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.     

Developing a hybrid emulsion polymerization system to synthesize Fe3O4/polystyrene latexes with narrow size distribution and high magnetite content

A hybrid emulsion polymerization was formulated for synthesizing Fe₃O₄/polystyrene composite latex. This system, containing binary droplets that are magnetic (Mag)‐droplets with a diameter of 100–200 nm and styrene (St)‐droplets with a diameter of 3–4 μm, was obtained by mixing Mag‐miniemulsion and St‐macroemulsion. With extremely low surfactants concentration (?critical micelle concentration, CMC), the nucleated loci are selectively controlled in the Mag‐droplets, as the result of smaller droplet size and larger surface ratio. Both water‐soluble potassium persulfate (KPS) and oil‐soluble 2,2′‐azobis(2‐isobutyronitrile) was adopted to initiate the polymerization. In the presence of KPS, magnetic polystyrene latices with particles size of 60–200 nm, narrow size distribution, and high magnetite content (86 wt % measured by TGA) were attained successfully. The synthesized magnetic Fe₃O_4/polystyrene latices assembled into well‐ordered hexagonal structure in the surface of a carbon supported copper grid. The influence of various parameters on various aspects of the as‐synthesized Fe₃O₄/polystyrene was investigated in detail: type of initiator on composite morphology, feed ratio of Mag‐miniemulsion and St‐macroemulsion on magnetite content, and hydrophobic agent or amount of surfactant on size and size distribution. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 5285–5295, 2007     

A combined mixed and discontinuous Galerkin method for compressible miscible displacement problem in porous media

In this paper, we present a numerical scheme for solving the coupled system of compressible miscible displacement problem in porous media. The flow equation is solved by the mixed finite element method, and the transport equation is approximated by a discontinuous Galerkin method. The scheme is continuous in time and a priori hp error estimates is presented.     

Existence of two solutions of m-point boundary value problem for second order dynamic equations on time scales

In this paper, by means of a new twin fixed-point theorem in a cone, the existence of at least two positive solutions of m-point boundary value problem for second order dynamic equations on time scales is considered.     

神光Ⅱ上柱形黑腔辐射驱动冲击波

利用神光Ⅱ的八路三倍频激光装置，驱动柱形黑腔产生的x 射线作辐射源驱动台阶铝样品产生冲击波，获得了清晰的冲击波图像，通过冲击波过台阶样 品的时间差获得冲击波速度和压力分别为31.2km/s和17.5×10⁵MPa.采用软x射线能谱 仪通过激光注入孔测量的辐射温度与采用冲击波法测量辐射温度的结果一致. 关键词： 冲击波 辐射驱动 辐射温度     

Optical characterization of bromo-alkoxyl-substituted copper phthalocyanine derivative thin films

A series of thin films of copper phthalocyanine derivatives with bromine and alkoxyl substituents [CuPc(OC₈H₁₇)₄Br_m, m=0,1,2,4] were prepared on single-crystal silicon substrates by spin coating. The ellipsometric spectra of the films have been studied on a rotating analyzer–polarizer type of scanning ellipsometer. The optical, dielectric constants and absorption coefficients of the films in 500–800 nm wavelength region were obtained. The results show that the complex refractive index, dielectric constants and absorption coefficient of these thin films are influenced regularly by bromine substituent on conjugated macrocycle. It was found that there are approximately linear relationships between the resonance absorption wavelengths of the films and the average number of bromine atoms substituted on the phthalocyanine ring.     

加热炉内板坯粘塑性下桡变形的研究

在加热妒内，由于高温及重力作用，板坯两端的悬臂将产生下桡变形。悬臂越长，下桡将越大，导致悬臂下桡部分与出口端墙相碰，影响出料而造成事故。本文对加热炉内板坯的下桡变形进行了分析计算。首先，建立了板坯的二维非稳态导热模型并用有限差分法计算了炉内板坯随时间的温度变化；然后建立了板坯悬臂粘塑性变形模型，用有限元法计算了高温条件下由重力引起的悬臂的下桡变形。由此理论模型计算出的板坯抽出温度与悬臂端下桡量与实测结果吻合良好，说明该理论模型及模型计算方法是正确的，可用于对装钢生产进行指导。