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。     

On the discrete-time compound renewal risk model with dependence

In this paper, we study the discrete-time renewal risk model with dependence between the claim amount random variable and the interclaim time random variable. We consider several dependence structures between the claim amount random variable and the interclaim time random variable. Recursive formulas are derived for the probability mass function and the moments of the total claim amount over a fixed period of time. In the context of ruin theory, explicit expressions for the expected penalty (Gerber-Shiu) function are derived for special cases. We also discuss how the discrete-time compound renewal risk model with dependence can be used to approximate the corresponding continuous time compound renewal risk model with dependence. Numerical examples are provided to illustrate different topics discussed in the paper.     

The periodic risk model with investment

We consider a periodic risk model with the possibility of investing into a risky asset, given by a geometrical Brownian motion. The aim is to maximize the adjustment coefficient of the risk process. It is shown that the optimal investment strategy only depends on the averaged data of the model and is constant over time. Thus maximizing the adjustment coefficient is a very weak optimization criterion.     

保险联结风险投资模型的赤字问题

保险公司被允许将部分资金投入风险市场,这样保险公司经营的风险来自于未来实际发生索赔的不确定性和投资收益的不确定性。研究了由经典的Cramer-Lundberg模型与按照几何布朗运动股票价格变动的一个风险模型,获得了三种资产分配情况下股票价格波动对赤字发生概率下界的影响。     

复合广义齐次Poisson过程的多险种破产概率

本文推广了经典的复合泊松风险模型，建立了两类复合广义齐次poisson过程的多险种破产模型．对于新模型，我们得到了初始资本为u的破产概率φ(u)的精确表达式以及特殊情况下φ(0)的表达式，并且导出了调节系数方程和调节系数R的上下界．     

指数保费准则下的最优投资和比例再保险

该文研究了保险公司的最优投资和比例再保险问题,其中假定保险公司的盈余过程为一个带扩散扰动的经典风险过程.假定再保险的保费按照指数保费原理来计算,这使得所研究的随机控制问题成为非线性的.该文同时考虑了最大化终端财富指数效用和最大化调节系数两类问题,并给出了最优值函数和相应的最优策略的解析表达.此外,该文还分析了再保险公司的风险厌恶和保险公司的不确定性参数对最优策略的影响.     

High-performance liquid chromatography-time-of-flight mass spectrometry with adjustment of fragmentor voltages for rapid identification of alkaloids in rat plasma after oral administration of rhizoma Corydalis extracts

A tandem high-performance liquid chromatography and time-of-flight mass spectrometry method has been developed for rapid separation and identification of alkaloids in rat plasma after oral administration of rhizoma Corydalis extracts. Compounds were separated on a Zorbax XDB-C(18) column and the linear gradient elution was used with the mobile phase consisting of ammonium acetate-0.01% acetic acid and acetonitrile. Mass spectra were acquired by electrospray ionization in the positive ion mode. Fifteen components were detected in vitro, among which 12 components were rapidly identified based on the accurate-mass capability of time-of-flight analyzer. Eleven prototype components were detected in dosed rat plasma (in vivo). Three isomers, which had the same [M+H](+) ion at m/z 356.1856, were distinguished as glaucine, tetrahydropalmatine, and corybulbine by dynamic adjustment of fragmentor voltages. This study developed a rapid and sensitive method that was successfully utilized for screening the active ingredients of rhizoma Corydalis in rat plasma, which provided helpful information for further pharmacokinetic research of active components in this medicine.     

采用可见光源和分划板快速装调激光光路

 分析了激光测量光路的特点和装校要求,给出了采用可见光源、分划板装校激光光路的原理。以预放测量模块为例,介绍了装校的流程及装校中的注意事项,分析了装校所能达到的精度,并用内调焦望远镜进行了装校精度检查。结果表明,采用可见光源、分划板装校的激光光路透镜光轴正过心的偏心极限误差小于等于0.07 mm,光轴倾斜极限误差小于等于25″。     

模糊线性规划在列车运行调整中的应用

利用模糊集理论来处理列车运行调整过程中涉及的不确定因素,通过合理的权重系数来表示不同约束条件和目标函数的相对重要程度,在Werners方法的基础上提出一种基于加法算子带权重系数的对称型模糊线性规划.将该模型用于沪宁段列车运行晚点调整的优化问题,计算得到了优于Werners方法的结果.