Optimal investment,consumption and proportional reinsurance under model uncertainty

This paper considers the optimal investment, consumption and proportional reinsurance strategies for an insurer under model uncertainty. The surplus process of the insurer before investment and consumption is assumed to be a general jump–diffusion process. The financial market consists of one risk-free asset and one risky asset whose price process is also a general jump–diffusion process. We transform the problem equivalently into a two-person zero-sum forward–backward stochastic differential game driven by two-dimensional Lévy noises. The maximum principles for a general form of this game are established to solve our problem. Some special interesting cases are studied by using Malliavin calculus so as to give explicit expressions of the optimal strategies.     

用不确定德尔菲法预测GDP

德尔菲法是一种建立在专家意见基础上的预测评估方法.不确定统计是利用不确定理论收集和整理分析专家数据的一种统计方法,其中关键的一点是如何构造不确定变量的不确定分布.把德尔菲法和不确定统计相结合,就得到了一种估计不确定分布的新方法——不确定德尔菲法.对该方法的估计误差进行了改进,得到了一种预测GDP的新方法,并利用其预测邯郸市的生产总值(GDP).     

奈特不确定条件下企业有成本可逆投资策略研究

风险是企业投资决策关键影响因素之一,采纳奈特不确定性来刻画风险,并在此基础上构建了模糊规避偏好和投资有成本可逆条件下企业投资决策模型.模型结果表明企业最优投资策略为双阈值策略:企业增加投资以避免资本边际收益大于上限阈值,削减资本存量以避免资本边际收益低于下限阈值,当资本边际收益处于上下限阈值之间时,企业既不增加投资也不削减资本.比较静态分析显示奈特不确定性增加会降低最优投资策略上下限阈值范围.     

Robust adaptive synchronization of uncertain complex networks with multiple time‐varying coupled delays

In this article, the synchronization problem of uncertain complex networks with multiple coupled time‐varying delays is studied. The synchronization criterion is deduced for complex dynamical networks with multiple different time‐varying coupling delays and uncertainties, based on Lyapunov stability theory and robust adaptive principle. By designing suitable robust adaptive synchronization controllers that have strong robustness against the uncertainties in coupling matrices, the all nodes states of complex networks globally asymptotically synchronize to a desired synchronization state. The numerical simulations are given to show the feasibility and effectiveness of theoretical results. © 2014 Wiley Periodicals, Inc. Complexity 20: 62–73, 2015     

Radar ambiguity function in Lp frame

In modern radar techniques, pulse signal can be replaced by the chirps, which is taken to be signals in Lp space. Wigner's function and ambiguity functions are constructed in an Lp frame and a partial generalization of the uncertainty principle is given by means of the notion of coherent dual.     

测量不确定度及其在化学计量中的应用实例

介绍了测量不确定度的评定方法及其在基准试剂纯度、干涉滤光片波长标准物质、锌合金成分标准物质中的应用实例。     

激光剥蚀-电感耦合等离子体质谱:双外标结合基体归一定量校准策略

定量校准策略是激光剥蚀电感耦合等离子体质谱(AICP-MS)分析技术的重要组成部分,直接影响分析数据的质量.本研究评估了现有玻璃标准物质定值不确定度的相对大小,并探究了NIST、MPI-DING和USGS系列玻璃标准物质之间的基体效应.结果表明,NIST610的定值不确定度优于其它玻璃标准物质,在本实验条件下,NIST、MPI-DING和USGS系列玻璃标准物质之间的基体效应可忽略不计.在此基础上提出了双外标结合基体归一定量校准策略,外标分别为NIST610和StHs6/80-G.此策略克服了由于NIST610主量成分与地质样品差别大而造成的主量元素准确度差以及StHs6/80-G中某些微量元素含量低、定值不确定度较大等缺点.对比采用3种定量校准策略(单外标NSIT610基体归一法、单外标StHs6/80G基体归一法和双外标基体归一法)校准的ML3B-G数据可知,双外标基体归一法有效避免了单外标基体归一法的不足,并提高了分析数据的准确度.采用双外标结合基体归一定量校准策略校准了BCR-2G、CGSG-2和KL-2G中的主量元素和微量元素.结果表明,绝大多数分析数据在定值不确定度范围内,验证了此校准策略的实用性.同时,本研究得到的主量微量元素数据进一步补充了BCR-2G、CGSG-2和KL-2G的定值数据库.     

Compatible weighting method with rank order centroid: Maximum entropy ordered weighted averaging approach

In a situation where imprecise attribute weights such as a rank order are captured, various approximate weighting methods have been proposed to aid multiattribute decision analysis. Among others, it is well known that the rank order centroid (ROC) weights result in the highest performance in terms of the identification of the best alternative under the ranked attribute weights. In this paper, we aim to reinterpret the meaning of the ROC weights and to develop a compatible weighting method that is based on other well-established academic disciplines. The ordered weighted averaging (OWA) method is a nonlinear aggregation method in that the weights are associated with the objects reordered according to their magnitudes in the aggregation process. Some interesting semantics can be attached to the approximate weights in view of the measure developed in the OWA method. Furthermore, the weights generated by the maximum entropy method show equally compatible performance with the ROC weights under some condition, which is demonstrated by theoretical and simulation analysis.