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241.
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. 相似文献
242.
243.
Tatsien Li 《Mathematical Methods in the Applied Sciences》2006,29(13):1543-1553
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. 相似文献
244.
Hong-Nian Li Xiao-Xiong WangWang-Feng Ding 《Journal of Electron Spectroscopy and Related Phenomena》2006
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, Sm2.75C60 and Sm6C60 are calculated to help the quantitative analyses of the photoemission spectra for these compounds. 相似文献
245.
246.
Ma Weidong Liu Wen Wenmin Wang Luo Yong Bu Qinlian Xiouli Zhao Jiang Shan Li Wei 《Photonics Technology Letters, IEEE》2007,19(15):1115-1117
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). 相似文献
247.
Zehui Li Peng Zhao 《Reliability, IEEE Transactions on》2007,56(2):340-348
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 相似文献
248.
Blind channel estimation and equalization in wireless sensor networks based on correlations among sensors 总被引:2,自引:0,他引:2
Xiaohua Li 《Signal Processing, IEEE Transactions on》2005,53(4):1511-1519
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. 相似文献
249.
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. 相似文献
250.