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??In this paper, we concern with the estimation problem for the Pareto distribution based on progressive Type-II interval censoring with random removals. We discuss the maximum likelihood estimation of the model parameters. Then, we show the consistency and asymptotic normality of maximum likelihood estimators based on progressive Type-II interval censored sample.     

基于个体公平原则的寿险产品定价模型

在无套利框架的基础上,讨论基于个体公平原则下的寿险产品定价问题,即运用倒向随机微分方程理论,将投保人和保险人置于同一系统中进行考虑:首先,根据双方的随机投资决策目标分别建立无套利寿险定价模型和动态资产份额定价模型,得出两个特殊线性倒向随机微分方程的显式解;然后,建立基于个体公平原则的寿险定价模型,从投保人和保险人双方的角度对寿险产品进行公平定价,得出了从供需双方考虑的投资回报定价公式;最后,利用所建立的模型进行案例分析,计算出基于个体公平原则的保费及保险公司的投资策略.该寿险产品定价模型不仅考虑了保险人的意愿,还同时考虑了投保人的实际情况,因此,按此定价理念开发出的保险产品,不仅可以提高产品研发的成功率,而且使得研发出的新产品更能在竞争激烈的保险市场中站稳脚步.     

Uncertainty principles associated with quaternionic linear canonical transforms

In the present paper, we generalize the linear canonical transform (LCT) to quaternion‐valued signals, known as the quaternionic LCT (QLCT). Using the properties of the LCT, we establish an uncertainty principle for the two‐sided QLCT. This uncertainty principle prescribes a lower bound on the product of the effective widths of quaternion‐valued signals in the spatial and frequency domains. It is shown that only a Gaussian quaternionic signal minimizes the uncertainty. Copyright © 2016 John Wiley & Sons, Ltd.     

Existence of Matrix-Valued Multiresolution Analysis-Based Matrix-Valued Tight Wavelet Frames

In this article, we introduce and study the matrix-valued tight wavelet frames for analyzing matrix-valued signal based on matrix-valued multiresolution analysis (MMRA). We put our emphasis on the existence of the MMRA-based matrix-valued tight wavelet frames by establishing the correspondence with their the unitary extension principle (UEP). Here in particular we introduce the square brackets product and the quasi-interpolatory operator, which makes the certificating process for UEP become relatively simple. Some interesting byproducts, such as features on the quasi-interpolatory operator 𝒫_n in the matrix-valued function space case, are the critical foundation for our main work.     

A family of premium principles based on mixtures of TVaRs

Risk-adjusted distributions are commonly used in actuarial science to define premium principles. In this paper, we claim that an appropriate risk-adjusted distribution, besides satisfying other desirable properties, should be well-behaved under conditioning with respect to the original risk distribution. Based on a sequence of such risk-adjusted distributions, we introduce a family of premium principles that gradually incorporate the degree of risk-aversion of the insurer in the risk loading. Members of this family are particular distortion premium principles that can be represented as mixtures of TVaRs, where the weights in the mixture reflect the attitude toward risk of the insurer. We make a systematic study of this family of premium principles.     

部分相干光在大气湍流中的到达角起伏

研究了部分相干高斯谢尔光束在大气湍流中的到达角起伏.主要采用湍流内外尺度的修正Von Karmon谱模型及广义惠更斯-菲涅尔原理和交叉谱密度函数推导出了部分相干光在大气湍流中的到达角起伏表达式.对比分析了湍流内外尺度、湍流强度、传输距离、源相干参数以及波长等参数对部分相干光在大气湍流水平路径上传输时的到达角起伏的影响.结果表明:随着传输距离的增加,到达角起伏越来越小;随着大气湍流内外尺度和源相干参数的增加,到达角起伏也越来越大;与部分相干光相比,完全相干光的到达角起伏受湍流影响很小;随着波长和湍流强度的减小,到达角起伏越来越小.     

多控制者下的双向量子隐形传态

提出了一种多控制者的双向量子隐形传态方案。在该理论方案中有三个控制者协助通信,纠缠资源为最大七粒子纠缠态,其中通信者Alice和Bob以及三个控制者预先秘密共享最大七粒子纠缠态以构建量子信道。三个控制者的参与提高了通信的安全性,同时也避免了执行三粒子联合测量的复杂性。在通信过程中,首先Bob对自己密享的粒子执行酉操作,接着通信方各自对自己手中的粒子执行Bell基测量。假如控制者同意双方通信,便对自己手中的粒子执行单粒子测量并将测量结果通过经典信道传输给通信者。通信方分别结合控制者所公布的测量结果做相应的酉操作,这样便能完美地实现双向量子控制隐形传态。     

光伏阵列伏安特性测试系统设计

基于对光伏电站控制和设计水平的要求,本文提出一种基于电容充放电的特性的光伏阵列伏安特性测试系统。本文阐述了测试系统的工作原理和系统关键的部分。当光伏阵列给电容充电时,得到当时环境中光伏阵列的电压、电流以及相应的功率特性曲线。同时对M*N的光伏组件进行建模,得出组件的相应的电性能参数,并对最大功率点进行分析。最后进行实验验证。本测试系统具有测量精度高、系统稳定性高、成本低廉,并且能更直观的测得光伏阵列的特性。     

单层SbAs和BiSb的表面修饰调控

基于密度泛函理论的第一性原理计算,研究了V族二维层状材料SbAs和BiSb在全氢化和全氟化后体系的晶体结构、稳定性和电子结构.计算结果表明,全氢化后SbAs和BiSb由buckled结构转变为准平面结构,而全氟化后则转变为low-buckled结构.同时,本征、全氢化和全氟化的SbAs和BiSb均具有很好的稳定性,具备实验合成的可能性.电子结构的分析表明,全氢化和全氟化后SbAs和BiSb均由宽带隙半导体转变为窄带隙的直隙半导体,且其能带结构仍具有很好的线性色散.通过对准平面和low-buckled结构SbAs和BiSb电子结构的进一步分析,揭示了全氢化和全氟化后体系能带变化的原因.在h-BN衬底上的计算结果显示,由于两者间的弱耦合作用,使得全氢化和全氟化SbAs的直隙半导体特征得以保留,表明其在未来光电子设备等领域中具有广泛的应用前景.     

On the lifetime of a conditioned Brownian motion in the ball

Consider the Brownian motion conditioned to start in x, to converge to y, with , and to be killed at the boundary ∂Ω. Here Ω is a bounded domain in Rn. For which x and y is the lifetime of this Brownian motion maximal? One would guess for x and y being opposite boundary points and we will show that this holds true for balls in Rn. As a consequence we find the best constant for the positivity preserving property of some elliptic systems and an identity between this constant and a sum of inverse Dirichlet eigenvalues.