CreditRisk+模型下商业银行经济资本配置研究

对金融资产风险的度量与经济资本的分配应该体现分散化效应,传统的V aR方式不能保证分散化效应的次可加性.本文讨论了基于T a ilV aR这一新的风险度量与经济资本分配标准,并在违约率均值不变情况下,对C red itR isk+模型下的商业银行经济资本分配进行了实证分析.     

Power scaling of printed-circuit-board preionized TEA CO2 laser up to 3.6 kW

A high average power, high-repetition-rate TEA CO₂ laser employing printed-circuit-board preionizer is described. The power scaling of this preionization configuration has been demonstrated. The average output power reaches 3.6 kW at pulse repetition rate of 180 pps. Furthermore, the scaling-up ability of the rotating spark gap as high-voltage switch for high-average-power gas laser has been validated.     

Structural, magnetic properties and photoemission study of Ni-doped ZnO

Nickel-doped ZnO (Zn_1−xNi_xO) have been produced using rf magnetron sputtering. X-ray diffraction measurements revealed that nickel atoms were successfully incorporated into ZnO host matrix without forming any detectable secondary phase. Ni 2p core-level photoemission spectroscopy confirmed this result and suggested Ni has a chemical valence of 2+. According to the magnetization measurements, no ferromagnetic but paramagnetic behavior was found for Zn_0.86Ni_0.14O. We studied the electronic structure of Zn_0.86Ni_0.14O by valence-band photoemission spectroscopy. The spectra demonstrate a structure at ∼2 eV below the Fermi energy E_F, which is of Ni 3d origin. No emission was found at E_F, suggesting the insulating nature of the film.     

具有周期非均匀扰动的色散管理系统中的孤子传输

在准理想的色散管理系统中建立了非均匀扰动模型,研究了它们对孤子传输和相互作用的影响.这些扰动导致孤子崩塌,加剧了孤子间相互作用.它们影响的大小与周期长度和扰动强度有关,并且存在最坏周期长度和扰动共振现像.最后,引入非线性增益和滤波器来有效控制这些扰动的影响.     

DUAL RECIPROCITY HYBRID BOUNDARY NODE METHOD FOR THREE-DIMENSIONAL ELASTICITY WITH BODY FORCE

Combining Dual Reciprocity Method （DRM） with Hybrid Boundary Node Method （HBNM）, the Dual Reciprocity Hybrid Boundary Node Method （DRHBNM） is developed for three-dimensional linear elasticity problems with body force. This method can be used to solve the elasticity problems with body force without domain integral, which is inevitable by HBNM. To demonstrate the versatility and the fast convergence of this method, some numerical examples of 3-D elasticity problems with body forces are examined. The computational results show that the present method is effective and can be widely applied in solving practical engineering problems.     

电源最大输出功率的条件及公式的应用

当外电路的电阻等于电源内电阻时,电源输出功率最大,应用这个结论,可以省去许多计算步骤.但实际应用时还要注意一些问题,下面从几个方面加以讨论.1 电源实际输出功率与最大输出功率的区别 这是两个不同的概念,一些学生往往会用Pm=(?)/4r计算电源输出最大功率,其实,(?)/4r只是电源输出功率的极限,电源一般不在该状态下工作.     

Synthesis and luminescence properties of lanthanide(III) chelates with polyacid derivatives of thienyl-substituted terpyridine analogues

Two new polyacid derivative ligands of thienyl-substituted terpyridine analogues, N,N,N¹,N¹-[4′-(2?-thienyl)-2,2′:6′,2″-terpyridine-6,6″-diyl]bis(methylenenitrilo) tetrakis(acetic acid) (TTTA) and N,N,N¹,N¹-[2,6-bis(3′-aminomethyl-1′-pyrazolyl)-4-(2″-thienyl)pyridine] tetrakis(acetic acid) (BTTA), were synthesized, and the luminescence properties of their Eu³⁺ and Tb³⁺ chelates were investigated. The Eu³⁺chelates of the two ligands are strongly luminescent having luminescence quantum yields of 0.150 (TTTA-Eu³⁺) and 0.114 (BTTA-Eu³⁺), and lifetimes of 1.284 ms (TTTA-Eu³⁺) and 1.352 ms (BTTA-Eu³⁺), whereas their Tb³⁺ chelates are weakly luminescent. The TTTA-Eu³⁺ chelate was used for streptavidin (SA) labeling, and the labeled SA was used for time-resolved fluoroimmunoassay of insulin in human sera. The method gives the detection limits of 33 pg ml⁻¹.     

ABS防抱死系统及其检测

现代汽车中有一种先进的制动机构。可保证在制动时不是完全刹死滑行，而是让车轮仍有一定的滚动．经研究这种方法可以更有效地制动．防抱死系统有一个自动检测车速的装置，用来控制车轮的转动，其原理如图1，铁质齿圈P与车轮同步转动，右端有一个绕有线圈的磁体，G是一个电流检测器．当车轮带动齿轮转动时，由于齿靠近线圈时被磁化，使磁通量增强，     

Nonlinear rheological behavior of silica filled solution‐polymerized styrene butadiene rubber

The reinforcement and nonlinear viscoelastic behavior have been investigated for silica (SiO₂) filled solution‐polymerized styrene butadiene rubber (SSBR). Experimental results reveal that the nonlinear viscoelastic behavior of the filled rubber is similar to that of unfilled SSBR, which is inconsistent with the general concept that this characteristic comes from the breakdown and reformation of the filler network. It is interesting that the curves of either dynamic storage modulus (G′) or loss tangent (tan δ) versus strain amplitude (γ) for the filled rubber can be superposed, respectively, on those for the unfilled one, suggesting that the primary mechanism for the Payne effect is mainly involved in the nature of the entanglement network in rubbery matrix. It is believed there exists a cooperation between the breakdown and reformation of the filler network and the molecular disentanglement, resulting in enhancing the Payne effect and improving the mechanical hysteresis at high strain amplitudes. Moreover, the vertical and the horizontal shift factors for constructing the master curves could be well understood on the basis of the reinforcement factor f(φ) and the strain amplification factor A(φ), respectively. The surface modification of SiO₂ causes a decrease in f(φ), which is ascribed to weakeness of the filler–filler interaction and improvement of the filler dispersion. However, the surface nature of SiO₂ hardly affects A(φ). © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 2594‐2602, 2007     

THE COMRENSATED COMPACTNESS METHOD APPLIED TO QUASILINEAR PARABOLIC EQUATIONS OF HIGHER ORDER WITH BOUBLY STRONG DEGENERATION

This paper applies the compensated compactnessmethod to the study of a class of quasilinear parbolic equations of higher order with doubly strong degeneration. Some existence and uniqueness results are proved under certain conditions.