Determination of the portfolio selection for a property-liability insurance company

This paper presents an analysis of a portfolio model which can be used to assist a property-liability insurance company in determining the optimal composition of the insurance and investment portfolios. By introducing insurer's threshold risk and relaxing some non-realistic assumptions made in traditional chance constraint insurance and investment portfolio models, we propose a method for an insurer to maximize his return threshold for a given threshold risk level. This proposed model can be used to optimize the composition of underwriting and investment portfolios regarding the insurer's threshold risk level, as well as to generate the efficient frontier by adjusting insurer's threshold risk levels. A numerical example is given based on the industry's aggregated data for a sixteen year period.     

Si_（1－x）Ge_x／Si定向耦合器的研制

在运用ＳｉＧｅ脊形波导单模条件和有效折射率法分析ＳｉＧｅ／Ｓｉ定向耦合器结构参数的基础上，采用分子束外延和各向异性腐蚀技术制备出Ｓｉ１－ｘＧｅｘ／Ｓｉ（ｘ＝０．０５）单模定向耦合器．在波长为１．３μｍ时，平均串音小于－１８．１ｄＢ，输出功率耦合效率达到９８．１％     

Exact boundary observability for 1‐D quasilinear wave equations

By means of a direct and constructive method based on the theory of semi‐global C² solution, the local exact boundary observability and an implicit duality between the exact boundary controllability and the exact boundary observability are shown for 1‐D quasilinear wave equations with various boundary conditions. Copyright © 2006 John Wiley & Sons, Ltd.     

Electron attenuation lengths in fullerene and fullerides

Using X-ray photoemission measurements, we have determined the attenuation length of C 1s photoelectrons in C₆₀ film to be 21.5 Å with the incident photon energy of Mg Kα radiation. The inelastic mean free path calculated with the TPP-2M algorithm coincides fairly well with the experimentally determined attenuation length, indicating the validity of the algorithm to fullerene and fullerides. The inelastic mean free paths for some fullerides, i.e. K₃C₆₀, K₆C₆₀, Ba₄C₆₀, Sm_2.75C₆₀ and Sm₆C₆₀ are calculated to help the quantitative analyses of the photoemission spectra for these compounds.     

A Novel Athermal 40-Channel DWDM Multi/Demultiplexer Based on the Combination of AWGs and Interleaver

An athermal 40-channel dense wavelength-division-multiplexing multi/demultiplexer using a novel combination technology is proposed. It consists of one 1times4 100- to 400-GHz spacing interleaver filter and four sub-arrayed-waveguide gratings (AWGs). The temperature-dependent wavelength shift of the combined device is successfully suppressed to 0.058 nm in the -20degC to 70degC temperature range. Moreover, the combined device's adjacent crosstalk (typically -35 dB) is much better than conventional AWGs (typically -25 dB).     

Reliability Analysis on the δ-Shock Model of Complex Systems

We investigate the delta-shock model of complex systems consisting of n i.i.d. components. We first obtain a general lifetime distribution for the delta-shock model of a general complex system by reducing the system to a linear combination of parallel systems. We then consider coherent system structures including series, parallel, and k-out-of-n, then derive some useful results including reliability bounds, bounds on the mean lifetime, limiting distributions, and Laplace-Stieltes transforms     

Blind channel estimation and equalization in wireless sensor networks based on correlations among sensors

In densely deployed wireless sensor networks, signals of adjacent sensors can be highly cross-correlated. This paper proposes to utilize such a property to develop efficient and robust blind channel identification and equalization algorithms. Blind equalization can be performed with complexity as low as O(N/spl tilde/), where N/spl tilde/ is the length of equalizers. Transmissions can be more power and bandwidth efficient in multipath propagation environment, which is especially important for wideband sensor networks such as those for acoustic location or video surveillance. The cross-correlation property of sensor signals and the finite sample effect are analyzed quantitatively to guide the design of low duty-cycle sensor networks. Simulations demonstrate the superior performance of the proposed method.     

Microstructural evolution of decagonal quasicrystal in the undercooled Al72Ni12Co16 alloy melts

The microstructure evolution of decagonal quasicrystals in Al₇₂Ni₁₂Co₁₆ alloy was investigated by the electromagnetic melting and cyclic superheating method. Single-phase decagonal quasicrystals have been obtained when the undercoolings were larger than 60 K. The decagonal quasicrystals formed at various undercoolings show different microstructural morphologies. Furthermore, grain refinement was found near the undercooling of 120 K. Based on current thermodynamic and dendrite growth theories, a dimensionless superheating parameter was adopted to explain the effect of processing conditions on the microstructure of Al₇₂Ni₁₂Co₁₆ alloy. The result indicate that the fine equiaxied microstructure of decagonal quasicrystal (D-phase) formed near on undercooling of 120 K originates from the break-up of dendrites.     

在可交换四元数空间中的双曲方程的特征边值问题

讨论了一阶和二阶双曲复方程的特征边值问题.对其中两种线性方程,分别在不同的情况下获得通解和可解条件.而对于拟线性的二阶双曲复方程,证明了解的存在性和唯一性.