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.     

BEPCⅡ直线加速器重大改造和束流调试进展

BEPCⅡ直线加速器的重大改造旨在获得高流强、小发射度和小能散的正负电子束, 以满足对撞机亮度提高两个两级的要求. 这对直线加速器各系统和束流物理是一个挑战. 文章介绍了直接决定束流性能的新电子源、新正电子源、新微波功率源、相位控制系统和束流测量系统等的改造情况; 叙述了束流物理研究; 介绍了束流调试进展情况和进一步改进计划.     

On Basic Constraint Qualifications for Infinite System of Convex Inequalities in Banach Spaces

The BCQ and the Abadie CQ for infinite systems of convex inequalities in Banach spaces are characterized in terms of the upper semi-continuity of the convex cones generated by the subdifferentials of active convex functions. Some relationships with other constraint qualifications such as the CPLV and the Slate condition are also studied. Applications in best approximation theory are provided.     

G-网络排队系统的研究新进展

在研究排队网络的文献中,G-网络(即推广的排队网络)最近受到了国际学者广泛的关注,它的研究在一定程度上丰富了排队网络的内容.正因为有很多学者投入到此项研究中,新的结果是层出不穷的.本文简短地介绍G-网络近年来的发展.     

凸域内弦的平均长度

本文研究了凸域内弦的平均长度.通过广义支持函数与凸域的弦幂积分,建立了凸域内弦的平均长度的一般公式,并用此公式得出了圆域和矩形域内弦的平均长度.     

Multiband Terahertz Photonic Band Gaps of Subwavelength Planar Fractals

Optical transmission properties of subwavelength planar fractals in terahertz （THz） frequency regime are studied by means of time-domain spectroscopy. The transmission spectra with multiple pass bands and stop bands are observed. The tunable photonic band gaps are realized by changing the angle between the principle axis of planar fractal and the polarization of THz wave. The possible application of the subwavelength optical component is discussed. We attribute the detected transmittance from subwavelength fractals to localized resonances.     

A Rapid Solid-phase Synthesis to Soluble Oligothiophene Molecular Wires

A novel method for the preparation of oligothiophene molecular wires is described via a bi-directional solid-phase synthesis. Using an alternating sequence of bromination and Stille coupling reactions, oligomers were obtained up to the heptamer in excellent yield and purity.     

用OZSAD软件实现复合式变焦凸轮曲线优化设计

变焦距光学系统凸轮曲线设计是保证光学系统变焦精确、平滑和驱动力均衡的关键。以2运动组元变焦系统的牛顿法变焦推导公式为依据，分析等间隔设计和等角距设计凸轮曲线方法的特点，结合EBA20X10光学镜头设计实例，探讨了结合2者优点实现复合式凸轮曲线优化设计的方法。文中等间距是指变倍透镜组沿光轴的移动量与凸轮转角呈线性关系，凸轮曲线沿圆周展开为直线；等角距是指系统焦距与凸轮转角呈线性关系。最后介绍了可实现3种凸轮曲线辅助设计的软件工具OZSAD V1.2。设计结果表明，该设计方法可以降低凸轮曲线压力角，减少总展开角及加工点对数，还可保证凸轮的设计精度。     

正丁基苝四羧酸二酰亚胺的晶型和性能研究

文章合成了N,N'-二正丁基苝四羧酸二酰亚胺,并纯化、调晶,进行了IR、元素分析、X射线等测定.分析该化合物在DMF中的紫外光谱(最大吸收波长524.80 nm)、荧光光谱(最大发射波长539.0 nm)、Stokes位移(数值15 nm)等光谱性质.在400～700 nm范围内,α晶型薄膜紫外-可见吸收出现很强的吸收峰,且由β型变为α型,最大吸收波长有明显的红移(545 nm变为580 nm).X射线粉末衍射也反映出α晶型的2θ在26.0°处衍射峰CPS为2 508,β型在25.2°为1 891.α,β晶型作为电荷产生材料制得的功能分离型有机光导体,在光源滤波波长λ=532 nm曝光下,测得含α,β感光体达到饱和电位的时间分别为46,93.98 s,光衰电位(5.3千伏电压负充电电晕,1～2 s后的表面电位)分别为727和525 V,半衰曝光量分别为4.32,4.34μJ·cm-2,残余电位分别为30和45 V等光导性能数值.     

塑料闪烁体的辐照特性

利用⁶⁰Co放射源分别对3种塑料闪烁体(BC-408, EJ-200, BC-404)进行辐照损伤研究, 比较辐照前后的透射谱、发射谱及光产额的变化, 发现3种闪烁体在低剂量具有较好的抗辐照性能; 当照射剂量超过1.44×10⁴Gy时,透射谱明显变坏, 光输出减少很严重, 但发射谱却保持不变.