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.     

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.     

属性区间识别理论模型研究及其应用

根据程乾生教授创立的属性识别理论模型[1] ,提出了属性测度区间的概念 ,建立了属性区间识别理论模型 ,并在自然科学学术期刊质量评价中进行了应用 .     

抓好数学建模竞赛 推动数学教学改革

本文通过近几年组织数学建模教学和指导学生参加竞赛的实践 ,探索抓好数学建模竞赛 ,促进数学教学改革 ,推动数学素质教育 ,提高人才培养质量的途径、措施和方法     

RO-heparin Inhibits L-Selectin-mediated Neutrophils Adhesion to Vascular Endothelium Under Flow Conditions

Introduction Migrationandrecruitmentofleukocytesfromblood toinflammatorylesionsitesaresequentiallyregulated byadhesionmoleculesandtheirreceptors[1].These lectinfamilyplaysamajorroleininitiatingattachement ofneutrophilstotheactivatedendothelium.P selectin,…     

Separate Polarization Modes Synchronization and Synchronization Switches between Vertical-Cavity Surface-Emitting Lasers

For vertical-cavity surface-emitting lasers (VCSELs) with polarization-rotated feedback, there exist several synchronization types such as synchronizations between total powers and synchronizations between separate polarization modes. Based on the two-mode rate equations, we study and compare numerically the performances of different synchronization types. Our results show that three synchronization types exhibit good performances when their synchronization conditions are satisfied. They are the complete synchronization between total powers, complete synchronization between x-polarized modes, and generalized synchronization between x-polarized and y-polarized modes. The former two types are sensitive to the injection rate and spontaneous emission, while the third type is contrary. Synchronization type with the best performance may switch from one to another, with changing of injection rate and spontaneous emission factor.