Luminescence and energy transfer in phosphor LiAl5O8: Ce3+, Dy3+

Ce³⁺ and Dy³⁺-doped LiAl₅O₈ were synthesized in the present study. The luminescence properties of Ce³⁺ and Dy³⁺, and the energy transfer from Ce³⁺ to Dy³⁺ were investigated. The Ce³⁺ species in LiAl₅O₈ emit one broad band that peaks at 351 nm under the excitation of ultraviolet light, which is attributed to the 5d–4f transitions of Ce³⁺. The luminescence of Dy³⁺ in singly doped LiAl₅O₈ can not be detected due to its low oscillator strength. However, Dy³⁺ emit intense blue (477 nm) and yellow (569 nm) light after the introduction of Ce³⁺. This phenomenon demonstrates that there exists effective energy transfer from Ce³⁺ to Dy³⁺, which occurs because the emission spectrum of Ce³⁺ perfectly overlays the excitation spectrum of Dy³⁺. The energy transfer from Ce³⁺ to Dy³⁺ is performed through dipole–dipole interactions. The experimental results show that LiAl₅O₈ co-doped with Ce³⁺ and Dy³⁺ can be a potential two-band (blue and yellow) phosphor.     

The luminescence of bismuth and europium in Ca4YO(BO3)3

A series of Bi³⁺/Eu³⁺ singly and doubly activated Ca₄YO(BO₃)₃ phosphors were synthesized by solid-state reaction method. The structures and photoluminescent properties of the phosphors were investigated at room temperature. Under UV excitation Bi³⁺ and Eu³⁺ show a high light output. Ca₄YO(BO₃)₃:Eu³⁺ has potential application as a phosphor for fluorescent lamps. The luminescence of Bi³⁺ and Eu³⁺ in Ca₄YO(BO₃)₃ resembles more that in the rare earth oxides than that in borates. The free oxygen ion in the host lattice, which is not bonded to any boron ions seems to be responsible for that. In this host lattice energy migration between linear Eu³⁺ chains occurs. The emission of Bi³⁺ is completely quenched when Eu³⁺ is co-doped. A model was proposed to explain it.     

基于监管的保险公司最优比例再保险策略

根据监管规定,保险公司必须提存一定水平的准备金.鉴于此,保险公司必须保持盈余不低于这个准备金水平.将保险公司盈余首达该准备金水平的时刻定义为``破产"时刻,以最小化``破产"概率为目标;假设保险公司可购买比例再保险, 其盈余过程由扩散模型刻画且盈余按连续复利方式计算利息, 其中利力为常数; 借助随机动态规划方法, 通过求解相应的HJB方程得到了最优值函数与最优比例再保险策略的解析式. 最后给出了经济解释与数值算例.     

最低投资比例约束下的证券组合模型及有效边界解析式

利用传统的均值.方差模型研究了具有最低投资比例约束时的证券投资组合问题,首先得到了模型的前沿边界及有效边界存在的充要条件及其本质特征,然后根据这些结论给出了确定其前沿边界及有效边界解析表达式的具体方法和步骤.该方法足一种解析分析法,计算量比较小且几乎无误差,可以准确且快速的确定最低投资比例约束下证券组合有效边界的解析式.最后作为结论的直接应用和说明,利用中国股票市场数据给出了一个实例分析.     

Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces

This paper focuses on solving a finite horizon semi-Markov decision process with multiple constraints. We convert the problem to a constrained absorbing discrete-time Markov decision process and then to an equivalent linear program over a class of occupancy measures. The existence, characterization and computation of constrained-optimal policies are established under suitable conditions. An example is given to demonstrate our results.     

带负债的连续时间最优资产组合选择

构造了一个带外生负债的连续时间均值-方差最优投资组合选择模型.假定风险资产价格的演变服从几何布朗运动,累积负债服从带漂移的布朗运动,并且市场系数恒为常数,借助随机LQ控制方法得到相应的均值-方差优化问题的最优策略和有效边界.     

Influence on the long afterglow properties by the environmental temperature

Sr₂MgSi₂O₇:Eu²⁺, Dy³⁺ (SMED) and Ba₂MgSi₂O₇:Eu²⁺, Dy³⁺ (BMED) were synthesized with the solid-state reaction. The SMED shows long afterglow while the afterglow of BMED is not visible at room temperature. When the environmental temperature is 150 °C, the afterglow of SMED is not obvious while the BMED shows the long afterglow. The decay curves measured at different temperatures conform to this phenomenon. It ascribes to the different trap depths of different samples. The thermoluminescence (TL) curves of SMED peaks at 80 °C. BMED has two TL peaks peaking at about 80 and 175 °C respectively. The low temperature peak is weak and its density is small. The high-temperature peak reveals that one trap of BMED is deeper than the one of SMED. The afterglows of the phosphors strongly depend on the environmental temperature since the lifetime of the trapping carriers is temperature-dependence. BMED is a potential optimum long afterglow phosphor for the purpose of high-temperature application.     

保险公司实业项目投资策略研究

考虑保险公司实业项目投资问题. 假定1)保险公司可以选择在某一时刻投资一实业项目(Real investment), 该项投资可以为保险公司带来稳定的资金收入而不影响其风险;2)保险公司可以将盈余资金投资于证券市场, 该市场包含一风险资产.目标是通过最小化破产概率来确定保险公司实业项目投资时间和风险资产的投资金额.运用混合随机控制-最优停时方法,得到值函数的半显式解, 进而得到保险公司的最佳投资策略: 以固定金额投资证券市场; 当保险公司盈余高于一定额度(称为投资门槛)时进行项目投资, 并降低风险资产投资金额.最后采用数值算例分析了不同市场环境下投资门槛与投资金额, 投资收益率之间的关系. 结果表明:1)项目投资所需金额越少、收益率越高, 则项目投资的门槛越低;2)市场环境较好时(牛市)项目的投资门槛提高, 保险公司应较多的投资于证券市场; 反之, 当市场环境较差时(熊市)投资门槛降低,保险公司倾向于实业项目投资.     

Synthesis,crystal structures and anti‐inflammatory activity of fluorine‐substituted 1,4,5,6‐tetrahydrobenzo[h]quinazolin‐2‐amine derivatives

Two fluorine‐substituted 1,4,5,6‐tetrahydrobenzo[h]quinazolin‐2‐amine (BQA) derivatives, namely 2‐amino‐4‐(2‐fluorophenyl)‐9‐methoxy‐1,4,5,6‐tetrahydrobenzo[h]quinazolin‐3‐ium chloride, ( 8 ), and 2‐amino‐4‐(4‐fluorophenyl)‐9‐methoxy‐1,4,5,6‐tetrahydrobenzo[h]quinazolin‐3‐ium chloride, ( 9 ), both C₁₉H₁₉FN₃O⁺·Cl^?, were generated by Michael addition reactions between guanidine hydrochloride and the α,β‐unsaturated ketones (E)‐2‐(2‐fluorobenzylidene)‐7‐methoxy‐3,4‐dihydronaphthalen‐1(2H)‐one, C₁₈H₁₅FO₂, ( 6 ), and (E)‐2‐(4‐fluorobenzylidene)‐7‐methoxy‐3,4‐dihydronaphthalen‐1(2H)‐one, ( 7 ). Because both sides of α,β‐unsaturated ketones ( 6 ) or ( 7 ) can be attacked by guanidine, we obtained a pair of isomers in ( 8 ) and ( 9 ). Single‐crystal X‐ray diffraction indicates that each isomer has a chiral C atom and both ( 8 ) and ( 9 ) crystallize in the achiral space group P2₁/c. The chloride ion, as a hydrogen‐bond acceptor, plays an important role in the formation of multiple hydrogen bonds. Thus, adjacent molecules are connected through intermolecular hydrogen bonds to generate a banded structure. Furthermore, these bands are linked into an interesting 3D network via hydrogen bonds and π–π interactions. Fortunately, the solubilities of ( 8 ) and ( 9 ) were distinctly improved and can exceed 50 mg ml^?1 in water or PBS buffer system (pH 7.4) at room temperature. In addition, the results of an investigation of anti‐inflammatory activity show that ( 8 ) and ( 9 ), with o‐ and p‐fluoro substituents, respectively, display more potential for inhibitory effects on LPS‐induced NO secretion than starting ketones ( 6 ) and ( 7 ).     

Multi‐period mean variance portfolio selection under incomplete information

This paper solves an optimal portfolio selection problem in the discrete‐time setting where the states of the financial market cannot be completely observed, which breaks the common assumption that the states of the financial market are fully observable. The dynamics of the unobservable market state is formulated by a hidden Markov chain, and the return of the risky asset is modulated by the unobservable market state. Based on the observed information up to the decision moment, an investor wants to find the optimal multi‐period investment strategy to maximize the mean‐variance utility of the terminal wealth. By adopting a sufficient statistic, the portfolio optimization problem with incompletely observable information is converted into the one with completely observable information. The optimal investment strategy is derived by using the dynamic programming approach and the embedding technique, and the efficient frontier is also presented. Compared with the case when the market state can be completely observed, we find that the unobservable market state does decrease the investment value on the risky asset in average. Finally, numerical results illustrate the impact of the unobservable market state on the efficient frontier, the optimal investment strategy and the Sharpe ratio. Copyright © 2016 John Wiley & Sons, Ltd.