Registering the Amica electronic structure code in the extensible computational chemistry environment

We describe the integration and use of the Amica software package ("Atoms & Molecules In Chemical Accuracy") within the Extensible Computational Chemistry Environment (Ecce). Amica is capable of accurately solving the electronic Schrodinger equation of small atoms and molecules using terms that are linear in the interelectronic distances, r(12), on multireference level of theory, but it requires expert knowledge to configure and execute its algorithms. Ecce is a comprehensive suite of tools that support the computational chemistry research processes of computation setup, execution, and analysis through a convenient graphical user interface. Additionally, Ecce was architected with mechanisms to integrate alternative electronic structure codes. The successful integration of Amica within Ecce validates the architecture of the latter and brings the high-accuracy capabilities of Amica to a wider audience.     

The theory of melting in heteropolymers. II. Correlated chains

Equations are derived for the calculation of the ground-state melting curves for polynucleotide sequences with correlation between the nearest neighbors. The case of arbitrary correlated sequences is also considered. The effect of correlations in the sequence on the width and on the intrinsic fine structure of melting curves is discussed.Work supported in part by NSF Material Research Laboratory at Case Western Reserve University.     

双势阱中冷原子的关联隧穿

研究了在不同的相互作用和隧穿耦合强度比值情况下双势阱中冷原子的隧穿现象.两格点Bose-Hubbard模型不能完全解释实验.为此,对此模型做了高阶修正.取双势阱的基态和第一激发态作基矢,写出哈密顿量的表示,解释了用两格点Bose-Hubbard模型分析实验时参数不能定量符合的原因.另外,通过计算两阱中原子纠缠度的变化,结合三态上原子布居数分布,直观描述了整个隧穿过程.     

双势阱中冷原子的关联隧穿

研究了在不同的相互作用和隧穿耦合强度比值情况下双势阱中冷原子的隧穿现象.两格点Bose-Hubbard模型不能完全解释实验.为此,对此模型做了高阶修正.取双势阱的基态和第一激发态作基矢,写出哈密顿量的表示,解释了用两格点Bose-Hubbard模型分析实验时参数不能定量符合的原因.另外,通过计算两阱中原子纠缠度的变化,结合三态上原子布居数分布,直观描述了整个隧穿过程.     

Peculiarities of pair interaction in the four-band Hubbard model

We consider the four-band model of high-temperature superconductors with copper and 4s electrons and oxygen 2p _x and 2p _y electrons. We assume that the Coulomb repulsion between the copper 3d electrons is strong. We diagonalize the oxygen subsystem and pass to the Wannier representation for the CuO ₂ cluster. We study the properties of a local cell model and find its low-energy states such as the one-particle doublet and the two-particle singlet and triplet states. We consider the cell fermion delocalization because of their tunneling between the copper sites. We obtain a system of Dyson-type equations for renormalized one-particle Green’s functions and discuss whether it can be simplified. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 149, No. 1, pp. 99–110, October, 2006.     

Expected gain–loss pricing and hedging of contingent claims in incomplete markets by linear programming

We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a “λ gain–loss ratio opportunity”. Pricing results somewhat different from, but reminiscent of, the arbitrage pricing theorems of mathematical finance are obtained. Our analysis provides tighter price bounds on the contingent claim in an incomplete market, which may converge to a unique price for a specific value of a gain–loss preference parameter imposed by the market while the hedging policies may be different for different sides of the same trade. The results are obtained in the simpler framework of stochastic linear programming in a multi-period setting, and have the appealing feature of being very simple to derive and to articulate even for the non-specialist. They also extend to markets with transaction costs.     

Exchangeable claim sizes in a compound Poisson‐type process

When dealing with risk models the typical assumption of independence among claim size distributions is not always satisfied. Here we consider the case when the claim sizes are exchangeable and study the implications when constructing aggregated claims through compound Poisson‐type processes. In particular, exchangeability is achieved through conditional independence, using parametric and nonparametric measures for the conditioning distribution. Bayes' theorem is employed to ensure an arbitrary but fixed marginal distribution for the claim sizes. A full Bayesian analysis of the proposed model is illustrated with a panel‐type data set coming from a Medical Expenditure Panel Survey (MEPS). Copyright © 2009 John Wiley & Sons, Ltd.     

Applying copula models to individual claim loss reserving methods

The estimation of loss reserves for incurred but not reported (IBNR) claims presents an important task for insurance companies to predict their liabilities. Recently, individual claim loss models have attracted a great deal of interest in the actuarial literature, which overcome some shortcomings of aggregated claim loss models. The dependence of the event times with the delays is a crucial issue for estimating the claim loss reserving. In this article, we propose to use semi-competing risks copula and semi-survival copula models to fit the dependence structure of the event times with delays in the individual claim loss model. A nonstandard two-step procedure is applied to our setting in which the associate parameter and one margin are estimated based on an ad hoc estimator of the other margin. The asymptotic properties of the estimators are established as well. A simulation study is carried out to evaluate the performance of the proposed methods.     

相关的常数红利障碍Poisson-Erlang风险模型(英文)

本文研究了有常数红利障碍的相关聚合理赔风险模型.利用Laplace变换和逆Laplace变换的方法,获得了该模型中罚金折现期望函数的积分一微分方程的解法,推广了一类积分-微分方程的求解方法.