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81.
This paper studied the cost allocation for the unfunded liability in a defined benefit pension scheme incorporating the stochastic phenomenon of its returns. In the recent literature represented by Cairns and Parker [Insurance: Mathematics and Economics 21 (1997) 43], Haberman [Insurance: Mathematics and Economics 11 (1992) 179; Insurance: Mathematics and Economics 13 (1993) 45; Insurance: Mathematics and Economics 14 (1994) 219; Insurance: Mathematics and Economics 14 (1997) 127], Owadally and Haberman [North American Actuarial Journal 3 (1999) 105], the fund level is modeled based on the plan dynamics and the returns are generated through several stochastic processes to reflect the current realistic economic perspective to see how the contribution changed as the cost allocation period increased. In this study, we generalize the previous constant value assumption in cost amortization by modeling the returns and valuation rates simultaneously. Taylor series expansion is employed to approximate the unconditional and conditional moments of the plan contribution and fund level. Hence the stability of the plan contribution and the fund size under different allocation periods could be estimated, which provide valuable information adding to the previous works. 相似文献
82.
Dimensional analysis is presented as a powerful tool in the study of the paste boriding process. In particular, a dimensional method is used to study the growth kinetics of the boride layers FeB and Fe2B. Experiments were performed in AISI 1045 steel and AISI M2 steel, to test the suggested model. Samples of 1045 steel were prepared and treated using boron paste thickness of 3-5 mm, at temperatures of 1193, 1223 and 1273 K, with 2, 4 and 6 h of treatment time. The M2 specimens had boron paste thickness of 3 and 4 mm and temperatures of 1223, 1253 and 1273 K for 2 and 6 h. Results indicate that the growth of boron layers obeys power laws of the form y = αxβ, where α and β constants are a function of the material and the interface of interest. Validation of the model was carried out using experimental data with an average error percentage of 7.6% for Fe2B in 1045 steel, 15.8% for FeB and 3.4% for Fe2B in M2 steel. 相似文献
83.
84.
Feng-Yu Wang 《Stochastic Processes and their Applications》2002,100(1-2):27-39
By using probabilistic approaches, Liouville theorems are proved for a class of Riemannian manifolds with Ricci curvatures bounded below by a negative function. Indeed, for these manifolds we prove that all harmonic functions (maps) with certain growth are constant. In particular, the well-known Liouville theorem due to Cheng for sublinear harmonic functions (maps) is generalized. Moreover, our results imply the Brownian coupling property for a class of negatively curved Riemannian manifolds. This leads to a negative answer to a question of Kendall concerning the Brownian coupling property. 相似文献
85.
F. D. Saccone C. E. Rodrí guez Torres F. H. S nchez O. Gutfleisch 《Physica B: Condensed Matter》2002,320(1-4):312-315
In the present work, a quantitative analysis of the phase compositions by Mössbauer effect spectroscopy of solid and conventional hydrogen disproportionated Pr13.7Fe80.3B6.0 and Pr13.7Fe63.5Co16.7Zr0.1B6.0 alloys was carried out. Significant amounts of intermediate borides t-Fe3B and Pr(Fe, Co)12B6 were detected after solid hydrogen disproportionation treatment in Pr13.7Fe80.3B6.0 and Pr13.7Fe63.5Co16.7Zr0.1B6.0 alloys, respectively. After conventional hydrogenation–disproportionation–desorption–recombination treatment these phases were not detected and in no case residual Pr2Fe14B-phase was found. It was observed that the amount of intermediate borides after disproportionation can be correlated with the degree of texture after recombination at various temperatures. 相似文献
86.
Some Results behind Dividend Problems 总被引:1,自引:0,他引:1
Ming Zhou Li Wei Jun-yi Guo 《应用数学学报(英文版)》2006,22(4):681-686
We consider the basic dividend problem of the compound Poisson model with constant barrierstrategy.Some results concealed behind the dividend problem are made explicit in the present work.Differentmethods and some of which are firstly given in this paper.All these results presented certain direct relationshipbetween some important actuary variables in classical risk theory is also revealed. 相似文献
87.
固化疏浚泥作为填方材料的试验研究 总被引:2,自引:0,他引:2
港口、航道的建设和维护工程产生了大量的疏浚泥,如何处理这些疏浚泥已是国内外十分关注的问题.从资源的再生利用出发,提出利用固化材料固化疏浚泥作为填方材料的设想,并通过强度试验、溶出试验等一系列试验证实,固化疏浚泥作为填方材料在技术经济指标上完全可行. 相似文献
88.
We analyze the statistical behavior of signals in nonlinear circuits with delayed feedback in the presence of external Markovian noise. For the special class of circuits with intense phase mixing we develop an approach for the computation of the probability distributions and multitime correlation functions based on the random phase approximation. Both Gaussian and Kubo-Andersen models of external noise statistics are analyzed and the existence of the stationary (asymptotic) random process in the long-time limit is shown. We demonstrate that a nonlinear system with chaotic behavior becomes a noise amplifier with specific statistical transformation properties. 相似文献
89.
Upper bounds for survival probability of the contact process 总被引:3,自引:0,他引:3
90.
根据热力学第一定律和理想气体状态方程推导了理想气体的热容量公式,并对理想气体在p-V图上的直线过程和循环过程的温度变化及吸热和放热进行了讨论. 相似文献