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891.
Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation 总被引:1,自引:0,他引:1
In the whole paper, the claim process is assumed to follow a Brownian motion with drift and the insurer is allowed to invest in a risk-free asset and a risky asset. In addition, the insurer can purchase the proportional reinsurance to reduce the risk. The paper concerns the optimal problem of maximizing the utility of terminal wealth. By solving the corresponding Hamilton-Jacobi-Bellman equations, the optimal strategies about how to purchase the proportional reinsurance and how to invest in the risk-free asset and risky asset are derived respectively. 相似文献
892.
The Legendre spectral Galerkin method for the Volterra integral equations of the second kind is proposed in this paper. We
provide a rigorous error analysis for the proposed method, which indicates that the numerical errors (in the L
2 norm) will decay exponentially provided that the kernel function and the source function are sufficiently smooth. Numerical
examples are given to illustrate the theoretical results.
相似文献
893.
Gong JR Yan HJ Yuan QH Xu LP Bo ZS Wan LJ 《Journal of the American Chemical Society》2006,128(38):12384-12385
This communication provides a facile method for distributing and dispersing molecules within a molecular template. Using the self-assembled template of oligo(phenylene-ethynylene) (OPE), organic molecules such as coronene (COR) and biomolecules such as tripeptide are controllably distributed and dispersed within this molecular template on highly oriented pyrolytic graphite (HOPG) surfaces. COR molecules were controllably distributed into various regular arrays by simply adjusting the molecular molar ratio, while tripeptide molecules were uniformly positioned at the vacancies of the OPE template. 相似文献
894.
The reaction of 9-{[N-n-propyl-N-(diphenylphosphino)amino]methyl}anthracene (1) with Au(SMe2)Cl yields complex 2 with an arm-opening configuration. The latter is treated with AgClO4 to form complex 4 and then respectively reacted with acetonitrile, pyridine, and triphenylphosphine sulfide to afford novel gold(I) eta2-arene complexes 3a-c, which have arm-closing configurations and feeble or weak fluorescence emissions. The observation can be attributed to charge transfer from the anthracene unit to the Au+ ion. When the solution of 3a or 4 in CH2Cl2 was added with 1 equiv of Ph3P, complex 5 with the arm-opening configuration was formed and strong emission was restored. 相似文献
895.
Uniform-sized biodegradable PLA/PLGA microcapsules loading recombinant human insulin (rhI) were successfully prepared by combining a Shirasu Porous Glass (SPG) membrane emulsification technique and a double emulsion-evaporation method. An aqueous phase containing rhI was used as the inner water phase (w1), and PLA/PLGA and Arlacel 83 were dissolved in a mixture solvent of dichloromethane (DCM) and toluene, which was used as the oil phase (o). These two solutions were emulsified by a homogenizer to form a w1/o primary emulsion. The primary emulsion was permeated through the uniform pores of a SPG membrane into an outer water phase by the pressure of nitrogen gas to form the uniform w1/o/w2 droplets. The solid polymer microcapsules were obtained by simply evaporating solvent from droplets. Various factors of the preparation process influencing the drug encapsulation efficiency and the drug cumulative release were investigated systemically. The results indicated that the drug encapsulation efficiency and the cumulative release were affected by the PLA/PLGA ratio, NaCl concentration in outer water phase, the inner water phase volume, rhI-loading amount, pH-value in outer water phase and the size of microcapsules. By optimizing the preparation process, the drug encapsulation efficiency was high up to 91.82%. The unique advantage of preparing drug-loaded microcapsules by membrane emulsification technique is that the size of microcapsules can be controlled accurately, and thus the drug cumulative release profile can be adjusted just by changing the size of microcapsules. Moreover, much higher encapsulation efficiency can be obtained when compared with the conventional mechanical stirring method. 相似文献
896.
A HPLC method was developed and applied to analyze aristolochic acids (AA-I and AA-II) in Chinese medicinal herbs. The herb samples were extracted by using ultrasonication with the extraction efficiency of better than 82%. Extracts were then filtered and injected onto a C18 column eluting under a gradient program using methanol and water-containing 0.5% acetic acid. The method with the detection limits of 1.33 ng for AA-I and 7.29 ng for AA-II per injection was successfully applied for the analysis of traditional Chinese medicine (TCM) and related products and differentiation of Chinese medicinal herbs that have previously been misused and caused toxicological effects. The developed protocol provided an example that analysis of selected component markers could serve for health security and quality control of TCM consumption. 相似文献
897.
Liu R Shi Y Wan Y Meng Y Zhang F Gu D Chen Z Tu B Zhao D 《Journal of the American Chemical Society》2006,128(35):11652-11662
Highly ordered mesoporous polymer-silica and carbon-silica nanocomposites with interpenetrating networks have been successfully synthesized by the evaporation-induced triconstituent co-assembly method, wherein soluble resol polymer is used as an organic precursor, prehydrolyzed TEOS is used as an inorganic precursor, and triblock copolymer F127 is used as a template. It is proposed for the first time that ordered mesoporous nanocomposites have "reinforced concrete"-structured frameworks. By adjusting the initial mass ratios of TEOS to resol, we determined the obtained nanocomposites possess continuous composition with the ratios ranging from zero to infinity for the two constituents that are "homogeneously" dispersed inside the pore walls. The presence of silicates in nanocomposites dramatically inhibits framework shrinkage during the calcination, resulting in highly ordered large-pore mesoporous carbon-silica nanocomposites. Combustion in air or etching in HF solution can remove carbon or silica from the carbon-silica nanocomposites and yield ordered mesoporous pure silica or carbon frameworks. The process generates plenty of small pores in carbon or/and silica pore walls. Ordered mesoporous carbons can then be obtained with large pore sizes of approximately 6.7 nm, pore volumes of approximately 2.0 cm(3)/g, and high surface areas of approximately 2470 m(2)/g. The pore structures and textures can be controlled by varying the sizes and polymerization degrees of two constituent precursors. Accordingly, by simply tuning the aging time of TEOS, ordered mesoporous carbons with evident bimodal pores at 2.6 and 5.8 nm can be synthesized. 相似文献
898.
Guoping Zhang Wei Xue Linhong Jin Deyu Hu Qiongqiong Wan Ping Lu Hua Wang Song Yang Qianzhu Li Gang Liu 《Journal of fluorine chemistry》2006,127(1):48-53
A series of novel dialkyl (4-trifluoromethylphenylamino)-(4-trifluoromethyl or 3-fluorophenyl) methylphosphonates 3 were synthesized through the reaction of 3-fluorobenzaldehyde or 4-trifluoromethylbenzaldehyde and 4-trifluoromethylaniline with dialkyl phosphite by microwave irradiation using boron trifluoride-ether catalyst and their structures were clearly verified by spectroscopic data (IR, 1H NMR and elemental analysis). The results of bioassay showed that these title compounds possess potential anticancer activities in vitro by MTT method. At the same time, we found these title compounds exhibit moderate antiviral activity against tobacco mosaic virus. 相似文献
899.
Sang‐Hoon Ji Wan Pyo Hong Seung Ho Ko Kee‐Jung Lee 《Journal of heterocyclic chemistry》2006,43(3):799-801
A new synthesis of 4‐carbomethoxynaphtho[2,1‐c]isoxazoles 4a‐d from methyl 3‐(alkynylphenyl)‐2‐nitromethyl‐2‐propenoates 2a‐d by the intramolecular nitrile oxide cycloaddition is described. The latter are readily obtained from 2‐alkynylbenzaldehydes through the Baylis‐Hillman adduct acetates 1a‐d followed by nucleophilic substitution of nitrite anion. 相似文献
900.
Iodination of activated arenes by air-oxidation is carried out in the presence of catalytic bismuth salts at room temperature. Subsequently, the formed iodoarenes react with terminal alkynes to give arylalkynes under a selected palladium-catalyzed coupling condition in the same pot. 相似文献