Elementary constructive theory of Henselian local rings

We give an elementary theory of Henselian local rings and construct the Henselisation of a local ring. All our theorems have an algorithmic content. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A constructive semantics for non‐deducibility

This paper provides a constructive topological semantics for non‐deducibility of a first order intuitionistic formula. Formal topology theory, in particular the recently introduced notion of a binary positivity predicate, and co‐induction are two needful tools. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Risk theory insight into a zone-adaptive control strategy

The main purpose of this paper is a risk theory insight into the problem of asset-liability and solvency adaptive management. In the multiperiodic insurance risk model composed of chained classical risk models, a zone-adaptive control strategy, essentially similar to that applied in Directives [Directive 2002/13/EC of the European Parliament and of the Council of 5 March 2002, Brussels, 5 March 2002], is introduced and its performance is examined analytically. That examination was initiated in [Malinovskii, V.K., 2006b. Adaptive control strategies and dependence of finite time ruin on the premium loading. Insurance: Math. Econ. (in press)] and is based on the application of the explicit expression for the finite-time ruin probability in the classical risk model. The result of independent interest in the paper is the representation of that finite-time ruin probability in terms of asymptotic series, as time increases.     

高校基础数学教学的探讨

本文从《经济数学基础》课程的培养目标、高校大学生的数学能力和数学实验课的开设几个方面 ,对高校基础数学教学提出自己的一些看法 ,供同行参考 .     

Mathematics of Philosophy or Philosophy of Mathematics?

This article examines recent attempts to gain insight into philosophical paradoxes through using NDS models employing iterated difference equations and resulting phase portraits and escape time diagrams. The temporal nature of such models is contrasted with an alternative approach based on the a-temporal and non-dynamical construct of a lattice. Finally, there is a discussion of how such strategies for understanding paradox transcend the realm of empirical research and enter territory in the philosophy of mathematics.     

《数学实验》课程建设的认识与实践

我们认为 :数学实验 ,就是对数学进行折腾 .我们提出一些饶有趣味而又有深刻背景的问题 ,让学生尝试自己去解决 ,借助于计算机 ,自己动手去折腾 ,在折腾过程中学习 ,观察现象和结果 ,猜测和验证规律 ,尝试和体验数学的探索、发现和应用     

《高等数学》CAI组件的研制

介绍了研制《高等数学》CAI组件的主导思想、主要内容及其特点,讨论了编程的主要技巧.     

高等数学课程改革的新探索

讨论大专高等数学的教学改革,主要介绍我们对此问题的理解和所做的改革试验.试验围绕如何使微机在大专高等数学教学中发挥作用、编写新的教材、提倡建构式教学法等三方面展开.教学实践表明,我们的改革试验是比较有成效的.     

A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation

We present a new approach to asset allocation with transaction costs. A multiperiod stochastic linear programming model is developed where the risk is based on the worst case payoff that is endogenously determined by the model that balances expected return and risk. Utilizing portfolio protection and dynamic hedging, an investment portfolio similar to an option-like payoff structure on the initial investment portfolio is characterized. The relative changes in the expected terminal wealth, worst case payoff, and risk aversion, are studied theoretically and illustrated using a numerical example. This model dominates a static mean-variance model when the optimal portfolios are evaluated by the Sharpe ratio. Received: August 15, 1999 / Accepted: October 1, 2000?Published online December 15, 2000