CreditRisk+模型下商业银行经济资本配置研究

对金融资产风险的度量与经济资本的分配应该体现分散化效应,传统的V aR方式不能保证分散化效应的次可加性.本文讨论了基于T a ilV aR这一新的风险度量与经济资本分配标准,并在违约率均值不变情况下,对C red itR isk+模型下的商业银行经济资本分配进行了实证分析.     

Power scaling of printed-circuit-board preionized TEA CO2 laser up to 3.6 kW

A high average power, high-repetition-rate TEA CO₂ laser employing printed-circuit-board preionizer is described. The power scaling of this preionization configuration has been demonstrated. The average output power reaches 3.6 kW at pulse repetition rate of 180 pps. Furthermore, the scaling-up ability of the rotating spark gap as high-voltage switch for high-average-power gas laser has been validated.     

DUAL RECIPROCITY HYBRID BOUNDARY NODE METHOD FOR THREE-DIMENSIONAL ELASTICITY WITH BODY FORCE

Combining Dual Reciprocity Method （DRM） with Hybrid Boundary Node Method （HBNM）, the Dual Reciprocity Hybrid Boundary Node Method （DRHBNM） is developed for three-dimensional linear elasticity problems with body force. This method can be used to solve the elasticity problems with body force without domain integral, which is inevitable by HBNM. To demonstrate the versatility and the fast convergence of this method, some numerical examples of 3-D elasticity problems with body forces are examined. The computational results show that the present method is effective and can be widely applied in solving practical engineering problems.     

ClONO2异构化反应和分解反应的理论研究

用B3LYP/6 31+G(d)和MP2 (Full) /6 31+G(d)优化ClONO2 及其分解反应和异构化反应的过渡态和产物的分子结构 .在B3LYP/6 31+G(d)水平上计算了相关分子的振动频率 .ClONO2 的几何结构、振动频率和红外强度与实验测量值符合得很好 .找到了未曾报道的立体异构体 .对这一立体异构体进行了高级别理论方法CCSD(T) /6 311G(d)和QCISD(T) /6 311G(d)的几何结构优化和振动频率计算 ,表明它是一个稳定的立体异构体 .在所研究的几种反应中 ,ClONO2 分解为NO2 +ClO是最容易进行的反应 .而ClONO2 异构为立体异构体的反应是最难进行的反应 .其所需克服的过渡态的能垒为 4 81.5 2kJ/mol,而反应吸收能量为 2 99.85kJ/mol.次难进行的是ClONO2 经TS1到反应中间体M1,再经TS12而分解为ClNO +O2 的反应 .这个反应通道所需克服过渡态的能垒为 4 2 1.5 5kJ/mol,反应吸收能量为 15 7.98kJ/mol.从以上分析可知 ,和ClO +NO2 反应生成ClONO2 比较 ,ClONO2 具有较好的稳定性 .     

电源最大输出功率的条件及公式的应用

当外电路的电阻等于电源内电阻时,电源输出功率最大,应用这个结论,可以省去许多计算步骤.但实际应用时还要注意一些问题,下面从几个方面加以讨论.1 电源实际输出功率与最大输出功率的区别 这是两个不同的概念,一些学生往往会用Pm=(?)/4r计算电源输出最大功率,其实,(?)/4r只是电源输出功率的极限,电源一般不在该状态下工作.     

Synthesis and luminescence properties of lanthanide(III) chelates with polyacid derivatives of thienyl-substituted terpyridine analogues

Two new polyacid derivative ligands of thienyl-substituted terpyridine analogues, N,N,N¹,N¹-[4′-(2?-thienyl)-2,2′:6′,2″-terpyridine-6,6″-diyl]bis(methylenenitrilo) tetrakis(acetic acid) (TTTA) and N,N,N¹,N¹-[2,6-bis(3′-aminomethyl-1′-pyrazolyl)-4-(2″-thienyl)pyridine] tetrakis(acetic acid) (BTTA), were synthesized, and the luminescence properties of their Eu³⁺ and Tb³⁺ chelates were investigated. The Eu³⁺chelates of the two ligands are strongly luminescent having luminescence quantum yields of 0.150 (TTTA-Eu³⁺) and 0.114 (BTTA-Eu³⁺), and lifetimes of 1.284 ms (TTTA-Eu³⁺) and 1.352 ms (BTTA-Eu³⁺), whereas their Tb³⁺ chelates are weakly luminescent. The TTTA-Eu³⁺ chelate was used for streptavidin (SA) labeling, and the labeled SA was used for time-resolved fluoroimmunoassay of insulin in human sera. The method gives the detection limits of 33 pg ml⁻¹.     

Nonlinear rheological behavior of silica filled solution‐polymerized styrene butadiene rubber

The reinforcement and nonlinear viscoelastic behavior have been investigated for silica (SiO₂) filled solution‐polymerized styrene butadiene rubber (SSBR). Experimental results reveal that the nonlinear viscoelastic behavior of the filled rubber is similar to that of unfilled SSBR, which is inconsistent with the general concept that this characteristic comes from the breakdown and reformation of the filler network. It is interesting that the curves of either dynamic storage modulus (G′) or loss tangent (tan δ) versus strain amplitude (γ) for the filled rubber can be superposed, respectively, on those for the unfilled one, suggesting that the primary mechanism for the Payne effect is mainly involved in the nature of the entanglement network in rubbery matrix. It is believed there exists a cooperation between the breakdown and reformation of the filler network and the molecular disentanglement, resulting in enhancing the Payne effect and improving the mechanical hysteresis at high strain amplitudes. Moreover, the vertical and the horizontal shift factors for constructing the master curves could be well understood on the basis of the reinforcement factor f(φ) and the strain amplification factor A(φ), respectively. The surface modification of SiO₂ causes a decrease in f(φ), which is ascribed to weakeness of the filler–filler interaction and improvement of the filler dispersion. However, the surface nature of SiO₂ hardly affects A(φ). © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 2594‐2602, 2007     

An effective modeling and solution approach for the generalized independent set problem

The generalized independent set (GIS) problem was first introduced by Hochbaum and Pathria (Forest Sci 43(4), 544–554, 1997) and independently explored in greater detail by Hochbaum (Manage Sci 50(6), 709–123, 2004). This problem, with applications in forest management and a variety of related areas, is a generalization of the classical maximum independent set problem. In this paper we highlight a natural, nonlinear formulation for the problem that is an attractive alternative to the linear model found in the literature. The effectiveness of this alternative formulation is demonstrated by computational experience on test problems of varying size and density, disclosing a dramatic reduction in the time to obtain optimal and near optimal solutions and an ability to solve much larger problems.     

Development and applications of an on-line thermal neutron prompt-gamma element analysis system

This paper introduces the principles, instrumentation, implementation, and industrial applications of an on-line thermal neutron prompt-gamma element analysis system (using a²⁵²Cf neutron source, Am–Be neutron source, or neutron generator). The energy resolution of the system at the H prompt-gamma full-energy photopeak (2.22325 MeV) is 3.6 keV. The concentration measurement error of Al₂O₃, FeO₃, CaO, and SiO₂ is ±0.3%, ±0.1%, ±0.4%, and ±0.4%, respectively. The system has been tested on-site at both the Shandong and the Zhengzhou Aluminium Works. Our preliminary on-site measurements confirm that the stability, reliability, measurement range, and accuracy of the system can meet the requirements of the aluminium production process. Facilitation of this measurement at aluminium plants is expected to reduce plant costs by over 3 million dollars annually through reduced energy consumption, more rapid qualification of pulps being mixed during the production process, and in reduced labor costs.Other participants of Shandong and Zhenghou Aluminium Works are: Wang Aili, Zengshen, Dei Jianguo and Lu Jinnan, Wang Deyu, Jin Hequan.