Allocating unfunded liability in pension valuation under uncertainty

This paper studied the cost allocation for the unfunded liability in a defined benefit pension scheme incorporating the stochastic phenomenon of its returns. In the recent literature represented by Cairns and Parker [Insurance: Mathematics and Economics 21 (1997) 43], Haberman [Insurance: Mathematics and Economics 11 (1992) 179; Insurance: Mathematics and Economics 13 (1993) 45; Insurance: Mathematics and Economics 14 (1994) 219; Insurance: Mathematics and Economics 14 (1997) 127], Owadally and Haberman [North American Actuarial Journal 3 (1999) 105], the fund level is modeled based on the plan dynamics and the returns are generated through several stochastic processes to reflect the current realistic economic perspective to see how the contribution changed as the cost allocation period increased. In this study, we generalize the previous constant value assumption in cost amortization by modeling the returns and valuation rates simultaneously. Taylor series expansion is employed to approximate the unconditional and conditional moments of the plan contribution and fund level. Hence the stability of the plan contribution and the fund size under different allocation periods could be estimated, which provide valuable information adding to the previous works.     

Photoinduced Transformation between Charge Carrier and Spin Carrier in Polymers

By dynamical simulations, we show a transforming process between neutral soliton （spin carrier） and charged soliton （charge carrier） in polymers via photo-excitation, taking a polaron as the transitional bridge. It is photoinduced transformation between spin carrier and charge carrier. In this way, we demonstrate an access for polymers to be applied to spintronics.     

Anchoring Properties of Nematic Liquid Crystals Studied Using the Attenuated Total Reflection Method

By using the attenuated total reflection method associated with the excitation of surface plasmons, the tilt angle of the liquid crystal director and its gradient at the surface are measured in a planar nematic cell as a function of the applied voltage. The surface anchoring anisotropy δπ of the liquid crystal and the surface elastic constant k_s, are found to be δπ = 0.288 erg/cm and k_s, = 9·12 × 10^-11 erg, respectively, when the boundary condition suggested by Barbero et al is used. The theoretical and experimental values obtained with this boundary condition and that of Mada are discussed. The results show that the boundary condition proposed by Barbero et al is in better agreement with the experiment.     

A completion of the spectrum for large sets of disjoint transitive triple systems

In this paper, we give a recursive construction from an LTTS(v + 2) to an LTTS(16v + 2) for v 3. Furthermore, the existence of LTTS(2ⁿ + 2) is proved. Thereby, we completely solve the existence problem of LTTS)(v) (large set of pairwise disjoint transitive triple systems of order v).     

On the existence of nontrivial extremal metrics on complete noncompact surfaces

In this paper, we consider the 2-dimensional local Calabi flow on a complete noncompact surface . Then, based on the Harnack-type estimate, we show the long-time existence and asymptotic convergence of a subsequence of solutions of such a flow on with and bounded from above by a negative constant on a ball. For its applications, this will lead to the existence of extremal metrics on a complete noncompact surface of finite topological type. In particular, there exists an extremal metric of nonconstant Gaussian curvature on or Received: 21 June 2001 / 18 January 2002 / Published online: 27 June 2002 Research supported in part by NSC and NCTS.     

The Recognition of Double Euler Trails in Series-Parallel Networks

Given a series-parallel network (network, for short)N, its dual networkN′ is given by interchanging the series connection and the parallel connection of networkN. We usually use a series-parallel graph to represent a network. LetG[N] andG[N′] be graph representations ofNandN′, respectively. A sequence of edgese₁, e₂,…,e_kis said to form a common trail on (G[N], G[N′]) if it is a trail on bothG[N] andG[N′]. If a common trail covers all of the edges inG[N] andG[N′], it is called adouble Euler trail.However, there are many different graph representations for a network. We say that a networkNhas a double Euler trail (DET) if there is a common Euler trail for someG[N] and someG[N′]. Finding a DET in a network is essential for optimizing the layout area of a complementary CMOS functional cell. Maziasz and Hayes (IEEE Trans. Computer-Aided Design9(1990), 708–719) gave a linear time algorithm for solving the layout problem in fixedG[N] andG[N′] and an exponential algorithm for finding the optimal cover in a network without fixing graph representations. In this paper, we study properties of subnetworks of a DET network. According to these properties, we propose an algorithm that automatically generates the rules for composition of trail cover classes. On the basis of these rules, a linear time algorithm for recognizing DET networks is presented. Furthermore, we also give a necessary and sufficient condition for the existence of a double Euler circuit in a network.     

幂函数的一些密码学性质

二元域上n数组空间上的非线性置换在分组码，杂凑函数与流密码等密码学领域中有重要应用.域GF（2n）上的幂函数提供了二元域上n数组空间上的一类非线性置换．本文着重研究幂函数的强完全性、完全性与非线性度等密码学性质．作为结果，本文证明了幂函数具有完全性；证明了具有强完全性的函数必有较高的拓扑非线性度；木文找到一类具有强完全性的幂函数；周时也定出了幂函数的代数非线性度．     

Stirling渐进公式的一个新的构造证明

本文用简易的分析工具，对ｎ！给出了一个精确等式，从而导出Ｓｔｉｒｌｉｎｇ渐近公式（２）的一个新的简短证明.     

Very high coercivities of top-layer diffusion Au/FePt thin films

The Au/FePt samples were prepared by depositing a gold cap layer at room temperature onto a fully ordered FePt layer, followed by an annealing at 800 °C for the purpose of interlayer diffusion. After the deposition of the gold layer and the high-temperature annealing, the gold atoms do not dissolve into the FePt Ll₀ lattice. Compared with the continuous FePt film, the TEM photos of the bilayer Au(60 nm)/FePt(60 nm) show a granular structure with FePt particles embedded in Au matrix. The coercivity of Au(60 nm)/FePt(60 nm) sample is 23.5 kOe, which is 85% larger than that of the FePt film without Au top layer. The enhancement in coercivity can be attributed to the formation of isolated structure of FePt ordered phase.     

完全可分的三元系TS(v,4)的支撑集

§ 1　 IntroductionA triple system of order v and indexλ,denoted by TS(v,λ) ,is a collection of3- ele-mentsubsets Aof a v- set X,so thatevery 2 - subsetof X appears in preciselyλ subsets of A.L etλ≥ 2 and (X,A) be a TS(v,λ) .If Acan be partitioned into t(≥ 2 ) parts A1,A2 ,...,Atsuch that each (X,Ai) is a TS(v,λi) for 1≤ i≤ t,then (X,A) is called de-composable.Otherwise it is indecomposable.If t=λ,λi=1for 1≤ i≤ t,the TS(v,λ) (X,A) is called completely decomposable.It …