隐含风险中性分布在巨灾超额损失再保险定价中的应用

通过与标的风险相关的期权市场估计出隐含变换系数,然后以Esscher变换为工具,将巨灾损失统计分布风险中性化,从而对以该非交易风险为标的的巨灾超额损失再保险进行定价.同时,从期权定价的角度,结合Weibull极值分布和超额损失再保险的特点,给出了巨灾超额损失再保险定价的闭型表达式.     

方格网络上用户均衡行为效率损失研究

针对用户出行时追求费用最短的路径,而不考虑其它用户如何选择路径,在一般网络中导致系统费用较高的问题,从实际出发,本文重点讨论特殊网络-方格网络上纳什均衡流与系统最优流之间的关系,研究了用户均衡行为的效率损失.研究结果表明,在方格网络上,当路阻函数是系数非负的线性函数和二次函数时,用户均衡行为的效率损失分别是0和0.35,而一般网络中用户均衡行为的效率损失分别是1/3和0.626,说明方格网络具有较好传送流量的功能.该研究为道路建设部门进行道路改造和增加新道路设计提供理论依据.     

基于巨灾模型的巨灾保险组合研究

巨灾风险所造成的巨大损失已经威胁到人类社会的可持续发展.巨灾保险是分散巨灾损失的一种途径,利用巨灾模型研究被保风险的累积损失和个人损失分布的数学性质,且考虑损失率是巨灾强度的函数.通过巨灾模型和保险公司破产概率的计算和数值仿真,得到不能仅仅依靠保费的选择而分散巨灾风险.     

一类比例保险模型的破产概率问题

研究了比例再保险的破产概率问题,推广了Gramer-Lundberg经典模型的有关结果,并证明了基于比例模型合保问题最低保费的一个结果。     

Sparre Andersen模型中破产概率的边界

研究在Andersen Spaxre模型中,当破产概率的初始边界已知的时候,根据更新方程和更新方程中函数的单调性来改进破产概率的边界,并进一步改进了严重损失函数G（x,y）的边界．     

不忽略一次项损失且补偿量恒定时望大望小特性质量损益函数设计

因望大质量特性在实践中无法达到无穷大,望小质量特性在实践中也无法达到0值,当补偿量恒定时,质量损益函数仅采用补偿量及二次项损失表达,直接删除一次项损失是不合理的.在不忽略一次项损失且补偿量恒定时,研究了望大与望小特性质量损益函数的表达形式及二次式损益函数中一次项损失系数和二次项损失系数确定的方法,比较分析了二次式损益函数中一次项损失和二次项损失的大小.研究结果显示,二次项损益函数是二次式损益函数的一种形式.     

表面离子阱的衬底效应模型研究及新型离子阱设计

通过分析表面离子阱衬底的功率损失和电势损失对离子阱阱深和离子加热速率的影响,提出考虑衬底效应的阱深和离子加热速率的解析分析模型.研究发现,硅基衬底的电势损失对表面离子阱阱深的降幅达17.19%,功率损失对离子加热速率的加速达13.37%.为了降低衬底效应的不利影响,设计了衬底真空隔离结构的表面离子阱,在离子阱射频电极和直流电极间的衬底表面刻蚀出多条隔离槽,从而减小衬底的等效电导和等效电容,达到降低衬底功率和电势损失的目的.模拟结果显示,相比于一般结构,真空隔离结构的硅基表面离子阱能够使阱深加深20.22%,使衬底功率损失降低54.55%.     

Projectile electron loss in collisions of light charged ions with helium

We investigate the single-electron loss processes of light charged ions （Li^1＋,2＋, C^2＋,3＋,5＋, and O^2＋,3＋） in collisions with helium. To better understand the experimental results, we propose a theoretical model to calculate the cross section of projectile electron loss. In this model, an ionization radius of the incident ion was defined under the classical over-barrier model, and we developed ＂strings＂ to explain the processes of projectile electron loss, which is similar with the molecular over-barrier model. Theoretical calculations are in good agreement with the experimental results for the cross section of single-electron loss and the ratio of double-to-single ionization of helium associated with one-electron loss.     

Raman spectrum study of graphite irradiated by swift heavy ions

Highly oriented pyrolytic graphites are irradiated with 40.5-Me V and 67.7-Me V ^112Sn-ions in a wide range of fluences： 1×10^11 ions/cm^2–1×10^14ions/cm^2. Raman spectra in the region between 1200 cm^-1 and 3500cm^-1 show that the disorder induced by Sn-ions increases with ion fluence increasing. However, for the same fluence, the amount of disorder is greater for 40.5-Me V Sn-ions than that observed for 67.7-Me V Sn-ions, even though the latter has a slightly higher value for electronic energy loss. This is explained by the ion velocity effect. Importantly, ～ 3-cm^-1frequency shift toward lower wavenumber for the D band and ～ 6-cm^-1 shift toward lower wavenumber for the 2D band are observed at a fluence of 1×10^14 ions/cm^2, which is consistent with the scenario of radiation-induced strain. The strain formation is interpreted in the context of inelastic thermal spike model, and the change of the 2D band shape at high ion fluence is explained by the accumulation of stacking faults of the graphene layers activated by radiation-induced strain around ion tracks. Moreover,the hexagonal structure around the ion tracks is observed by scanning tunneling microscopy, which confirms that the strains near the ion tracks locally cause electronic decoupling of neighboring graphene layers.     

利用海洋环境噪声估计浅海海底表层声速

为提高反演效率,提出一种快速估计浅海海底表层声速的方法。根据噪声能流理论,垂直阵接收的海洋环境噪声数据能够用于无源提取海底反射损失,反射损失曲线中具有明显的临界角效应,从而接估计海底表层声速。以射线模型为基础,推导了噪声提取的反射损失与理论值之间的差异,并讨论实际阵列波束形成在不同角度和频率下的性能。考虑到非等声速环境下声线会发生弯曲,需对角度进行修正以提高方法的广泛适用性。不同频率的临界角与有效深度之间存在对应关系,黄海某海区数据处理结果表明,在临界角不变的有效深度内,海底表层可以视为等声速层,该海区海底表层0.5 m内声速估计结果为1547 m/s,与有源反演结果相近。