Haezendonck–Goovaerts risk measure with a heavy tailed loss

Recently Haezendonck–Goovaerts (H–G) risk measure has received much attention in (re)insurance and portfolio management. Some nonparametric inferences have been proposed in the literature. When the loss variable does not have enough moments, which depends on the involved Young function, the nonparametric estimator in Ahn and Shyamalkumar (2014) has a nonnormal limit, which challenges interval estimation. Motivated by the fact that many loss variables in insurance and finance could have a heavier tail such as an infinite variance, this paper proposes a new estimator which estimates the tail by extreme value theory and the middle part nonparametrically. It turns out that the proposed new estimator always has a normal limit regardless of the tail heaviness of the loss variable. Hence an interval with asymptotically correct confidence level can be obtained easily either by the normal approximation method via estimating the asymptotic variance or by a bootstrap method. A simulation study and real data analysis confirm the effectiveness of the proposed new inference procedure for estimating the H–G risk measure.     

A three-dimensional simulation of the effects of obstacle blockage ratio on the explosion wave in a tunnel

Journal of Thermal Analysis and Calorimetry - In this paper, a three-dimensional simulation has been performed to investigate the potential consequences of flammable vapor explosion in a tunnel...     

Upper bound limit analysis of active earth pressure with different fracture surface and nonlinear yield criterion

Conventional calculations of static and seismic active earth pressures of soils on a retaining wall are formulated assuming the soils obeying a linear Mohr–Coulomb yield criterion. However, experimental evidences show that the strength envelopes of almost all geomaterials are nonlinear in nature over a wide range of normal stresses. In this paper, the strength envelope of the backfill behind a retaining wall is considered to follow a nonlinear yield criterion. A simple method is proposed for calculating the static and seismic active earth pressures acting against a retaining wall using a nonlinear yield criterion. This method is based on the upper bound theorem of limit analysis. Both translational and rotational fracture surfaces are employed in the formulation for calculating active earth pressures. Quasi-static representation of earthquake effects using a seismic coefficient concept is adopted for seismic active earth pressure calculations. Instead of using directly the actual nonlinear yield criterion, a linear Mohr–Coulomb yield criterion, which is tangential to the nonlinear yield criterion, is used to formulate the active earth pressure problem as a classical nonlinear programming problem. A nonlinear sequential quadratic programming algorithm is used to search for the maximum solution. In order to assess the validity of the proposed method, values of active earth pressures for different values of seismic coefficients and nonlinear parameters in the yield criterion are calculated and compared with solutions obtained using an extended Rankine’s active earth pressure theory. For the case of static active earth pressure, the upper bound solutions using the present method with a translational fracture surface are equal to the extended Rankine’s theoretical solutions and are slightly smaller than those obtained using the present method with a rotational fracture surface. For the case of seismic active earth pressure, numerical results obtained using the present method with a rotational fracture surface is very close to the extended Rankine’s theoretical solutions. A study is conducted to investigate the effects of the parameters in the nonlinear yield criterion on the active earth pressures.     

大断面隧道钻爆冲击波的衰减规律

隧道开挖爆破产生的空气冲击波的破坏效应，将会对人员、机具设备与周围环境造成危害。隧道钻孔爆破冲击波的影响因素比裸露药包爆炸更多、更复杂，研究其衰减规律对采取合适的防护措施意义重大。本文中开展了时速350 km双线铁路大断面隧道钻孔爆破空气冲击波的现场测试，分析了不同工况下冲击波传播规律及影响因素。结果表明:钻爆冲击波超压时程曲线存在多个不同幅值的超压波峰，波峰之间具有明显微差延时的短间隔性，传播至远场未形成稳定的单一平面波，与单一药包爆炸冲击波的传播规律存在差异；钻爆冲击波超压信号由多段与微差延时相对应的子信号叠加而成，子信号数量与毫秒延期雷管段数相同，呈现出典型的时域特征；相同爆破条件下，大断面隧道钻爆时的乳化炸药冲击波转化因数小于小断面巷道工况下的；相较于总药量及最大段药量，按掏槽药量计算的超压峰值与实测超压峰值之间的相关性最强，钻爆冲击波最大超压峰值宜按掏槽段炸药TNT当量确定；隧道内大型机械设备等障碍物改变了钻爆冲击波流场的传播规律，呈现较明显的叠加放大效应。     

An alignment-free measure based on physicochemical properties of amino acids for protein sequence comparison

Sequence comparison is an important topic in bioinformatics. With the exponential increase of biological sequences, the traditional protein sequence comparison methods — the alignment methods become limited, so the alignment-free methods are widely proposed in the past two decades. In this paper, we considered not only the six typical physicochemical properties of amino acids, but also their frequency and positional distribution. A 51-dimensional vector was obtained to describe the protein sequence. We got a pairwise distance matrix by computing the standardized Euclidean distance, and discriminant analysis and phylogenetic analysis can be made. The results on the Influenza A virus and ND5 datasets indicate that our method is accurate and efficient for classifying proteins and inferring the phylogeny of species.     

经管类高校《线性代数》教学改革的初步探讨

结合教学实践，对经管类高校中《线性代数》中教学方法的改革与探索进行了初步的探讨．     

NFR (Natural Frequency Region) approach for dynamic evaluation of anti-vibration systems with rebound resilience method

There is no universal method to perform dynamic analysis on solid rubber anti-vibration systems. In this article, an equivalent damping ratio is introduced to account for rubber hysteresis using a resilience experiment. A new concept, NFR (Natural Frequency Region), is defined for dynamic evaluation based on natural characteristics of a rubber anti-vibration system itself. Two typical industrial products were selected to verify the proposed NFR approach. The verification procedure involves three parts: natural frequencies, harmonic spectra and impact responses. The dynamic responses from both simulation and experiment have been compared and have not only demonstrated that the proposed approach is reliable but that it could also be used to guide the design of rubber anti-vibration systems in industry. The key points for applying this approach are also presented through the verification procedure.     

Structural recovery mechanism after shear induced orientation of multiwalled carbon nanotube in polypropylene matrix

In this work the flow induced orientation and the governing mechanism of structural recovery of multi-walled carbon nanotube (MWCNT) filled polypropylene nanocomposites were investigated. A series of linear and nonlinear melt rheological measurements including stress growth and time sweep experiments were performed at different temperatures to study the structural breakdown, nanoparticles orientation, subsequent structural recovery and MWCNT loadings. The results showed that the structural recovery occurred in two stages. The first stage, initial agglomeration, showed a quick recovery which was independent of temperature, can be interpreted in terms of inter-particle van der Waals interactions. This structural recovery stage had major contribution in the storage modulus increment. The second stage of the recovery, secondary agglomeration, was slower and dependent on temperature, can be attributed to rotary diffusion of nanoparticles. This stage had minor contribution to the storage modulus increase. Storage modulus increment in both of these agglomeration was attributed to the increase of nanotube-nanotube contacts. Both of these stages were confirmed by transmission electron micrographs. These result were in a good agreement with those calculated using van der Waals and diffusion concepts.     

Poisson’s equation for discrete-time single-birth processes

We consider Poisson’s equation for discrete-time single-birth processes, and we derive its solutions by solving a linear system of infinitely many equations. We apply the solution of Poisson’s equation to obtain the asymptotic variance. The results are further applied to birth–death processes and the scalar-valued GI/M/1-type Markov chains.