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91.
Although the “real option valuation” (ROV) methodology offers extremely valuable insights in optimising investment decisions in the face of uncertainty, its practical acceptance in the mining industry has until recently been slow because of its perceived computational complexity. Recent conceptual advances in the use of binomial lattices and software developments in the areas of decision trees and dynamic programming, have significantly simplified ROV analysis and made it of practical application in day-to-day financial evaluations and decisions involving uncertainty. This paper provides general background on the ROV methodology and an example of how a typical farm-in/out agreement, as a preliminary to the establishment of a joint venture (JV), can be valued as a series of sequential and compound real options. For illustrative and quality assurance purposes, a simple farm-in/out agreement is valued from the point of view of the party acquiring equity in the project (the farm-inee) using two distinct methods, i.e. (a) a binomial lattice and (b) a decision tree in combination with binomial stochastic processes, in both cases neutralising risk using the user-friendly “risk-neutral probability”. The fact that exactly the same ROV is obtained by both methods provides confidence in the modified decision tree approach, which opens up the capacity to value the more complex sequential/compound real options inherent in real-life farm-in/out agreements. The model is then modified to incorporate a number of realistic contractual conditions often encountered in typical exploration and mining farm-in/out deals. The paper demonstrates how the increased complexity of the model can be relatively easily addressed using a decision tree with dynamic programming capability. 相似文献
92.
齐宏伟 《中国安全生产科学技术》2011,7(2):123-126
归纳了危害结构安全的主要装修改造行为,提出装修改造对结构安全性影响应以整体结构为研究对象,分析结构整体抗力的变化。以实际工程为例,对装修改造前后建筑结构进行设计复核,重点分析了建筑荷载增加、承重墙窗下墙拆除对结构安全性的影响。指出在各种装修因素综合作用下,结构承重体系发生改变,尤其是抗震薄弱构件的出现,使结构整体抗震能力大大降低。提出保证建筑结构安全性的合理化建议,对防止突发性灾害具有重要意义。 相似文献
93.
Kasim A. Korkmaz Ali SariAsuman I. Carhoglu 《Journal of Loss Prevention in the Process Industries》2011,24(4):314-320
In 1999, two earthquakes in northwest Turkey caused heavy damage to a large number of industrial facilities. This region is the most industrialized in the country, and heavy damage has a significant economic influence. Industrial storage tanks, ruptured by earthquakes, exascerbate damage through the spread of fire. Storage tanks are uniquely structured, tall cylindrical vessels, some supported by relatively short reinforced concrete columns. The main aim of this study is to evaluate the earthquake performance of Turkish industrial facilities, especially storage tanks in terms of earthquake resistance. Modeling a typical storage tank of an industrial facility helps to understand the structure’s seismic response. A model tank structure was modelled as a solid with lumped mass and spring systems. Performance estimation was done with 40 different earthquake data through nonlinear time history analyses. After the time history analyses, fragility analyses produced probabilistic seismic assessment for the tank model. For the model structure, analysis results were evaluated and compared. In the study, vulnerability of storage tanks in Turkey was determined and the probabilistic risk was defined with the results of the analysis. 相似文献
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南水北调大型渡槽结构抗震安全性研究 总被引:1,自引:1,他引:1
阐述了南水北调中大型渡槽的抗震问题,分别介绍了基于常微分方程求解器(ODE)和有限元方法的大型渡槽动力计算模型、动力特性分析和设置铅芯橡胶支座(LRB)的隔震分析。研究表明,基于ODE求解器的解析和半解析方法有很好的精度和可靠性,可用于大型渡槽的初步设计。结合所得的研究成果,对南水北调的渡槽抗震提出了合理化建议。 相似文献
99.
石窟文物病害成因分析及其对策研究 总被引:2,自引:0,他引:2
本文在概述石窟寺主要病害的基础上,结合典型灾例,从气象气候因素、地震活动、水文特征、环境工程地质条件、石窟寺结构和龛内文物自身的特殊性以及人类社会行为因素等6个方面详细分析了石窟文物病害形成的内部作用因素和外部环境条件,强调了综合减灾的重要性,并提出了相应的减灾对策。本文旨在为石窟寺的科学保护和文物修复工作提供理论基础和实践依据 相似文献
100.
结构物震害预测的灰色贝叶斯方法 总被引:3,自引:1,他引:3
本文提出了一种结构物震害预测的新方法。该方法棋于贝叶斯理论和灰色系统理论,可以充分考虑到某类结构物震害所表现出的共性和某一特写结构物所具有的特殊性,能作出较全面的反映结构物实际状况的震害预测。 相似文献