for study on dynamic control of flood season limited water level . disadvantages in traditional limitsd water level design , static control of limited water level design , static control of limited water level and fuzzy limited water level curve are pointed out , and mending methods for these are introduced . dynamic control and its key problems are analyzed hi next section . the allowable range of limited water level is determined , so as the allowable extreme risk index . the definition of extreme risk is re - illustrated , risk analysis methods in reservoir operation is discussed either . according to the definition of extreme risk rate , the allowable extreme risk rate of reservoir is systematically demonstrated with variant extreme risk indexes and flood season limited water level 本文首先阐述了我国水资源状况和水旱灾害、说明水库汛期限制水位动态控制研究的必要性；介绍了传统汛限水位设计、汛限水位静态控制、模糊汛限水位过程线存在的问题及其初步改进方法；分析汛期限制水位动态控制的方法及关键问题；进一步阐述了水库极限风险率的定义；根据极限风险率定义，详细叙述了不同极限风险指标时、不同汛期限制水位下起调，水库所能承受的极限风险率计算方法。然后，基于极限风险率计算方法，以白石水库为背景，研究“考虑坝体自身安全、考虑坝体安全与下游防护对象控制下泄流量的汛限水位动态控制的极限风险率” 。
