A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.     

Focused ion beam Moiré method

A focused ion beam (FIB) Moiré method is proposed to measure the in-plane deformation of object in a micrometer scale. The FIB Moiré is generated by the interference between a prepared specimen grating and FIB raster scan lines. The principle of the FIB Moiré is described. The sensitivity and accuracy of deformation measurement are discussed in detail. Several specimen gratings with 0.14 and 0.20 μm spacing are used to generate FIB Moiré patterns. The FIB Moiré method is successfully used to measure the residual deformation in a micro-electro-mechanical system structure after removing the SiO₂ sacrificial layer with a 5000 lines/mm grating. The results demonstrate the feasibility of this method.     

ICP-AES同时测定混合矿物素中的磷、钙、铁、铜、锌、锰、镁、钴

采用ICP－AES法测定混合矿物素中的磷、钙、铁、铜、锌、锰、镁、钴元素含量，并对样品的溶解酸和酸用量、元素分析线的选择以及共存元素间的干扰进行了研究。该法简便、快速，精密度和准确度较好。     

New Branch-and-Cut Algorithm for Bilevel Linear Programming

Linear mixed 0–1 integer programming problems may be reformulated as equivalent continuous bilevel linear programming (BLP) problems. We exploit these equivalences to transpose the concept of mixed 0–1 Gomory cuts to BLP. The first phase of our new algorithm generates Gomory-like cuts. The second phase consists of a branch-and-bound procedure to ensure finite termination with a global optimal solution. Different features of the algorithm, in particular, the cut selection and branching criteria are studied in details. We propose also a set of algorithmic tests and procedures to improve the method. Finally, we illustrate the performance through numerical experiments. Our algorithm outperforms pure branch-and-bound when tested on a series of randomly generated problems. Work of the authors was partially supported by FCAR, MITACS and NSERC grants.     

Asymptotic Distribution of Nodes for Near-Optimal Polynomial Interpolation on Certain Curves in R 2

Let E\subset \Bbb R ^s be compact and let d _n ^E denote the dimension of the space of polynomials of degree at most n in s variables restricted to E . We introduce the notion of an asymptotic interpolation measure (AIM). Such a measure, if it exists , describes the asymptotic behavior of any scheme τ _n ={ \bf x _k,n } _k=1 ^dnE , n=1,2,\ldots , of nodes for multivariate polynomial interpolation for which the norms of the corresponding interpolation operators do not grow geometrically large with n . We demonstrate the existence of AIMs for the finite union of compact subsets of certain algebraic curves in R ² . It turns out that the theory of logarithmic potentials with external fields plays a useful role in the investigation. Furthermore, for the sets mentioned above, we give a computationally simple construction for ``good' interpolation schemes. November 9, 2000. Date revised: August 4, 2001. Date accepted: September 14, 2001.     

Some time change representations of stable integrals, via predictable transformations of local martingales

From the predictable reduction of a marked point process to Poisson, we derive a similar reduction theorem for purely discontinuous martingales to processes with independent increments. Both results are then used to examine the existence of stochastic integrals with respect to stable Lévy processes, and to prove a variety of time change representations for such integrals. The Knight phenomenon, where possibly dependent but orthogonal processes become independent after individual time changes, emerges as a general principle.     

求解P0函数互补问题的一种微分方程方法

本针对P0函数互补问题，给出了一种微方程方法，并且证明了P0函数互补问题的解是微分方程系统的渐进稳定平衡点。在适当的假设条件下，证明了所给出的算法具有二次收敛速度。几个数值例子表明了该算法的有效性。     

Coupled channel description of O+Nd scattering around the Coulomb barrier using a complex microscopic potential

Angular distributions of elastic scattering and inelastic scattering from 2⁺₁ state are measured for ¹⁶O+^142,144,146Nd systems at several energies in the vicinity of the Coulomb barrier. The angular distributions are systematically analyzed in coupled channel framework. Renormalized double folded real optical and coupling potentials with DDM3Y interaction have been used in the calculation. Relevant nuclear densities needed to generate the potentials are derived from shell model wavefunctions. A truncated shell model calculation has been performed and the calculated energy levels are compared with the experimental ones. To simulate the absorption, a ‘hybrid’ approach is adopted. The contribution to the imaginary potential of couplings to the inelastic channels, other than the 2⁺₁ target excitation channel, is calculated in the Feshbach formalism. This calculated imaginary potential along with a short ranged volume Woods–Saxon potential to simulate the absorption in fusion channel reproduces the angular distributions for ¹⁶O+¹⁴⁶Nd quite well. But for ¹⁶O+^142,144Nd systems additional surface absorption is found to be necessary to fit the angular distribution data. The variations of this additional absorption term with incident energy and the mass of the target are explored.     

Scalar and axial-vector mesons

Almost thirty years ago, Penny G. Estabrooks asked “Where and what are the scalar mesons?” (P. Estabrooks, Phys. Rev. D 19, 2678 (1979)). The first part of her question can now be confidently responded (E. van Beveren et al., Z. Phys. C 30, 615 (1986)). However, with respect to the “What” many puzzles remain unanswered. Scalar and axial-vector mesons form part of a large family of mesons. Consequently, though it is useful to pay them some extra attention, there is no point in discussing them as isolated phenomena. The particularity of structures in the scattering of --basically-- pions and kaons with zero angular momentum is the absence of the centrifugal barrier, which allows us to “see” strong interactions at short distances. Experimentally observed differences and similarities between scalar and axial-vector mesons on the one hand, and other mesons on the other hand, are very instructive for further studies. Nowadays, there exists an abundance of theoretical approaches towards the mesonic spectrum, ranging from confinement models of all kinds, i.e., glueballs, and quark-antiquark, multiquark and hybrid configurations, to models in which only mesonic degrees of freedom are taken into account. Nature seems to come out somewhere in the middle, neither preferring pure bound states, nor effective meson-meson physics with only coupling constants and possibly form factors. As a matter of fact, apart from a few exceptions, like pions and kaons, Nature does not allow us to study mesonic bound states of any kind, which is equivalent to saying that such states do not really exist. Hence, instead of extrapolating from pions and kaons to the remainder of the meson family, it is more democratic to consider pions and kaons mesonic resonances that happen to come out below the lowest threshold for strong decay. Nevertheless, confinement is an important ingredient for understanding the many regularities observed in mesonic spectra. Therefore, excluding quark degrees of freedom is also not the most obvious way of describing mesons in general, and scalars and axial-vectors in particular.