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51.
52.
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. 相似文献
53.
Jing-song Huang 《Mathematische Annalen》1993,297(1):309-324
Supported in part by NSF Grant DMS-8610730 相似文献
54.
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。 相似文献
55.
Wang Dunhui Huang Songling Han Zhida Su Zhenghua Wang Yi Du Youwei 《Solid State Communications》2004,131(2):97-99
A series of Gd(1−x)Bx alloys have been prepared by arc melting method. After introducing small quantity of B atom in Gd, the Curie temperature of these alloys increase while the magnetic entropy changes are almost same as that of Gd. The refrigerant capacities of these alloys are also greater than that of Gd. These results suggest that Gd(1−x)Bx alloys may be utilized as refrigerant in household magnetic refrigeration. 相似文献
56.
J.S. Tsay H.W. Chang Y.L. Chiou K.T. Huang W.Y. Chan Y.D. Yao 《Journal of magnetism and magnetic materials》2006
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. 相似文献
57.
Tensile impact experiments of EC8.0−24×7 glass fiber bundles at different low temperaturesT(14°C, −40°C and −10°C) and strain rates ɛ were carried out, and complete stress-strain curves were obtained. Within the range
of the experiment temperatures and strain rates, it is found that the initial modulusE, the ultimate strength σmax and the unstable strain ɛ
b
of the glass fiber bundles all increase with ɛ at an identicalT. At an identical ɛ, with the decrease ofT, E and σmax increase; but ɛ
b
increases when 10°C>T>−40°C and decreases when −40°C>T>−100°C. The strain-rate- and temperature-dependent bimodal Weibull statistical constitutive theory was adopted for the statistical
analysis of the experimental results, and the Weibull parameters of single fiber were obtained. The results show that the
bimodal Weibull distribution function is suitable to represent the strength distribution of the glass fiber at low temperature
and different strain rates. The differences in the mechanical properties between EC8.0−24×7 and EC5.5−12 ×14 glass fiber bundles
were also discussed.
Project supported by the National Natural Science Foundation of China (No. 19772058). 相似文献
58.
In this paper a half space problem for the one-dimensional Boltzmann equation with specular reflective boundary condition is investigated. It is shown that the solution of the Boltzmann equation time-asymptotically converges to a global Maxwellian under some initial conditions. Furthermore, a time-decay rate is also obtained. 相似文献
59.
Many recent algorithmic approaches involve the construction of a differential equation model for computational purposes, typically
by introducing an artificial time variable. The actual computational model involves a discretization of the now time-dependent differential system, usually
employing forward Euler. The resulting dynamics of such an algorithm is then a discrete dynamics, and it is expected to be
“close enough” to the dynamics of the continuous system (which is typically easier to analyze) provided that small – hence
many – time steps, or iterations, are taken. Indeed, recent papers in inverse problems and image processing routinely report
results requiring thousands of iterations to converge. This makes one wonder if and how the computational modeling process
can be improved to better reflect the actual properties sought.
In this article we elaborate on several problem instances that illustrate the above observations. Algorithms may often lend
themselves to a dual interpretation, in terms of a simply discretized differential equation with artificial time and in terms
of a simple optimization algorithm; such a dual interpretation can be advantageous. We show how a broader computational modeling
approach may possibly lead to algorithms with improved efficiency.
AMS subject classification (2000) 65L05, 65M32, 65N21, 65N22, 65D18 相似文献
60.