Stochastic analysis in life office management: applications to large annuity portfolios

The paper deals with the riskiness analysis for a large portfolio of life annuities. By means of the limiting distribution of the present value of the portfolio, in the first part of the paper a model for evaluating the investment and the projection risks is presented. In the second part, with regard to the investment risk's effects, the insolvency risk is measured considering the cumulative probability distribution function of the discounted average cost per policy. Copyright © 2003 John Wiley & Sons, Ltd.     

Förster energy transfer from poly(arylene–ethynylene)s to an erbium–porphyrin complex

We study the infrared emission at 1.54 μm of an organolanthanide complex, Er(III)-tetraphenylporphyrin [Er(TPP)acac], both as a result of direct optical excitation and via energy transfer from host π-conjugate polymers of type poly(arylene–ethynylene) [PAE]. In the first case, the emission of the neat complex is characterized in inert transparent materials and a value of the quantum yield at 1.54 μm φ_IR=4×10⁻⁴ is measured. Then, fluorescence resonance transfer is investigated in blends of Er(TPP)acac with PAEs by monitoring the quenching of the polymer fluorescence along with the enhancement of both the visible emission of the ligand and the near-infrared band of Er³⁺. These different procedures allow a detailed analysis of the transfer efficiency within a specific implementation of the Förster model for polymeric donors. The experimental values of the critical radius R₀, ranging from 1.3 to 2.5 nm for the different blends, are in good agreement with theory for a wide interval of the physical and spectroscopic parameters. This suggests that other mechanisms for excitation transfer do not play a significant role in these materials.     

碱蓝6B共振光散射法检测DNA

研究了碱蓝 6B与脱氧核糖核酸在酸性条件下共振光散射特征 ,考察了影响因素和最佳反应条件 ,建立了一种测定纳克级DNA的方法。在四硼酸钠 盐酸 (pH =2 90 )缓冲溶液中 ,线性范围为 10～ 10 0 4 μg·L- 1 ,相关系数为 0 9913,检出限为 4 2 μg·L- 1 ,用于合成样品的测定结果令人满意。     

非谐调π空间可测场的分类

讨论π空间可测场的谐调性问题。给出非谐调可测场的等价条件，进而对非谐调可测场进行分类，并对各类可测场给出相应的刻划。最后给出一个例子。     

重视直观性教学法在高等数学教学中的应用

在多年的教学实践及理论研究基础上提出了在高等数学教学中应大力提倡和广泛应用的方法——直观性教学法 ,即在教学过程中运用各种手段在概念、定理、证明、解题中突出其直观性 ,培养学生的数学直觉 ,提高其数学文化素质 .直观性教学法可以培养学生学习兴趣 ,提高记忆品质 ,提高学习效率 .本文先从数学的本质及人类思想的规律两方面理论上论证了直观性教学法的可行性 ,又从高等数学的教材及教学两方面实际论证了直观性教学法的必要性 .最后以三个教学案例具体说明了直观性教学法的实施方法     

Probing the Stau-Stau-Higgs Couplings in the MSSM at NLC

In the minimal supersymmetric standard model (MSSM) with CP violating phases, this paper discussesthe production of the lightest neutral Higgs boson in association with tau sleptons at future high-energy e e- linearcolliders. In parameter space of the constrained MSSM, the production cross section of e e- → h0τ1 τ1- can be verysubstantial at high energies. This process would provide a production mechanism for probing couplings of neutral Higgsbosons to tau sleptons as well as some soft supersymmetric breaking parameters at next linear colliders.     

多心理账户下机构投资者的风险优化研究

从决策有限理性角度，引入行为金融理论于机构投资风险优化系统，对多心理账户条件下机构投资的风险优化设计进行了研究。以Friedman和Savage之谜为释例，对机构投资风险优化中的诸多非标准金融异像进行了解释。以Shefrin和Statman行为证券组合理论为核心，建立了多心理账户条件下机构投资的风险优化模型，为机构投资的风险优化实践提供了一种量化分析工具。     

Gorenstein代数上的Hopf代数作用

令H是有限维Hopf代数，A是左H-模代数。本文证明了A是Gorenstein代数的充分必要条件。A^H也是Gorenstein代数的条件。它是Enochs EE,GarciaJJ和del RioA关于群作用相应的理论的推广，同时给出A/A^H是Frobenius扩张的条件。     

激光雷达中层大气遥感技术

介绍了中科院武汉物理与数学研究所瑞利激光雷达的技术特点，并从其对武汉地区中层大气密度和温度廓线探测的典型结果，给出了该激光雷达对中层大气主要参数的探测能力。     

用于强磁场的快响应真空规的研制进展

研制了能在强磁场、强干扰环境下工作的快响应真空电离规(快规),用于对HL 2A装置偏滤器室和等离子体附近的中性粒子密度和通量进行原位测量。介绍了快规的结构、工作原理、设计要点以及实验结果。在无磁场的情况下,快规对气体压强的测量范围为6.4×10-6～0.15Pa,在1×10-5～0.15Pa范围内,快规收集极离子流与发射电子流之比与气压保持良好线性关系;在0 15T的磁场下,快规的规管常数未发生显著变化,在规管对称轴与磁力线的夹角小于15o时,规管常数的变化小于10%。