基于个体公平原则的寿险产品定价模型

在无套利框架的基础上,讨论基于个体公平原则下的寿险产品定价问题,即运用倒向随机微分方程理论,将投保人和保险人置于同一系统中进行考虑:首先,根据双方的随机投资决策目标分别建立无套利寿险定价模型和动态资产份额定价模型,得出两个特殊线性倒向随机微分方程的显式解;然后,建立基于个体公平原则的寿险定价模型,从投保人和保险人双方的角度对寿险产品进行公平定价,得出了从供需双方考虑的投资回报定价公式;最后,利用所建立的模型进行案例分析,计算出基于个体公平原则的保费及保险公司的投资策略.该寿险产品定价模型不仅考虑了保险人的意愿,还同时考虑了投保人的实际情况,因此,按此定价理念开发出的保险产品,不仅可以提高产品研发的成功率,而且使得研发出的新产品更能在竞争激烈的保险市场中站稳脚步.     

Prediction of future observations using belief functions: A likelihood-based approach

We study a new approach to statistical prediction in the Dempster–Shafer framework. Given a parametric model, the random variable to be predicted is expressed as a function of the parameter and a pivotal random variable. A consonant belief function in the parameter space is constructed from the likelihood function, and combined with the pivotal distribution to yield a predictive belief function that quantifies the uncertainty about the future data. The method boils down to Bayesian prediction when a probabilistic prior is available. The asymptotic consistency of the method is established in the iid case, under some assumptions. The predictive belief function can be approximated to any desired accuracy using Monte Carlo simulation and nonlinear optimization. As an illustration, the method is applied to multiple linear regression.     

Development and assessment of scoring functions for protein identification using PMF data

PMF is one of the major methods for protein identification using the MS technology. It is faster and cheaper than MS/MS. Although PMF does not differentiate trypsin-digested peptides of identical mass, which makes it less informative than MS/MS, current computational methods for PMF have the potential to improve its detection accuracy by better use of the information content in PMF spectra. We developed a number of new probability-based scoring functions for PMF protein identification based on the MOWSE algorithm. We considered a detailed distribution of matching masses in a protein database and peak intensity, as well as the likelihood of peptide matches to be close to each other in a protein sequence. Our computational methods are assessed and compared with other methods using PMF data of 52 gel spots of known protein standards. The comparison shows that our new scoring schemes have higher or comparable accuracies for protein identification in comparison to the existing methods. Our software is freely available upon request. The scoring functions can be easily incorporated into other proteomics software packages.     

Information Loss as a Foundational Principle for the Second Law of Thermodynamics

In a previous paper (Duncan, T.L., Semura, J.S. in Entropy 6:21, 2004) we considered the question, “What underlying property of nature is responsible for the second law?” A simple answer can be stated in terms of information: The fundamental loss of information gives rise to the second law. This line of thinking highlights the existence of two independent but coupled sets of laws: Information dynamics and energy dynamics. The distinction helps shed light on certain foundational questions in statistical mechanics. For example, the confusion surrounding previous “derivations” of the second law from energy dynamics can be resolved by noting that such derivations incorporate one or more assumptions that correspond to the loss of information. In this paper we further develop and explore the perspective in which the second law is fundamentally a law of information dynamics.     

Neutrons produced by 1.22 GeV antiproton interactions with nuclei

Inclusive neutron energy spectra were measured by time of flight using 1.22 GeV antiprotons from LEAR, CERN, as projectiles and targets from natural Al, Cu, Ag, Ho, Ta, Au, Pb, Bi, U. The sum of two Maxwellian distributions was fitted to the spectra obtained at several forward and backward angles yielding neutron multiplicities M_i and slope or temperature parameters T _i for the low-energy (evaporative, i=1) and high-energy (pre-equilibrium,i=2) parts, respectively. M ₁ increases with A, proportional to the nuclear volume, and M ₂ is growing with A , proportional to the nuclear radius. The T parameters are nearly independent of A. The results are compared with previous multiplicity measurements with a neutron detector, intranuclear cascade calculations and neutron spectra from stopped antiproton annihilation on nuclei. With the measured proton spectra also the ratio of emitted neutrons to protons was determined for Au. Received: 25 February 2000 / Accepted: 19 May 2000     

任意温度密度下的原子结构计算

本文用含有电子自作用修正的TF势求解了任意温度物质密度下的Schrodinger波动方程。为了能够处理相对论效应,波动方程中又引入了质速修正项和Darwin项以及自旋-轨道耦合修正项。本文着重计算了Fe、Rb在几种温度密度下的情况,并在表中给出了计算结果与更准确结果的比较。用现行方法获得的数据与HFS方法的结果也是可以媲美的。     

Measurements of wall shear stress of a turbulent boundary layer using a micro-shear-stress imaging chip

Measurements of wall shear-stress streaks of a turbulent boundary layer in the channel flow were carried out using a MEMS-based micro-shear-stress imaging chip, which contains about 100 sensors. The chip is designed and fabricated by surface micromachining technology. One arrray of 25 micro-shear-stress sensors in the chip that covers a length of 7.5 mm is used to measure the instantaneous spanwise distribution of the surface shear stress. The statistics of high shear-stress streaks were established. Based on the measurement, the physical quantities associated with the high shear-stress streaks, such as their length, width and peak shear-stress level, were obtained. We found out that a high correlation exists between the peak shear-stress level and front-end shear-stress slope of a high shear-stress streak. This important property is currently being applied to the deisgn of a real-time flow control logic.     

Characterizing turbulence in globally coupled maps with stochastic finite automata

We describe a method to discriminate between ordered and turbulent behavior in a general class of collective systems known as Globally Coupled Maps (GCM). Our method is able to discover an unknown small ordered region inside the turbulent phase of GCM parameter space. The computational nature of the method is the main novelty of our approach; it is another example of how measures based on computational notions of structure may provide new information in the study of dynamical systems.