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.     

一类复杂循环排队系统的计算机模拟及其在进程调度中的应用

讨论了顾客到达时间和服务时间与等待队列队长有关的排队系统模拟,顾客服务次数不止1次即出现循环的复杂排队系统,引入到达因子、服务台因子和循环因子,在串并联多服务台情形下建立了4类计算机模拟模型,给出该复杂循环排队系统在进程调度中的应用并进行了计算机模拟.     

Resistivity－temperature characteristics of sol gel YBa2Cu3Oy samples synthesized in flowing oxygen atmosphere

The relationship of resistivity versus synthesizing temperature of sol gel YBa_2Cu_3O_y samples was studied when prepared under flowing oxygen conditions. A set of high-temperature ρ－T curves was obtained for the whole process. After the sample finished the test measuring, its resistivity was ρ_{300}=9.83×10^{-3 }Ω·cm at room temperature. The ρ－T curve also showed that the orthorhombic－tetragonal phase transformation of sol-gel YBa_2Cu_3O_y sample occurred at 581℃ for the sample in the rising temperature process, but at 613℃ in the cooling process, lower than that of the samples made by using the conventional powder metallurgy methods.     

Spin polarization effect for Tc2 molecule

Density functional method (DFT) (B3p86) of Gaussian98 has been used to optimize the structure of the Tc_2 molecule. The result shows that the ground state for Tc_2 molecule is an 11-multiple state and its electronic configuration is {}^{11}Σ_g^-, which shows the spin polarization effect of Tc_2 molecule of a transition metal element for the first time. Meanwhile, we have not found any spin pollution because the wavefunction of the ground state does not mingle with wavefunctions of higher energy states. So, that the ground state for Tc_2 molecule is an 11-multiple state is indicative of the spin polarization effect of Tc_2 molecule of a transition metal element: that is, there exist 10 parallel spin electrons. The non-conjugated electron is greatest in number. These electrons occupy different spacious tracks, so that the energy of Tc_2 molecule is minimized. It can be concluded that the effect of parallel spin of the Tc_2 molecule is larger than the effect of the conjugated molecule, which is obviously related to the effect of electron d delocalization. In addition, the Murrell--Sorbie potential functions with the parameters for the ground state {}^{11}Σ_g^- and other states of Tc_2 molecule are derived. Dissociation energy D_e for the ground state of T_{c2} molecule is 2.266eV, equilibrium bond length R_e is 0.2841nm, vibration frequency ω_e is 178.52cm^{-1}. Its force constants f_2, f_3, and f_4 are 0.9200aJ·nm^{-2}, --3.5700aJ·nm^{-3}, 11.2748aJ·nm^{-4} respectively. The other spectroscopic data for the ground state of Tc_2 molecule ω_eχ_e, B_e, α_e are 0.5523cm^{-1}, 0.0426cm^{-1}, 1.6331×10^{-4}cm^{-1} respectively.     

Rapid and efficient synthesis of optically active pyrazoles under solvent-free conditions

2-Formyl glycals undergo rapid condensation with arylhydrazines under solvent-free conditions to give the corresponding optically pure 4-substituted pyrazoles in good yields with high selectivity. The stereochemistry of the products was assigned by various NMR experiments.     

Synthesis of 2-pyrone-4-carboxaldehydes from acetylene dicarboxaldehyde monoacetal

Reaction of acetylene dicarboxaldehyde monoacetal with substituted Meldrum’s acid leads good yields in 2-pyranones-4-carboxaldehydes substituted in position 3.     

Tribute to Endre Csáki and Pál Révész

Summary This article provides a glimpse of some of the highlights of the joint work of Endre Csáki and Pál Révész since 1979. The topics of this short exploration of the rich stochastic milieu of this inspiring collaboration revolve around Brownian motion, random walks and their long excursions, local times and additive functionals, iterated processes, almost sure local and global central limit theorems, integral functionals of geometric stochastic processes, favourite sites--favourite values and jump sizes for random walk and Brownian motion, random walking in a random scenery, and large void zones and occupation times for coalescing random walks.     

Compositionally modulated Fermi surfaces, structured diffuse scattering and ternary derivatives of 1T-TaS2

Ternary derivatives of 1T-TaS₂ have been synthesized and the variation in the highly structured diffuse intensity distributions characteristic of such materials carefully monitored to investigate the effect that such substitution has upon the band structures and Fermi surfaces (FSs) of the materials. Removal of d electrons via the replacement of Ta ions with lower valent transition metal ions leads to a systematic increase in the radii of the characteristic structured diffuse intensity distribution. Extended Hückel tight binding calculations of the FSs of the doped samples are carried out and used to predict possible nesting wave-vectors. The results are in reasonably good agreement with the radii of the experimentally observed diffuse intensity distributions.     

Quantum Teleportation via Hybrid Entangled States

In this paper, we study quantum teleportation of atomic states via a hybrid entangled state (HES) involving an atom and a cavity field. And we investigate how to implement controlled phase (CP) gates between atomic internal Finally, a brief discussion about the feasibility of this scheme in experiment is presented.     

Neutrino propagation in a weakly magnetized medium

Neutrino-photon processes, forbidden in vacuum, can take place in the presence of a thermal medium and/or an external electro-magnetic field, mediated by the corresponding charged leptons (real or virtual). Such interactions affect the propagation of neutrinos through a magnetized plasma. We investigate the neutrino-photon absorptive processes, at the one-loop level, for massless neutrinos in a weakly magnetized plasma. We find that there is no correction to the absorptive part of the axial-vector-vector amplitude due to the presence of a magnetic field, to the linear order in the field strength.