A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.     

Static light scattering,ultraviolet–visible,and fluorescence spectroscopy from fluorescent methyl methacrylate/benzazole dye copolymers displaying an intramolecular proton‐transfer mechanism in the electronically excited state

The solution behavior of new copolymers of methyl methacrylate and benzazole dyes emitting fluorescence because of an intramolecular proton‐transfer mechanism in the electronically excited state has been investigated by static light scattering, fluorescence spectroscopy, ultraviolet–visible, and gel permeation chromatography. In the dilute regime, with tetrahydrofuran (THF) and chloroform as solvents, the copolymers behave as typical polydisperse linear chains in good solvents. The analysis of the osmotic modulus for concentrated solutions in THF (c ≥ 60 g L^?1) indicates the existence of an interchain association mechanism. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 341–350, 2003     

Mild and efficient synthesis of propargylamines by copper-catalyzed Mannich reaction

Terminal alkynes undergo mild and efficient aminomethylation with aqueous formaldehyde and secondary amines under CuI catalysis. In most cases high to nearly quantitative yields of tertiary propargylamines are obtained in DMSO solution at room temperature. Aromatic, aliphatic and silylated acetylenes as well as alkynols can be used. Primary amines are less reactive and satisfactory yields of secondary propargylamines are obtained only with phenylacetylene.     

Internal standardization for the determination of cadmium,cobalt, chromium and manganese in saline produced water from petroleum industry by inductively coupled plasma optical emission spectrometry after cloud point extraction

In the present paper a procedure is proposed for the determination of traces of Cd, Co, Mn and Cr in petroleum industry produced water by inductively coupled plasma optical emission spectrometry. The procedure is based on cloud point extraction of these metals, as their dithizonate complexes, into the surfactant-rich phase of octylphenoxypolyethoxyethanol surfactant (Triton X-114). Extractions were carried out in solutions with salinities between 10‰ and 70‰. Since residual salinity in the surfactant-rich phase caused differences in its transport to the plasma, yttrium was used as an internal standard to correct for this effect. The simultaneous metal extraction procedure was optimized by response surface methodology using a Doehlert design and desirability function. Enhancement factors of 21, 21, 9 and 19, along with limits of quantification of 0.093, 0.20, 0.73 and 1.2 μg L^− 1, and precision expressed as relative standard deviation (n = 8, 20.0 μg L^− 1) of 5.8, 1.2, 1.7 and 5.7% were obtained for Cd, Co, Mn and Cr, respectively. The accuracy was evaluated by spike recovery tests on the high salinity water samples with salinity of 40 and 63‰.     

Analysis of Antennas with PBG Substrate

The use of photonic materials has been used in the theory of optical waves. The PBG (Photonic Band Gap) theory and material, was developed recently for optical frequencies and can be easily applied to millimeter waves, microwaves and planar antenna frequencies. The presence of photonic materials as substrate in antennas has some good characteristics such as, supression of light spontaneous emission and suppression of surface waves, allowing the application in planar antenna array. In this work an elaborate analysis using the full wave Transverse Transmission Line - TTL method, that provides efficient and concise results is applied to the planar antennas array with PBG substrate.     

字节全加器及其在无线电测控系统中的应用

对全加器概念进行了推广，并在此基础上给出了使用字节全加器网络的无线电抗干扰算法。通过在实际的无线电测控系统中的应用，结果表明该算法具有良好的无线电抗干扰效果。     

Mössbauer study of spin-glass Fe x Zn1−x F2 system

⁵⁷Fe Mössbauer effect measurements in the diluted Ising antiferromagnet Fe _x Zn_1?x F₂ withx=0.25 andx=0.57 at temperatures between 4.2 and 55 K, are reported. DC suceptibility measurements show a spin-glass (SG) phase at low temperatures forx≤0.31. Our Mössbauer spectra show a phase transition to a SG state with antiferromagnetic order (AFSG) forx=0.25 and only antiferromagnetic order forx=0.57.     

A graph theory approach to subcontracting, machine duplication and intercell moves in cellular manufacturing

We address in this paper the problem of finding an optimal strategy for dealing with bottleneck machines and bottleneck parts in the cell formation process in group technology. Three types of economic decisions are considered: subcontracting, machine duplication and intercell moves. The problem is formulated as a minimum weighted node covering problem in a hypergraph, and we show that it can be solved in polynomial time by finding a maximum weighted stable set in a bipartite graph. We extend this result to cellular manufacturing systems in which the sequence of operations of each part is known in advance.     

Nash Equilibria in Noncooperative Predator-Prey Games

A noncooperative game governed by a distributed-parameter predator-prey system is considered, assuming that two players control initial conditions for predator and prey, respectively. Existence of a Nash equilibrium is shown under the condition that the desired population profiles and the environmental carrying capacity for the prey are sufficiently small. A conceptual approximation algorithm is proposed and analyzed. Finally, numerical simulations are performed, too.