考虑塑性变形发展程度系数的RC梁开裂弯矩改进计算公式

针对RC梁开裂荷载计算方法尚未统一的现状，首先，结合18根RC梁试验数据对比了已有的6种RC梁开裂弯矩计算公式，发现开裂弯矩理论计算值与试验值的偏差大小和混凝土强度有关；然后，通过提出塑性变形发展程度系数k，推导新的RC梁开裂弯矩计算公式，并进一步基于k值和塑性影响系数计算值γ_k进行改进；最后，选取12根RC试验梁验证改进公式的准确性，证明改进公式的计算值与试验值吻合更好且偏于安全。     

三次Gauss和及二项指数和的混合均值

我们用三角和的性质研究一类三次Gauss和与两项指数和混合均值的计算问题,并给出一个精确的计算公式.     

Closed‐form approximations for spread options in Lévy markets

We provide new closed‐form approximations for the pricing of spread options in three specific instances of exponential Lévy markets, ie, when log‐returns are modeled as Brownian motions (Black‐Scholes model), variance gamma processes (VG model), or normal inverse Gaussian processes (NIG model). For the specific case of exchange options (spread options with zero strike), we generalize the well‐known Margrabe formula (1978) that is valid in a Black‐Scholes model to the VG model under a homogeneity assumption.     

CALCULATION FORMULAS FOR PRINCIPAL STRESSES

在前人工作的基础上,运用一元三次方程的理论直接求解应力状态的特征方程,得到了实用的主应力计算公式.     

Full Bayesian analysis of claims reserving uncertainty

We revisit the gamma–gamma Bayesian chain-ladder (BCL) model for claims reserving in non-life insurance. This claims reserving model is usually used in an empirical Bayesian way using plug-in estimates for the variance parameters. The advantage of this empirical Bayesian framework is that allows us for closed form solutions. The main purpose of this paper is to develop the full Bayesian case also considering prior distributions for the variance parameters and to study the resulting sensitivities.     

An extension of the Yamada‐Watanabe theorem

A well‐known result on pathwise uniqueness of the solution of stochastic differential equations in is the Yamada‐Watanabe theorem. We have extended this result by replacing the Lipschitz assumption on the drift coefficient by much weaker assumption of semi‐monotonicity.