Analysis of survivorship life insurance portfolios with stochastic rates of return

A general portfolio of survivorship life insurance contracts is studied in a stochastic rate of return environment with a dependent mortality model. Two methods are used to derive the first two moments of the prospective loss random variable. The first one is based on the individual loss random variables while the second one studies annual stochastic cash flows. The distribution function of the present value of future losses at a given valuation time is derived. For illustrative purposes, an AR(1) process is used to model the stochastic rates of return, and the future lifetimes of a couple are assumed to follow a copula model. The effects of the mortality dependence, the portfolio size and the policy type, as well as the impact of investment strategies on the riskiness of portfolios of survivorship life insurance policies are analyzed by means of moments and probability distributions.     

Unit-linked life insurance policies: Optimal hedging in partially observable market models

In this paper we investigate the hedging problem of a unit-linked life insurance contract via the local risk-minimization approach, when the insurer has a restricted information on the market. In particular, we consider an endowment insurance contract, that is a combination of a term insurance policy and a pure endowment, whose final value depends on the trend of a stock market where the premia the policyholder pays are invested. To allow for mutual dependence between the financial and the insurance markets, we use the progressive enlargement of filtration approach. We assume that the stock price process dynamics depends on an exogenous unobservable stochastic factor that also influences the mortality rate of the policyholder. We characterize the optimal hedging strategy in terms of the integrand in the Galtchouk–Kunita–Watanabe decomposition of the insurance claim with respect to the minimal martingale measure and the available information flow. We provide an explicit formula by means of predictable projection of the corresponding hedging strategy under full information with respect to the natural filtration of the risky asset price and the minimal martingale measure. Finally, we discuss applications in a Markovian setting via filtering.     

吊车荷载作用下钢结构吊车梁的疲劳可靠寿命评估

从Miner累积损伤的定义出发，视累积损伤为随机过程，临界损伤为随机变量，基于疲劳动态可靠性理论，提出了在役钢结构吊车梁疲劳剩余寿命的可靠寿命评估法。之后与现行《钢结构检测评定与加固技术规程》(YB9257-96)中安全期限寿命评估法进行了分析比较，说明了安全寿命评估方法的概率意义。算例分析结果表明，本文提出的可靠寿命评估方法更加合理。     

T300/648迭层板接头挤压疲劳损伤参数的选择与测定

本文对碳纤维增强复合材料迭层板(C.F.R.P)接头在不同环境条件下的挤压疲劳损伤扩展进行了实验研究.并根据“剩余强度,剩余刚度”理论和“疲劳模量”概念,讨论了接头的刚度下降和强度变化.由此提出了“损伤参数”D的定义和测量方法;并对损伤试件,进行了X射线检测分析,验证了累积损伤的扩展.     

耐磨环氧胶粘涂层冲蚀磨损特性的研究

本文对气固冲蚀和浆体冲蚀条件下耐磨环氧胶粘涂层的磨损特性进行了研究。结果表明,这种涂层的冲蚀磨损是由粘结剂的磨损和抗磨填料的磨损所组成;填料粒度和磨料粒度都对涂层的气固冲蚀磨损有影响,但在给定的试验条件下,填料粒度对涂层的浆体冲蚀磨损影响甚微。文章指出,耐磨环氧胶粘涂层在气固冲蚀和浆体冲蚀下的磨损机理相似,但磨损规律却有所不同;耐磨环氧胶粘涂层尤其适用于浆体冲蚀的场合,可以明显地提高机械过流部件的使用寿命。     

机翼全尺寸延寿试验及可靠性分析

机翼全尺寸疲劳试验是老龄飞机延寿的科学依据。本文介绍了疲劳裂纹形成和扩展寿命的分散系数，以及可靠度和标准差的选取。针对延寿的可靠性分析，提出按疲劳／损伤容限设计概念或当量裂纹扩展寿命方法，以及机翼串联模型，确定整机延寿使用寿命的技术途径。最后给出应用实例。     

Quick assessment methodology for reliability of solder joints in ball grid array (BGA) assembly—Part I: Creep constitutive relation and fatigue model

In this study, a new unified creep constitutive relation and a modified energy-based fatigue model have been established respectively to describe the creep flow and predict the fatigue life of Sn−Pb solders. It is found that the relation successfully elucidates the creep mechanism related to current constitutive relations. The model can be used to describe the temperature and frequency dependent low cycle fatigue behavior of the solder. The relation and the model are further employed in part II to develop the numerical simulation approach for the long-term reliability assessment of the plastic ball grid array (BGA) assembly. The project supported by the National Natural Science Foundation of China (59705008)     

自紧身管疲劳寿命的可靠性分析

基于概率断裂力学理论和Monte Carlo模拟方法，给出了自紧身管疲劳寿命的可靠性分析方法．自紧残余应力采用了符合身管材料具有强化和包辛格效应性能推导的公式计算，身管工作的应力强度因子通过权函数方法得到．实例分析结果表明，对数正态分布为身管疲劳寿命的最佳分布，同时给出了各种置信度和可靠度下的身管疲劳寿命．另外，还分析了初始裂纹尺寸和材料的断裂韧性对身管疲劳寿命的影响．该研究对保证身管的安全，避免灾难性事故的发生具有重要意义．     

精密角接触球轴承的固体润滑失效分析

角接触球轴承是航天器的许多重要功能的实施部件，因而对其润滑性能的要求极为严格，迫切需要弄清其润滑失效机理。因此，对ＭｏＳ２溅射膜润滑的Ｃ６２０５球轴承进行了寿命试验，进而对经过丙酮超声清洗的各元件工作面的形貌和组成作了系统分析。     

沥青混凝土面板低温疲劳破坏的实验研究

我国北方地区的土石坝和水池的防渗沥青混凝土面板,常出现低温裂缝。因此,对沥青混凝土在低温条件下的温度应力疲劳进行实验研究很有必要.本项研究研制了适用于沥青混凝土低温低周大变形的弯曲疲劳试验机,进行了沥青混凝土在不同低温下的疲劳破坏性能试验。对试验结果用粘弹性理论和推广的应变区分法(SRP)和应变能区分法(SEP)进行了分析,首次得出了沥青混凝土的疲劳寿命与弯曲应力、应变和应变能的关系,并试用于实际工程的予测.