A family of premium principles based on mixtures of TVaRs

Risk-adjusted distributions are commonly used in actuarial science to define premium principles. In this paper, we claim that an appropriate risk-adjusted distribution, besides satisfying other desirable properties, should be well-behaved under conditioning with respect to the original risk distribution. Based on a sequence of such risk-adjusted distributions, we introduce a family of premium principles that gradually incorporate the degree of risk-aversion of the insurer in the risk loading. Members of this family are particular distortion premium principles that can be represented as mixtures of TVaRs, where the weights in the mixture reflect the attitude toward risk of the insurer. We make a systematic study of this family of premium principles.     

Freeknot splines approximation of Sobolev-type classes of <Emphasis Type="Italic">s</Emphasis>-monotone functions

Let I be a finite interval, s ∈ ℕ₀, and r,ν,n ∈ ℕ. Given a set M, of functions defined on I, denote by M the subset of all functions y ∈ M such that the s-difference is nonnegative on I, ∀τ > 0. Further, denote by the Sobolev class of functions x on I with the seminorm . Also denote by Σ _ν,n , the manifold of all piecewise polynomials of order ν and with n – 1 knots in I. If ν ≥ max {r,s}, 1 ≤ p,q ≤ ∞, and (r,p,q) ≠ (1,1,∞), then we give exact orders of the best unconstrained approximation and of the best s-monotonicity preserving approximation . Part of this work was done while the first author visited Tel Aviv University in May 2003 and in March 2004.     

台湾眼镜蛇毒的NMR研究

随着核磁共振技术的不断创新及分子模拟计算的长足进步,用NMR结合电脑计算已成为研究蛋白质结构及功能的主要方法,本文以实际的范例,介绍台湾眼镜蛇毒的NMR研究成果,台湾NMR的研究工作正在蓬勃发展,目前最高磁场为600MHz,分别装置在中研院生物医学研究所(台北)及清华大学化学系(新竹)。     

Fermionic Ising glasses with BCS pairing interaction. Tricritical behaviour

We have examined the role of the BCS pairing mechanism in the formation of the magnetic moment and henceforth a spin glass (SG) phase by studying a fermionic Sherrington-Kirkpatrick model with a local BCS coupling between the fermions. This model is obtained by using perturbation theory to trace out the conduction electrons degrees of freedom in conventional superconducting alloys. The model is formulated in the path integral formalism where the spin operators are represented by bilinear combinations of Grassmann fields and it reduces to a single site problem that can be solved within the static approximation with a replica symmetric ansatz. We argue that this is a valid procedure for values of temperature above the de Almeida-Thouless instability line. The phase diagram in the T-g plane, where g is the strength of the pairing interaction, for fixed variance J ² /N of the random couplings J_ij, exhibits three regions: a normal paramagnetic (NP) phase, a spin glass (SG) phase and a pairing (PAIR) phase where there is formation of local pairs.The NP and PAIR phases are separated by a second order transition line g=g _c (T) that ends at a tricritical point T ₃ =0.9807J, g ₃ =5,8843J, from where it becomes a first order transition line that meets the line of second order transitions at T _c =0.9570J that separates the NP and the SG phases. For T<T _c the SG phase is separated from the PAIR phase by a line of first order transitions. These results agree qualitatively with experimental data in . Received 14 May 1998     

Dirichlet级数表示的整函数的增长性

本文系统地研究了在全平面上收敛的Dirichlet级数的增长性,得到了级数的系数和增长级之间关系的一系列充要条件．     

一个Jordan块的平方根矩阵

设J=Jm（λ）是一个特征值为λ的m阶Jordan块矩阵,则J能开平方的充要条件是m=1,或者m≥2时,λ≠0．且当m≥2,λ≠0,J的平方根矩阵恰有两个：±A,这里     

Third-Order Dispersion in Linearly Chirped Bragg Gratings and Its Compensation

When fiber optics' quadratic dispersion is compensated, the cubic dispersion determines the transmission quality in an optical link. Although the third-order dispersion coefficient is small in standard fiber optics at the third window, it is not in the linearly chirped grating used to the second-order dispersion equalization. The influence of the grating parameters on its third-order dispersion value is systematically studied and an efficient and low-cost device is proposed thatis numerically proven to cancel the global third-order dispersion that arises from the optical link.     

The order with respect to oxygen and the activation energy for the burning of an anthracitic char in O2 in a fluidised bed, as measured using a rapid analyser for CO and CO2

Measurements of the oxidation of a coal char in a fluidised bed have the advantages that the rates of heat and mass transfer to and from a reacting particle are large and characterised well. However, problems have arisen from a combination of the slow, but typical, response–time (4 s) of the analysers for CO and CO₂ and the slow mixing of gases when filling a fairly large fluidised bed. The resulting time constant for the sampling system was 8 s and comparable to the time for combustion at 900 °C or above. The purpose of this work was to measure the kinetics of oxidation of a char in a smaller fluidised bed (with a shorter mixing time) using an analyser for CO and CO₂ with a response time as low as 0.1 s. The result is that the oxidation of an anthracitic char is now found to be first order in O₂ between 700 and 900 °C; at 900 °C the order previously measured was almost zero. The activation energy is now measured here to be 145 ± 25 kJ/mol, in agreement with some early work.     

Spin Factors as Generalized Hermitian Algebras

We relate so-called spin factors and generalized Hermitian (GH-) algebras, both of which are partially ordered special Jordan algebras. Our main theorem states that positive-definite spin factors of dimension greater than one are mathematically equivalent to generalized Hermitian algebras of rank two. S. Pulmannová was supported by Research and Development Support Agency under the contract No. APVV-0071-06, grant VEGA 2/0032/09 and Center of Excellence SAS, CEPI I/2/2005.     

Entropic order quantity (EnOQ) model for deteriorating items

Jaber et al. [M.Y. Jaber, R.Y. Nuwayhid, M.A. Rosen, Price-driven economic order systems from a thermodynamic point of view, Int. J. Prod. Res. 42 (24) (2004) 5167–5184] suggested that it might be possible to improve production systems performance by applying the first and second laws of thermodynamics to reduce system entropy (or disorder). They then used these laws to modify the economic order quantity (EOQ) model to derive an equivalent entropic order quantity (EnOQ). The results suggested that larger quantities should be ordered than is suggested by the classical EOQ model.