关于拓扑对策中的I~2(K)I(K)问题

证明了如果空间类κ为D-空间类或闭遗传不可约空间类,则I(κ)(∈)κ.这一结果对于κ为D空间类和闭遗传不可约空间类,肯定地回答了I(κ)是否包含I2(κ)问题.     

Obtaining the dividends-penalty identities by interpretation

The dividends-penalty identity is a relation between three functions: the discounted penalty function without dividends, the discounted penalty function if a barrier dividend strategy is applied, and the expected discounted dividends until ruin. The classical model of risk theory is modified in that the deterministic premiums are replaced by a compound Poisson process with exponential jumps. In this model, the dividends-penalty identity is new and can be derived by interpretation. Then the dividends-penalty identity in the classical model is obtained as a limit.     

Initial guess by improved population-based intelligent algorithms for large inter-frame deformation measurement using digital image correlation

Digital image correlation (DIC) has received a widespread research and application in experimental mechanics. In DIC, the performance of subpixel registration algorithm (e.g., Newton-Raphson method, quasi-Newton method) relies heavily on the initial guess of deformation. In the case of small inter-frame deformation, the initial guess could be found by simple search scheme, the coarse-fine search for instance. While for large inter-frame deformation, it is difficult for simple search scheme to robustly estimate displacement parameters and deformation parameters simultaneously with low computational cost. In this paper, we proposed three improving strategies, i.e. Q-stage evolutionary strategy (T), parameter control strategy (C) and space expanding strategy (E), and then combined them into three population-based intelligent algorithms (PIAs), i.e. genetic algorithm (GA), differential evolution (DE) and particle swarm optimization (PSO), and finally derived eighteen different algorithms to calculate the initial guess for qN. The eighteen algorithms were compared in three sets of experiments including large rigid body translation, finite uniaxial strain and large rigid body rotation, and the results showed the effectiveness of proposed improving strategies. Among all compared algorithms, DE-TCE is the best which is robust, convenient and efficient for large inter-frame deformation measurement.     

人民币汇率变动对我国开放经济中外资流人影响的研究

就人民币汇率变动对我国开放经济外资流入的传导机制进行理论分析,并以高开放地区和行业为代表,结合实际数据利用面板模型进行实证研究,结果表明:人民币汇率与我国开放经济中外资流入呈现反向变动.由于外资对我国开放经济稳定健康发展具有重大意义和影响.因此,我国需保持人民币汇率在中长期稳定,从而避免对外资流入产生大的冲击.     

Optimal life-insurance selection and purchase within a market of several life-insurance providers

We consider the problem faced by a wage-earner with an uncertain lifetime having to reach decisions concerning consumption and life-insurance purchase, while investing his savings in a financial market comprised of one risk-free security and an arbitrary number of risky securities whose prices are determined by diffusive linear stochastic differential equations. We assume that life-insurance is continuously available for the wage-earner to buy from a market composed of a fixed number of life-insurance companies offering pairwise distinct life-insurance contracts. We characterize the optimal consumption, investment and life-insurance selection and purchase strategies for the wage-earner with an uncertain lifetime and whose goal is to maximize the expected utility obtained from his family consumption, from the size of the estate in the event of premature death, and from the size of the estate at the time of retirement. We use dynamic programming techniques to obtain an explicit solution in the case of discounted constant relative risk aversion (CRRA) utility functions.     

Minimizing lifetime poverty with a penalty for bankruptcy

We provide investment advice for an individual who wishes to minimize her lifetime poverty, with a penalty for bankruptcy or ruin. We measure poverty via a non-negative, non-increasing function of (running) wealth. Thus, the lower wealth falls and the longer wealth stays low, the greater the penalty. This paper generalizes the problems of minimizing the probability of lifetime ruin and minimizing expected lifetime occupation, with the poverty function serving as a bridge between the two. To illustrate our model, we compute the optimal investment strategies for a specific poverty function and two consumption functions, and we prove some interesting properties of those investment strategies.     

Exponential utility maximization for an insurer with time-inconsistent preferences

This paper studies the optimal consumption–investment–reinsurance problem for an insurer with a general discount function and exponential utility function in a non-Markovian model. The appreciation rate and volatility of the stock, the premium rate and volatility of the risk process of the insurer are assumed to be adapted stochastic processes, while the interest rate is assumed to be deterministic. The object is to maximize the utility of intertemporal consumption and terminal wealth. By the method of multi-person differential game, we show that the time-consistent equilibrium strategy and the corresponding equilibrium value function can be characterized by the unique solutions of a BSDE and an integral equation. Under appropriate conditions, we show that this integral equation admits a unique solution. Furthermore, we compare the time-consistent equilibrium strategies with the optimal strategy for exponential discount function, and with the strategies for naive insurers in two special cases.     

Evolutionary dynamics in a Lotka–Volterra competition model with impulsive periodic disturbance

In this paper, we develop a theoretical framework to investigate the influence of impulsive periodic disturbance on the evolutionary dynamics of a continuous trait, such as body size, in a general Lotka–Volterra‐type competition model. The model is formulated as a system of impulsive differential equations. First, we derive analytically the fitness function of a mutant invading the resident populations when rare in both monomorphic and dimorphic populations. Second, we apply the fitness function to a specific system of asymmetric competition under size‐selective harvesting and investigate the conditions for evolutionarily stable strategy and evolutionary branching by means of critical function analysis. Finally, we perform long‐term simulation of evolutionary dynamics to demonstrate the emergence of high‐level polymorphism. Our analytical results show that large harvesting effort or small impulsive harvesting period inhibits branching, while large impulsive harvesting period promotes branching. Copyright © 2015 John Wiley & Sons, Ltd.     

一种提高风能利用率的风力发电机控制策略

在变速恒频风力发电机组的各类并网逆变器控制策略中,零d轴电流控制和空间矢量脉宽调制(SVPWM)以能够提高风能利用系数和稳定逆变器输出电压的优势得到了广泛的应用.在理论研究阶段需要对其进行仿真,然而在Matlab/Simulink中并没有可以实现上述功能的并网仿真模型.因此推导了变速恒频风力发电机组及控制策略的数学模型,并在Matlab/Simulink中完成搭建、当风速恒定不变时,对发电系统的运行情况进行了仿真.结果表明,零d轴电流控制与SVPWM的结合,既提高了风能利用系数,又有效地提高了逆变器的输出电压,保证当电网电压升高时不影响发电系统向电网输送功率的效率.