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.     

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.     

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 …     

控温相变免疫分析测定雌酮

通过热引发聚合与氧化还原引发聚合，合成水凝胶，作为雌酮全抗原(E1— BSA)载体；以异硫氰基灾光素标记雌酮的单克隆抗体(McAb)作为示踪剂，建立了控温相变竞争免疫分析测定雌酮(EI)的方法并应用于分析血清样品。实验表明：以热引发聚合合成的水凝胶为载体的荧光免疫分析方法具有更高的灵敏度，它的线性范围为10-700μg/L，检出限为1μg／L(n=10，3倍空白)。经水凝胶性质的比较(包括LCST、非特异性吸附、抗原与抗体反应时间及固定化抗原活性)，证明了热引发聚合的水凝胶较氧化还原引发聚合的水凝胶更适合于作为免疫分析的载体。     

Numerical simulation on an interaction of a vortex street with an elliptical leading edge using an unstructured grid

An algorithm for a time accurate incompressible Navier–Stokes solver on an unstructured grid is presented. The algorithm uses a second order, three‐point, backward difference formula for the physical time marching. For each time step, a divergence free flow field is obtained based on an artificial compressibility method. An implicit method with a local time step is used to accelerate the convergence for the pseudotime iteration. To validate the code, an unsteady laminar flow over a circular cylinder at a Reynolds number of 200 is calculated. The results are compared with available experimental and numerical data and good agreements are achieved. Using the developed unsteady code, an interaction of a Karman vortex street with an elliptical leading edge is simulated. The incident Karman vortex street is generated by a circular cylinder located upstream. A clustering to the path of the vortices is achieved easily due to flexibility of an unstructured grid. Details of the interaction mechanism are analysed by investigating evolutions of vortices. Characteristics of the interactions are compared for large‐ and small‐scale vortex streets. Different patterns of the interaction are observed for those two vortex streets and the observation is in agreement with experiment. Copyright © 2004 John Wiley & Sons, Ltd.