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.     

Exact boundary observability for 1‐D quasilinear wave equations

By means of a direct and constructive method based on the theory of semi‐global C² solution, the local exact boundary observability and an implicit duality between the exact boundary controllability and the exact boundary observability are shown for 1‐D quasilinear wave equations with various boundary conditions. Copyright © 2006 John Wiley & Sons, Ltd.     

Electron attenuation lengths in fullerene and fullerides

Using X-ray photoemission measurements, we have determined the attenuation length of C 1s photoelectrons in C₆₀ film to be 21.5 Å with the incident photon energy of Mg Kα radiation. The inelastic mean free path calculated with the TPP-2M algorithm coincides fairly well with the experimentally determined attenuation length, indicating the validity of the algorithm to fullerene and fullerides. The inelastic mean free paths for some fullerides, i.e. K₃C₆₀, K₆C₆₀, Ba₄C₆₀, Sm_2.75C₆₀ and Sm₆C₆₀ are calculated to help the quantitative analyses of the photoemission spectra for these compounds.     

Effect of nitrogen surface doping on the work function and field emission of hydrogenated amorphous carbon films

The effect of nitrogen surface doping on the electron field emission characteristics of hydrogenated amorphous carbon films was studied. It was found that the emission threshold electric field decreased after nitrogen surface doping which indicated the reduction of the emission barrier at the film surface. It was demonstrated that this improvement arose from the decrease of the effective work function due to the formation of a dipole layer induced by chemical termination and chemical structural change on the film surface. PACS 52.75.Xx; 73.30 +y; 73.61.Jc     

Microstructural evolution of decagonal quasicrystal in the undercooled Al72Ni12Co16 alloy melts

The microstructure evolution of decagonal quasicrystals in Al₇₂Ni₁₂Co₁₆ alloy was investigated by the electromagnetic melting and cyclic superheating method. Single-phase decagonal quasicrystals have been obtained when the undercoolings were larger than 60 K. The decagonal quasicrystals formed at various undercoolings show different microstructural morphologies. Furthermore, grain refinement was found near the undercooling of 120 K. Based on current thermodynamic and dendrite growth theories, a dimensionless superheating parameter was adopted to explain the effect of processing conditions on the microstructure of Al₇₂Ni₁₂Co₁₆ alloy. The result indicate that the fine equiaxied microstructure of decagonal quasicrystal (D-phase) formed near on undercooling of 120 K originates from the break-up of dendrites.     

在可交换四元数空间中的双曲方程的特征边值问题

讨论了一阶和二阶双曲复方程的特征边值问题.对其中两种线性方程,分别在不同的情况下获得通解和可解条件.而对于拟线性的二阶双曲复方程,证明了解的存在性和唯一性.     

Interfacial structure and electrical properties of LaAlO3 gate dielectric films on Si by metalorganic chemical vapor deposition

LaAlO₃ (LAO) gate dielectric films were deposited on Si substrates by low-pressure metalorganic chemical vapor deposition. The interfacial structure and composition distribution were investigated by high-resolution transmission electron microscopy (HRTEM), X-ray photoelectron spectroscopy (XPS), secondary-ion mass spectroscopy (SIMS), and Auger-electron spectroscopy (AES). HRTEM confirms that there exists an interfacial layer between LAO and Si in most samples. AES, SIMS, and XPS analyses indicate that the interfacial layer is compositionally graded La–Al silicate and the Al element is severely deficient close to the Si surface. Electrical properties of LAO films were evaluated. No evident difference in electrical properties between samples with and without native SiO₂ layers was observed. The electrical properties are discussed in terms of LAO growth mechanisms, in relation to the interfacial structure. PACS 73.40.Qv; 81.15.Gh; 77.55.+f; 68.35.-p     

Frequency-stabilized semimonolithic frequency doubler with high output power

We present a semimonolithic frequency-doubler from 1080 to 540 nm with 80% doubling efficiency and up to 849-mW output power of green light.