相依索赔的二项风险模型的Gerber-shiu贴现罚函数

研究一类索赔时间相依的二项风险模型,根据索赔额的大小随机产生一副索赔.通过引入辅助模型,运用概率论的分析方法得到了任意初始值μ下的Gerber-Shiu贴现罚函数,并求得了初始值为0时最终破产概率的明确表达式.最后结合保险实务进行了举例.     

依赖时间参数的几种有固定执行价格的亚式期权定价

本文在假定标的资产模型依赖时间参数（即无风险利率,标的资产的期望收益率,波动率及红利率）,利用已建立的亚式期权定价模型,讨论了上限型期权、抵付型期权、双向型期权等,得到相应的期权定价解析公式．     

甲亚胺叶立德的1,3-偶极环加成反应合成螺吲哚里西啶类化合物

通过7-芳亚甲基-6,7-二氢中氮茚-8(5H)-酮与甲亚胺叶立德(经苊醌或靛红与肌氨酸反应原位生成)进行的l,3-偶极环加成反应,合成了具有良好产率的新的1’-甲基-4’-芳基-5",6"-二氢-2H,8"H-二螺[苊烯-1,2’-吡咯烷-3’,7"-中氮茚]-2,8"-二酮类化合物和1’-甲基-4’-芳基-5",6"-二氢-1H,8"H-二螺[吲哚-3,2’-吡咯烷-3’,7"-中氮茚]-2,8"-二酮类化合物.采用NMR,IR,质谱,元素分析以及X射线单晶衍射等多种谱学技术对产物进行了结构表征.     

A necessary and sufficient condition for the existence of symmetric positive solutions of higher-order boundary value problems

A necessary and sufficient condition is obtained for the existence of symmetric positive solutions to higher-order nonlinear boundary value problems. The uniqueness, an iterative sequence and an error estimation for symmetric positive solutions are also discussed. Moreover, we give an example to illustrate the applicability of our results. Our analysis mainly relies on the monotone iterative technique.     

关于矩形和斜带模型的反强迫数和反凯库勒数

在苯类化合物的凯库勒结构的研究中引入了反强迫数和反凯库勒数.通过分析矩形和斜带模型苯类化合物的分子图的结构,证明了具有k行l列的矩形R[k,l]和斜带模型Z[k,l]的反凯库勒数是2,R[k,l]的反强迫数是l,Z[k,l]的反强迫数不超过[(l+1)/2],其中[x]表示不超过x的最大整数.     

Europium-doped mesoporous anatase with enhanced photocatalytic activity toward elimination of gaseous methanol

Mesoporous anatase doped with various amounts of Eu were synthesized via a sol-gel route using Pluronic P123 as template. The XRD and TEM results show that Eu doping favors the formation of anatase with smaller crystal size. The photocatalytic activity of the mesoporous anatase was tested in photocatalytic elimination of gaseous methanol. The photocatalysts exhibited higher activity than that of the commercial photocatalyst (Degussa, P25) under either ultraviolet or visible light irradiation. The superior activity of the mesoporous anatase may be attributed to the synergic effects of the surface area, crystal size and doped Eu species.     

Substituent effect study on δc values of the bridge group carbons in disubstituted cinnamyl aniline series

The ¹³C nuclear magnetic resonance (NMR) chemical shifts δ_c of bridge group carbons (C‐β, C‐α, and C═N) were measured in this work for a wide set of substituted cinnamyl anilines p‐XC₆H₄CH═CHCH═NC₆H₄Y‐p (X = NO₂, Cl, H, Me, MeO, or NMe₂; Y = NO₂, CN, CO₂Et, Cl, F, H, Me, MeO, or NMe₂) and were used to study the substituent effect. In the study on ¹³C NMR chemical shifts of the titled compounds with single substituent changed, for every bridge carbon δ_c, the effect of cinnamyl substituent X is opposite to that of aniline substituent Y. That is, the action of the same substituent on different aromatic rings is different from the ¹³C NMR chemical shifts, and for C‐β, C‐α, and C═N, the choice of correlation equation depends on the ratio ρ_F(Y)/ρ_R(Y). When the ratio ρ_F(Y)/ρ_R(Y) is close to 1, the chemical shifts of bridge carbons can be well correlated with the single‐parameter equation; otherwise, it is better to adopt the dual‐parameter equation for correlation, and the further the values of ρ_F(Y)/ρ_R(Y) stray from 1, the more suitable the corresponding δ_c values are to be correlated with the dual‐parameter equation. In the study on δ_c of model compounds with simultaneous variations of substituents X and Y, for δ_c(C═N), a multi‐parameter correlation equation is obtained, and the substituent cross‐interaction item Δσ² is suitable to scale the interaction between substituents; however, for δ_c(C‐α and C‐β), the substituent cross‐interaction item Δσ² is perhaps too small to be observed. The multi‐parameter correlation equations can be recommended to predict well the corresponding δ_c values of disubstituted cinnamyl anilines. Copyright © 2012 John Wiley & Sons, Ltd.     

Hardy space estimates for bi-parameter Littlewood-Paley square functions

Suppose that g(f) are bi-parameter Littlewood-Paley square functions which were introduced by H. Martikainen. It is known that the L^{\mathrm{2}}({ℝ}^n\times {ℝ}^m) boundedness and the H^{\mathrm{1}}({ℝ}^n\times {ℝ}^m)-L^{\mathrm{1}}({ℝ}^n\times {ℝ}^m) boundedness of g(f) have been proved by H. Martikainen and by Z. Li and Q. Xue, respectively. In this paper, we apply the vector-valued theory, the atomic decomposition of product Hardy spaces, and Journe's covering lemma to show that g(f) are bounded from H^p({ℝ}^n\times {ℝ}^m) to L^p({ℝ}^n\times {ℝ}^m) with p smaller than 1.     

The correlation between the pressure sensitivity and the fragility/glass transition temperature in bulk metallic glasses

The correlations between the pressure sensitivity and the fragility/glass transition temperature have been addressed in various bulk metallic glasses in the present work. The results demonstrate that the pressure sensitivity of bulk metallic glasses is closely related to both the fragility index (m) and the glass transition temperature (T_g). The physical origin of the correlations has been discussed from their disordered structure, which is determined by the glass transition behavior and the glass transition temperature.     

信用风险模型中的Gerber-Shiu贴现罚函数

考虑信用风险模型的破产问题,研究Gerber-Shiu贴现罚函数,通过引进辅助模型,运用概率论的分析方法得到了其所满足的积分方程.相应地可以得到该模型下的破产概率、破产时刻前赢余和破产时刻赤字的联合分布及其边际分布,进一步完善了YangHailiang发表的相关问题的结果.