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.     

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.     

Microelectromagnet for magnetic manipulation in lab-on-a-chip systems

We demonstrate a simple scheme for fabrication of microelectromagnets consisting of planar spiral coils semi-encapsulated in soft magnetic yokes using conventional microfabrication techniques. The microelectromagnets are suitable for applications operating at frequencies below 250 kHz. Conventional fabrication schemes for planar microelectromagnets typically rely on five mask steps. We allow the current to flow in the soft magnetic yoke and thereby two mask steps are eliminated. We have characterized the electromagnets electrically, the results agree well with theory, and the implications arising from current flowing in the magnetic yoke are discussed. We have integrated the microelectromagnets with microfluidic channels, and demonstrated separation of commercially available magnetic beads from a fluid in a microfluidic system, i.e. a lab-on-a-chip system.     

Hydrothermal synthesis and Magnetocaloric effect of La0.5Ca0.3Sr0.2MnO3

The hydrothermal synthesis and magnetic entropy change for the perovskite manganite La_0.5Ca_0.3Sr_0.2MnO₃ have been studied. The La_0.5Ca_0.3Sr_0.2MnO₃ can be produced as phase-pure, crystalline powders in one step from solutions of metal salts in aqueous potassium hydroxide solution at a temperature of 513 K in 72 h. Scanning electron microscopy shows that the materials are made up of cuboid-shaped particles in typical dimension of 4.0×2.5×1.6 μm. Heat treatment can improve the magnetocaloric effect for the hydrothermal sample. The maximum magnetic entropy change ΔS_M for the as-prepared sample is 0.88 J kg⁻¹ K⁻¹ at 315 K for a magnetic field change of 2.0 T. It increases to 1.52 J kg⁻¹ K⁻¹, near its Curie temperature (317 K) by annealing the sample at 1473 K for 6 h. The hydrothermal synthesis method is a feasible route to prepare high-quality perovskite material for magnetic refrigeration application.     

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     

过量Zn对β-Zn4Sb3热电性能影响的研究

采用真空熔融缓冷方法制备了单相β-Zn4Sb3以及含有过量Zn的β-Zn4Sb3块体热电材料.在300—700K的温度范围内测试了材料的电导率、Seebeck系数和热导率,研究了β-Zn4Sb3化合物中过量Zn的分布状态及其对材料热电性能的影响规律.结果表明：过量的Zn作为第二相较均匀的分布在β-Zn4Sb3的晶界上,随着Zn含量增加,材料电导率和热导率上升,Seebeck系数下降,Zn第二相的引入能有效提高材料的功率因子,Zn过量2at%的材料在700K时其ZT值达到1.10.     

300kVA高温超导变压器电流引线漏热损耗的测量

电流引线是高温超导变压器的主要外部漏热来源,它的漏热量直接影响了超导变压器的经济性能,因此,引线的设计与漏热测量一直备受关注。文中构建了一个实验方案,运用量热法测量低压引线的漏热,并将试验结果与仿真预期值进行了对比和分析,从而验证了仿真设计的正确性。