Determination of the portfolio selection for a property-liability insurance company

This paper presents an analysis of a portfolio model which can be used to assist a property-liability insurance company in determining the optimal composition of the insurance and investment portfolios. By introducing insurer's threshold risk and relaxing some non-realistic assumptions made in traditional chance constraint insurance and investment portfolio models, we propose a method for an insurer to maximize his return threshold for a given threshold risk level. This proposed model can be used to optimize the composition of underwriting and investment portfolios regarding the insurer's threshold risk level, as well as to generate the efficient frontier by adjusting insurer's threshold risk levels. A numerical example is given based on the industry's aggregated data for a sixteen year period.     

Si1－xGex/Si量子阱发光材料的分子束外延生长及其结构研究

采用固源Si分子束外延,在较高的生长温度于Si(100)衬底上制备出Si1－xGex/Si量子阱发光材料。发光样品的质量和特性通过卢瑟福背散射、X射线双晶衍射及光致发光评估。背散射实验中观察到应变超晶格的反常沟道效应;X射线分析表明材料的生长是共度的、无应力释放的,结晶完整性好。低温光致发光主要是外延合金量子阱中带边激子的无声发射和横光学声子参与的激子复合。并讨论了生长温度对量于阱发光的影响。     

Calorimeter energy calibration using the energy conservation law

A new calorimeter energy calibration method was developed for the proposed ILC detectors. The method uses the center-of-mass energy of the accelerator as the reference. It has been shown that using the energy conservation law it is possible to make ECAL and HCAL cross calibration to reach a good energy resolution for the simple calorimeter energy sum.      

A possibility of parallel and anti-parallel diffraction measurements on neutron diffractometer employing bent perfect crystal monochromator at the monochromatic focusing condition

In a conventional diffractometer having single monochromator, only one position, parallel position, is used for the diffraction experiment (i.e. detection) because the resolution property of the other one, anti-parallel position, is very poor. However, a bent perfect crystal (BPC) monochromator at monochromatic focusing condition can provide a quite flat and equal resolution property at both parallel and anti-parallel positions and thus one can have a chance to use both sides for the diffraction experiment. From the data of the FWHM and the Δd/d measured on three diffraction geometries (symmetric, asymmetric compression and asymmetric expansion), we can conclude that the simultaneous diffraction measurement in both parallel and anti-parallel positions can be achieved.     

Effect of oxygen exposure on the magnetic properties of ultrathin Co/Ge(1 1 1) films

Influences of oxygen exposure on the magnetic properties of Co/Ge(1 1 1) ultrathin films have been investigated by surface magneto-optic Kerr effect technique. As the oxygen exposure increases on Co/Ge(1 1 1) films, their magnetic properties could be modified. As an example for 15 ML Co/Ge(1 1 1) films, the coercivity increases from 730 to 920 Oe and the remanence Kerr intensity is reduced for 500 Langmuir (L) of oxygen exposure. Corresponding compositions analyzed by Auger electron spectroscopy measurement shows that the amount of oxygen on the surface layers increases with increasing the oxygen exposure time. Oxygen distributes on the topmost layers of the film. The adsorbed oxygen influences the electronic density of states of Co and results in the changes of the magnetic properties. Besides, the appearance of O/Co/Ge interface could modify the stress anisotropy, and as a result the coercivity of ultrathin Co/Ge(1 1 1) film is enhanced.     

On deformations of Hamiltonian actions

In this paper we generalize to coisotropic actions of compact Lie groups a theorem of Guillemin on deformations of Hamiltonian structures on compact symplectic manifolds. We show how one can reconstruct from the moment polytope the symplectic form on the manifold. Received: 21 March 2006     

Commutative idempotent residuated lattices

We investigate the variety of residuated lattices with a commutative and idempotent monoid reduct.     

On potentially <Emphasis Type="Italic">H</Emphasis>-graphic sequences

For given a graph H, a graphic sequence π = (d ₁, d ₂,..., d _n) is said to be potentially H-graphic if there is a realization of π containing H as a subgraph. In this paper, we characterize the potentially (K ₅ − e)-positive graphic sequences and give two simple necessary and sufficient conditions for a positive graphic sequence π to be potentially K ₅-graphic, where K _r is a complete graph on r vertices and K _r-e is a graph obtained from K _r by deleting one edge. Moreover, we also give a simple necessary and sufficient condition for a positive graphic sequence π to be potentially K ₆-graphic. Project supported by National Natural Science Foundation of China (No. 10401010).     

Sudoku’s french ancestors

This column is a place for those bits of contagious mathematics that travel from person to person in the community, because they are so elegant, suprising, or appealing that one has an urge to pass them on. Contributions are most welcome.