本研究探討面臨顯著背景風險（諸如核保等風險）金融機構之投資策略，考量加入國外投資風險下，該金融機構如何決定最適動態資產配置策略，為充分反映市場風險、匯率風險及核保風險，本研究以隨機方程式描述資產價值及核保經驗之變動，並以假想之人壽保險公司作為討論對象，預估未來現金流量並建構公司財務資訊相關之隨機模型，給定最低資本限制下，於指定投資期限內達到全期淨值(盈餘)最佳效用值為目標。本文依照給定之背景風險建構隨機控制模型，利用動態規劃法求出最適資產配置。結果顯示最適投資組合將由三項要素組成：1.極小化盈餘變化之變異數之部位；2.類似於短期投資組合策略之避險部位；以及3.用以規避背景風險之避險部位。因為模型複雜性之限制，以逼近馬可夫理論之數值方法計算最適投資策略。 / This paper analyzes the optimal asset allocation for insurers and investors who are required to cope with significant background risks due to underwriting uncertainties and interest rate risks among a set of stochastic investment opportunities. In order to hedge properly the country risks due to local volatile financial market, the foreign investment opportunities are included in the optimal portfolio decision. In this study, detailed formulation using the projected cash flows of a hypothetical life insurance company and its related stochastic phenomena are constructed. The insurers are assumed to maximize the expected discounted utility of their surplus over the investment horizon under the minimal capital requirement. Our problem is formulated as a stochastic control framework. According to the optimal solution, the optimal portfolio can be characterized by three components: a hedging component minimizing the variance of the change in surplus, a hedging component familiar to myopic portfolio rule, and a risk hedging component against the background risks. Since the explicit solutions cannot be achieved due to model complexity, the Markov chain approximation methods are employed to obtain the optimal control solutions in our numerical illustration.

XML (eXtensible Markup Language)是今日新興在網路上所使用的延伸性的標記語言。它具有豐富的語意表達及與展現方式獨立的資料獨立性。由於這些特性，使得XML成為新的資料交換標準並且其應用在資料庫中產生了許多新的研究議題在資料儲存和查詢處理上。在本篇研究中，將研究XML資料庫中的績效評估的議題並且發展一個可適用於不同應用領域及各種平台上的使用者導向且開放型工作量模式以評估XML資料庫績效。此XML開放型的工作量模型包含三個子模型─XML資料模型、查詢模型以及控制模型。XML資料模型將模式化XML文件中階層式的結構概念；查詢模型包含了一連串查詢模組以供測試XML資料庫的處理查詢能力以及一個開放型的查詢輸入介面以供使用者依照需求設定所需的測試查詢；控制模型中定義了一連串變數以供設定績效評估系統中的執行環境。我們發展此系統化且具開放型的工作量方法可以幫助各種不同應用領域的使用者預測及展現XML資料庫系統的績效。 / XML (eXtensible Markup Language) is the emerging data format for data processing on the Internet. XML provides a rich data semantics and data independence from the presentation. Thanks to these features, XML becomes a new data exchange standard and leads new storage and query processing issues on database research communities. In this paper, the performance evaluation issues on XML databases have been studied and a generic and requirement-driven XML workload model that is applicable to any application scenario or movable on various platforms is developed. There are three sub-models in this generic workload model, the XML data model, the query model, and the control model. The XML data model formulates the generic hierarchy structure of XML documents and supports a flexible document structure of the test database. The XML query model contains a flexible classical query module selector and an open query input to define the requirement-driven test query model to challenge the XML query processing ability of the XML database. The control model defines variables that are used to set up the implementation of a benchmark. This open, flexible, and systematic workload method permits users in various application domains to predicate or profile the performance of the XML database systems.

網際網路超媒體資訊系統讓使用者能透過各種媒體共享資訊。每個超媒體資訊系統都擁有其後端資料庫。超媒體資料庫是用來儲存各種形式的資料。在近幾年來，超媒體資料庫有愈來愈多的趨勢。但我們無法知道哪種超媒體資料庫的績效較佳。績效評估是個重要的工具，它可以用來衡量和評估超媒體資料庫的效能。現今有許多績效評估的工作量模型可用來測試一般的資料庫，但卻沒有適合用來測試超媒體資料庫的工作量模型。在這情況下，我們發展了更一般化、由四個元件組成的工作量模型，用來作超媒體資料庫的績效評估。這四個元件分別為物件模型(Object Model)、應用模型(Application Model)、導覽模型(Navigation Model)及控制模型(Control Model)。每一個元件是用來建立每一面向的超媒體資料庫工作量需求。之後，我們建立此工作量模型的系統雛形，以證明此超媒體工作量模型是可行的。發展此正規且系統化的工作量方法可以幫助使用者預測及表示超媒體資料庫系統的績效。最後我們討論並解釋我們的工作量模型及和其它物件導向資料庫績效評估的關係。 / Web-based Hypermedia information systems (WHIS) enable users to share the information through a variety of media. Every Hypermedia information system has its own backend databases. The Hypermedia database is used to store a variety of data. Hypermedia databases are created more and more in the recent years. But we cannot find out which Hypermedia database provides higher performance. Benchmark gives a vital tool to measure and evaluate the performance of the Hypermedia databases. There are many benchmark workload models used to test the general databases. However, there is few benchmark workload model to test the Hypermedia databases. With this scenario, we have developed a more generalized four-component workload model for Hypermedia database benchmark. These components are the object model, the application model, the navigation model, and the control model. Each models one key aspect of the Hypermedia database workload requirements. And then, we build the prototype of this workload model to showht the Hypermedia benchmark workload model is feasible. A formal and systematic workload method is developed that can help users predict and profile the performance of the Hypermedia databases. Finally, we discuss and explain our workload model and the relationships with other object-oriented database benchmarks.