Optimal Investment Strategies for an Insurer with SAHARA Utility

In this paper, we consider the optimal investment strategy which maximizes the utility of the terminal wealth of an insurer with SAHARA utility functions. This class of utility functions has non-monotone absolute risk aversion, which is more flexible than the CARA and CRRA utility functions. In the case that the risk process is modeled as a Brownian motion and the stock process is modeled as a geometric Brownian motion, we get the closed-form solutions for our problem by the martingale method for both the constant threshold and when the threshold evolves dynamically according to a specific process. Finally, we show that the optimal strategy is state-dependent.     

LARGE-SIGNAL SIMULATIONS OF A GYROTRON TRAVELING-WAVE AMPLIFIER WITH A MODE-SELECTIVE INTERACTION CIRCUIT

A self-consistent nonlinear theory is used to analyze the saturated performances of a Ka-band gyrotron traveling wave amplifier (gyro-TWA) operating at the fundamental with a mode-selective interaction circuit involving a tapered vane-slot mode converter. The amplifier is predicted to generate 140 kW saturated output power with 33.3% efficiency, a saturated gain of 33dB, and a 3dB bandwidth of 2.7 GHz (8%) for a 70 kV, 6A electron beam with a velocity ratio of 1.0 and an axial velocity spread of 5%.     

THE PROBLEM OF LIMIT CYCLES FOR A LIENARD TYPE CUBIC SYSTEM

The purpose of this paper is to study a general Lienard type cubic system with one antisaddle and two saddles. We give some results of the existence and uniqueness of limit cycles as well as the evolution of limit cycles around the antisaddle for system (2) in the following when parameter a1 changes.     

多气隙电阻板室抗辐照性能研究

给出了为RHIC-STAR飞行时间探测器设计的多气隙电阻板室(MRPC)的辐照实验结果. 实验采用100mCi⁶⁰Co γ源, 采用不同的剂量率对MRPC进行辐照. 一个室在大剂量率2.87×10^－2Gy/h下辐照了24h后, 其性能如噪声计数率, 暗电流等均大大退化. 另一个室在相对低剂量率5.31×10^－4Gy/h下辐照了530h, 其性能没有见到任何变坏. 实验的目的是为了了解这种探测器在几年的运行中经过大剂量的辐照后的性能变化情况.     

Bivariate Recursive Equations on Excess-of-loss Reinsurance

This paper investigates bivariate recursive equations on excess-of-loss reinsurance. For an insurance portfolio, under the assumptions that the individual claim severity distribution has bounded continuous density and the number of claims belongs to R1 （a, b） family, bivariate recursive equations for the joint distribution of the cedent＇s aggregate claims and the reinsurer＇s aggregate claims are obtained.     

Studies on the method of total synthesis of koumine: I. 4-Substituted 1,2-dihydropyridine derivatives and their function as a conjugated diene in Diels-Alder reaction

A route to the total synthesis of koumine has been suggested. Five 4-substituted 1, 2-d hydropyridine derivatives, which are supposed to be a conjugated diene of Diels-Alder reaction to produce the isoquinuclidine ring of koumine, have been synthesized. Only two of them were found to be able to undergo the Diels-Alder reaction. The stereochemistry of the reaction product has also been examined.     

500.8 nmNd∶YAG青光激光器光学薄膜的设计与制备

从双波长激光运转及和频的机理出发，对LD泵浦Nd∶YAG，LBO腔内和频500.8 nm〖JP2〗青光激光器所使用的光学薄膜进行了设计和制备.在激光反射镜的设计上，为了达到最佳的和频输出，对膜系要求进行了深入分析.采用对谐振腔一端面反射率固定不变并通过对另一腔镜基频光的透射率进行调谐的方法, 在给出合理初始结构后，利用计算机对膜厚进行了优化.并采用双离子束溅射沉积的方法，通过时间监控膜厚法成功制备出青光激光器所使用的全介质激光反射膜, 在室温下实现946 nm和1064 nm双波长连续运转，并通过Ⅰ类临界相位匹配LBO晶体腔内和频在国内首次实现500.8 nm青色激光连续输出.当泵浦注入功率为1.4 W时和频青光最大输出达20 mW.     

3004铝合金“反常”锯齿屈服现象的研究

在应变速率为5.56×10^-5s^-1—5.56×10^-3s^-1的范围内，在不同温度下(从223K至773K)，对3004铝合金进行系列拉伸试验，探索其锯齿屈服规律；通过激活能的计算、内耗研究、微观组织观察和能谱分析，探讨锯齿屈服的机理与物理本质.结果表明，3004铝合金在形变过程中会出现动态应变时效现象；发现了一种“反常”的锯齿屈服现象：在出现锯齿屈服的温区内，存在锯齿屈服临界应变量转变温度T_t， 关键词： 动态应变时效 锯齿屈服 铝合金 内耗     

乳液聚合阶段Ⅱ动力学研究的进展

本文简述了乳浓聚合动力学研究的进展,着重于澳大利亚Sydney大学Gilbert等在乳液聚合阶段Ⅱ动力学方面的研究概况。介绍了不同水溶性单体的小尺寸种子乳液体系的SmithEwart递推方程的求解方法及其解析解形式和乳液聚合动力学数据的处理。同时讨论了该研究的局限性。