An optimal co-reinsurance strategy

This article considers a co-reinsurance strategy that (1) protects insurance companies against catastrophic risks; (2) enables insurers to gather sufficient information about the different risk attitudes of reinsurers and diversify their reinsured risks; (3) enables insurers to create better risk-sharing profiles by balancing the risk tolerances of reinsurers; (4) has the benefit of allowing reinsurers to accumulate experience with risks with which they are unfamiliar; (5) reduces the overall direct cost of a reinsurance contract; (6) allows a government to back some insurance products, such as the terrorism insurance programs that were established in many countries after the September 11th terrorist attacks; and (7) reflects the practical reinsurance industry of some countries, such as Iran. Such a co-reinsurance strategy can be fully determined by estimating its parameters whenever three optimal criteria are satisfied and prior information about the unknown parameters is available. Two simulation-based studies have been conducted to demonstrate (1) the practical applications of our findings and (2) the possible impact of any type of dependency between the co-reinsurance’s parameters and the evaluated optimal co-reinsurance strategy.     

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简要介绍了中国承担设计和制造任务的ITER计划采购包的构成情况，分析了ITER采购包采用标准的原则和ITER中国采购包引用标准的特点，总结了ITER中国采购包标准化现状。基于当前ITER中国采购包对标准的需求以及着眼于国内磁约束核聚变长远发展需要，讨论提出了当前ITER中国采购包的标准化策略建议。     

On optimal dividends with exponential and linear penalty payments

We study the optimal dividend problem where the surplus process of an insurance company is modelled by a diffusion process. The insurer is not ruined when the surplus becomes negative, but penalty payments occur, depending on the level of the surplus. The penalty payments shall avoid that losses can rise above any number and can be seen as a preference measure or costs for negative capital. As examples, exponential and linear penalty payments are considered. It turns out that a barrier dividend strategy is optimal.     

含一般模糊弹性约束的广义模糊变量线性规划

建立并讨论了一类含有一般模糊弹性约束的广义模糊变量线性规划问题.首先,简单介绍了结构元方法并对结构元加权排序中权函数表征决策者风险态度进行了深入分析.然后选取风险中性的决策者来定义序关系,应用Verdegay模糊线性规划方法将含一般模糊弹性约束的广义模糊变量线性规划转化经典的线性规划问题,简化了原问题的求解.最后通过数值算例进一步说明了该方法的有效性.     

中学生学习自我效能感、学习策略与学业成就的关系

以学习自我效能感和学习策略量表为工具,通过方差分析、相关分析和路径分析等方法,重点考察了学习自我效能感和学习策略这两个因素对学业成就的影响路径以及相互间的关系.发现中学生的学习自我效能感与学习策略间存在着显著的相关关系;学习自我效能感和学习策略对初中生的学业成就有显著回归效应,而学习策略对高中生的学业成就有显著回归效应;学习自我效能感可通过影响学习策略来间接影响学业成就.     

On a class of dependent Sparre Andersen risk models and a bailout application

In this paper a one-dimensional surplus process is considered with a certain Sparre Andersen type dependence structure under general interclaim times distribution and correlated phase-type claim sizes. The Laplace transform of the time to ruin under such a model is obtained as the solution of a fixed-point problem, under both the zero-delayed and the delayed cases. An efficient algorithm for solving the fixed-point problem is derived together with bounds that illustrate the quality of the approximation. A two-dimensional risk model is analyzed under a bailout type strategy with both fixed and variable costs and a dependence structure of the proposed type. Numerical examples and ideas for future research are presented at the end of the paper.     

国内外化学相异构想研究的进展与启示*

国内外有关化学学科的相异构想研究主要包括对学生相异构想进行诊断及其原因分析,以及开发有效的教学模式或策略对学生相异构想进行概念转变。通过对国内外相关研究现状的分析,为相异构想的后续研究提供思路。     

Optimal control and stability analysis of an online game addiction model with two stages

In this paper, we establish a mathematical model of online game addiction with two stages to research the dynamic properties of it. The existence of all equilibria is obtained, and the basic reproduction number is calculated by the method of next-generation matrix. The global asymptotic stability of disease-free equilibrium (DFE) is proved by comparison principle, and the global asymptotic stability of endemic equilibrium (EE) is proved by constructing an appropriate Lyapunov function. Then we use the Pontryagin's maximum principle to find the optimal solution of the model, so that the number of infected people can be minimized. In numerical simulation, firstly, we validate the global stability of DFE and EE. Secondly, we consider three kind of control measures (treatment, isolation, and education) and divide them into four cases. The models with control and without control are solved numerically by using forward and backward sweep Runge-Kutta method. In order to achieve the best control effect, we suggest that three kind of measures should be used simultaneously according to the optimal control strategy.     

Numerical optimisation of chemotherapy dosage under antiangiogenic treatment in the presence of drug resistance

We consider a two-compartment model of chemotherapy resistant tumour growth under angiogenic signalling. Our model is based on the one proposed by Hahnfeldt et al. (1999), but we divide tumour cells into sensitive and resistant subpopulations. We study the influence of antiangiogenic treatment in combination with chemotherapy. The main goal is to investigate how sensitive are the theoretically optimal protocols to changes in parameters quantifying the interactions between tumour cells in the sensitive and resistant compartments, that is, the competition coefficients and mutation rates, and whether inclusion of an antiangiogenic treatment affects these results. Global existence and positivity of solutions and bifurcations (including bistability and hysteresis) with respect to the chemotherapy dose are studied. We assume that the antiangiogenic agents are supplied indefinitely and at a constant rate. Two optimisation problems are then considered. In the first problem a constant, indefinite chemotherapy dose is optimised to maximise the time needed for the tumour to reach a critical (fatal) volume. It is shown that maximum survival time is generally obtained for intermediate drug dose. Moreover, the competition coefficients have a more visible influence on survival time than the mutation rates. In the second problem, an optimal dosage over a short, 30-day time period, is found. A novel, explicit running penalty for drug resistance is included in the objective functional. It is concluded that, after an initial full-dose interval, an administration of intermediate dose is optimal over a broad range of parameters. Moreover, mutation rates play an important role in deciding which short-term protocol is optimal. These results are independent of whether antiangiogenic treatment is applied or not.