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％     

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.     

Mobility Influences on the Capacity of Wireless Cellular Networks

Capacity has always been a major concern in wireless networks. This letter studies the impact of mobility on the overall system capacity in wireless cellular networks. In this letter, we present a simple system model which we developed to capture the inherent relationships among system capacity, new call blocking probability, handoff dropping probability, call terminating probability, and bandwidth utilization rate. We investigate the complex relationship between mobility and capacity‐related parameters. Through simulation, we demonstrate that mobility has a significant impact on capacity and is reversely proportional to the bandwidth reserved for handoff traffic.     

The study of lithium fast ion conductors of Li3xLa0.67−xScyTi1−2yNbyO3 system

Perovskite-type lithium fast ion conductors of Li_3xLa_0.67−xSc_yTi_1−2yNb_yO₃ system were prepared by solid state reaction. X-Ray powder diffraction shows that perovskite solid solution form in the ranges of x=0.10, y≤0.10. AC impedance measurements indicate that the bulk conductivities and the total conductivities are of the order of 10⁻⁴ S·cm⁻¹ and 10⁻⁵ S·cm⁻¹ at 25 °C respectively. The compositions have low bulk activation energies of about 17 kJ/mol in the temperature ranges of 298 – 523 K and total activation energies of about 37 kJ/mol in the temperature ranges of 298 – 523 K.     

Effect of end groups on complexation kinetics between cyclodextrins and guest polymers

α‐Cyclodextrin (α‐CD) has been complexed with various poly(ethylene glycol) (PEG) derivatives in aqueous solution. It has been found that the end groups of PEG derivatives affect the complexation kinetics greatly, but have only a little influence on the thermodynamic behavior. By increasing the hydrophobicity of end groups, the complexation speeds up rapidly. On the other hand, the bulky end groups slow down the threading of polymeric guests into the cavity of CD. By changing the hydrophobicity and the size of end groups, the complexation rate can be adjusted in the range of several orders of magnitudes, which should be quite useful in the design of new supramolecular systems. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 2050–2057, 2006