Stochastic analysis in life office management: applications to large annuity portfolios

The paper deals with the riskiness analysis for a large portfolio of life annuities. By means of the limiting distribution of the present value of the portfolio, in the first part of the paper a model for evaluating the investment and the projection risks is presented. In the second part, with regard to the investment risk's effects, the insolvency risk is measured considering the cumulative probability distribution function of the discounted average cost per policy. Copyright © 2003 John Wiley & Sons, Ltd.     

Förster energy transfer from poly(arylene–ethynylene)s to an erbium–porphyrin complex

We study the infrared emission at 1.54 μm of an organolanthanide complex, Er(III)-tetraphenylporphyrin [Er(TPP)acac], both as a result of direct optical excitation and via energy transfer from host π-conjugate polymers of type poly(arylene–ethynylene) [PAE]. In the first case, the emission of the neat complex is characterized in inert transparent materials and a value of the quantum yield at 1.54 μm φ_IR=4×10⁻⁴ is measured. Then, fluorescence resonance transfer is investigated in blends of Er(TPP)acac with PAEs by monitoring the quenching of the polymer fluorescence along with the enhancement of both the visible emission of the ligand and the near-infrared band of Er³⁺. These different procedures allow a detailed analysis of the transfer efficiency within a specific implementation of the Förster model for polymeric donors. The experimental values of the critical radius R₀, ranging from 1.3 to 2.5 nm for the different blends, are in good agreement with theory for a wide interval of the physical and spectroscopic parameters. This suggests that other mechanisms for excitation transfer do not play a significant role in these materials.     

爆轰试验用新型射频连接器的结构设计

针对目前爆轰试验中使用的机械密封射频连接器存在的问题.设计了基于玻璃封接技术的新型密封射频连接器结构,并进行了射频反射补偿计算和强度分析.本项研究为爆轰条件下新型密封射频连接器的研制提供了设计依据.     

具有算子与有界约束的无穷维规划问题的最优性条件

本文给出了当all-at-once方法用于求解最优控制问题而产生的一类同时具有算子和对部分变量具有简单界约束的无穷维最优化问题的一个一阶必要条件,构造了相应的信赖域子问题,据此,信赖域法可以用于求解无穷空间中的最优化问题。     

一种新的变步长ICA自适应算法

结合互信息极小的优化判据，基于估计函数期望平方准则、外点法和最速下降法的思想，本文导出了一种新的变步长独立分量分析(ICA)自适应算法。该算法克服了固定步长在分离矩阵推导过程中出现的稳态失调问题，比基于模拟退火步长的ICA算法有更快的仞始收敛速度和较高的分离精度。同时，该算法还具有较好的时变系统跟踪能力。理论分析和仿真计算结果证实了其可以有效地提高ICA的自适虚性，更准确地完成盲信号分离。     

Experimental Research on Erbium-doped Superfluorescent Fiber Source

The effects of the variations in fiber length, fiber mirror reflectance on efficiency and output power are experimentally investigated for erbium-doped double pass backward superfluorescent fiber sources (SFSs). The influence of fiber length on mean wavelength stability (MWS) has also been demonstrated. By incorporating a short section of un-pumped erbium-doped fiber (EDF) at the output port, the pump power dependent on MWS becomes independent of pumped EDF length. This is a novel phenomenon that hasn‘t been reported up to now,and should be helpful to SFS fabrication and theory analysis. By using a fiber Michelson interferometer as spectrum slicing component,a multi-wavelength fiber source (MWFS) with ～20 channels (from 1542nm to 1559nm) is got. The MWFS has a channel spacing of ～0. 8 nm which satisfies ITUstandard. The intensity fluctuation among channels is less than 0.5dB,and the extinction ratio of all channels is above 14dB. This kind of MWFS should be useful to wavelength division multiplexing systems.     

掺杂两种荧光染料的有机红光电致发光器件

制作了掺杂rubrene和4-(dicyanomethylene)-2-t-butyl-6-(1,1,7,7-tetramethyljulolidyl-9,enyl)-4H-pyran(DCJTB)两种荧光染料的红光有机电致发光器件。N,N’-diphenyl-N,N’-bis(1-naphthyl)-(1,1’-biphenyl)-4,4’-diamine(NPB)和掺杂的Tri-(8-hydroxyquinoline)aluminum(Alq3)分别作为空穴和电子传输层。我们发现掺rubrene和DCJTB的器件性能与只掺DCJTB的器件性能相比有所提高。器件性能的改善是因为掺入的rubrene能够促进从Alq3到DCJTB的能量转移。根据荧光衰减曲线,计算出从Alq3到DCJTB、从Alq3到rubrene以及从rubrene到DCJTB的能量转移速率分别为1.04×109,3.89×109,2.79×109s-1。可以看出能量通过rubrene从Alq3到DCJTB的转移速率是能量直接从Alq3到DCJTB的2.7倍。     

高功率LDA紧密侧面抽运Nd:YLF两级双程离轴放大系统实验研究

 介绍了一台10mm口径两级双程离轴放大系统，实现了对5mm×5mm口径光束的激光放大，耦合系统采用高功率LDA紧密侧面直接抽运棒状Nd:YLF方式。分析并实验研究了在不同抽运电流、放大脉冲与放大器LDA抽运时刻的不同延时及不同注入能量条件下，放大系统及光束每次放大时放大特性的规律。实验得到：在放大系统5mm×5mm软光阑处注入1.58mJ能量时，放大系统可输出129.2mJ能量，能量提取效率达到19.5%，满足该系统的设计指标。     

光学非球面二次曲面常数及顶点曲率的研究

受光学非球面制造过程中诸工艺参数的影响,能否保证非球面顶点曲率及二次曲面常数的精度是一个重要问题。基于二次曲面方程,推导出确定光学非球面二次曲面常数k以及顶点曲率半径r的一组算法,并在对一块口径为760mm×200mm标准非球面反射镜的实际测算中进行拟合,经过优化,拟合精度达到Δk=0.015,Δr=0.341mm,从而有效的控制了光学非球面制造过程中的顶点曲率及二次曲面常数的偏差。     

Zn(BTZ)2白色有机电致发光材料的合成及其器件制备

以PCl₃为脱水剂,将邻氨基硫酚与水杨酸脱水环化合成出2-(2-羟基苯基)苯并噻唑,并进一步将所得产物与乙酸锌反应合成出2-(2-羟基苯基)苯并噻唑螯合锌(Zn(BTZ)₂)材料。以该配合物作为发光层制备出结构为ITO/PVK:TPD/Zn(BTZ)₂/Al近白色电致发光器件,其色坐标位于白场之内(x=0.242,y=0.359),在驱动电压为16V时,亮度达3200cdm²,对应的量子效率为0.32%。进一步在Zn(BTZ)₂中掺入橙红色染料Rubrene,制成ITO/PVK:TPD/Zn(BTZ)₂:Rubrene/Al结构器件,实现了纯白色发光(色坐标值:x=0.324,y=0.343),非常接近于白色等能点,且量子效率达0.47%。最后对上述器件的发光和电学性能进行了深入的研究和探讨。