On a class of dependent Sparre Andersen risk models and a bailout application

In this paper a one-dimensional surplus process is considered with a certain Sparre Andersen type dependence structure under general interclaim times distribution and correlated phase-type claim sizes. The Laplace transform of the time to ruin under such a model is obtained as the solution of a fixed-point problem, under both the zero-delayed and the delayed cases. An efficient algorithm for solving the fixed-point problem is derived together with bounds that illustrate the quality of the approximation. A two-dimensional risk model is analyzed under a bailout type strategy with both fixed and variable costs and a dependence structure of the proposed type. Numerical examples and ideas for future research are presented at the end of the paper.     

An optimal co-reinsurance strategy

This article considers a co-reinsurance strategy that (1) protects insurance companies against catastrophic risks; (2) enables insurers to gather sufficient information about the different risk attitudes of reinsurers and diversify their reinsured risks; (3) enables insurers to create better risk-sharing profiles by balancing the risk tolerances of reinsurers; (4) has the benefit of allowing reinsurers to accumulate experience with risks with which they are unfamiliar; (5) reduces the overall direct cost of a reinsurance contract; (6) allows a government to back some insurance products, such as the terrorism insurance programs that were established in many countries after the September 11th terrorist attacks; and (7) reflects the practical reinsurance industry of some countries, such as Iran. Such a co-reinsurance strategy can be fully determined by estimating its parameters whenever three optimal criteria are satisfied and prior information about the unknown parameters is available. Two simulation-based studies have been conducted to demonstrate (1) the practical applications of our findings and (2) the possible impact of any type of dependency between the co-reinsurance’s parameters and the evaluated optimal co-reinsurance strategy.     

The Efect of Queueing Strategy on Network Trafc

In recent years,the transportation system has been faced by increasing challenge in congestion and inefciency,and research in trafc network has become a significant area of interest.In this paper,we introduce a dynamic-information-based(DIB)queueing strategy into network trafc model under the efcient routing strategy.DIB makes a packet with higher priority to be delivered if there are less packets travelling along its path from the current node to the destination.It is found that,compared with the traditional first-in-first-out(FIFO)queueing strategy,DIB can efectively balance the trafc load of the system via delaying packets to be delivered to congested nodes.Although the network capacity has no obvious changes,some other indexes which reflect transportation efciency are efciently improved in the congestion state.Besides,extensive simulation results and discussions are provided to explain the phenomena.The results may provide novel insights for research on trafc systems.     

An ALE finite element method for a coupled Stefan problem and Navier–Stokes equations with free capillary surface

In this article, an ALE finite element method to simulate the partial melting of a workpiece of metal is presented. The model includes the heat transport in both the solid and liquid part, fluid flow in the liquid phase by the Navier–Stokes equations, tracking of the melt interface solid/liquid by the Stefan condition, treatment of the capillary boundary accounting for surface tension effects and a radiative boundary condition. We show that an accurate treatment of the moving boundaries is crucial to resolve their respective influences on the flow field and thus on the overall energy transport correctly. This is achieved by a mesh‐moving method, which explicitly tracks the phase boundary and makes it possible to use a sharp interface model without singularities in the boundary conditions at the triple junction. A numerical example describing the welding of a thin‐steel wire end by a laser, where all aforementioned effects have to be taken into account, proves the effectiveness of the approach.Copyright © 2012 John Wiley & Sons, Ltd.     

Synthesis of a “molecular rope curtain”: Preparation and characterization of a sliding graft copolymer with grafted poly(ethylene glycol) side chains by the “grafting onto” strategy

A sliding graft copolymer (SGC) with poly(ethylene glycol) (PEG) side chains was prepared by ester formation between terminal carboxyl groups of oxidized PEG methyl ether with molecular weight of 2000 (mPEG2000‐COOH) and hydroxyl groups of a polyrotaxane consisting of PEG and cyclodextrins (CDs). Formation of the SGC structure was confirmed by ¹H NMR, attenuated total reflectance Fourier‐transformed infrared, and gel permeation chromatography. The SGC was soluble in good solvents of PEG and insoluble in poor solvents of PEG. Estimation of the number of grafted mPEG chains suggested a “rope‐curtain” like structure, in which an mPEG chain is connected to each CD ring. © 2011 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem, 2011     

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简要介绍了中国承担设计和制造任务的ITER计划采购包的构成情况，分析了ITER采购包采用标准的原则和ITER中国采购包引用标准的特点，总结了ITER中国采购包标准化现状。基于当前ITER中国采购包对标准的需求以及着眼于国内磁约束核聚变长远发展需要，讨论提出了当前ITER中国采购包的标准化策略建议。     

中学生学习自我效能感、学习策略与学业成就的关系

以学习自我效能感和学习策略量表为工具,通过方差分析、相关分析和路径分析等方法,重点考察了学习自我效能感和学习策略这两个因素对学业成就的影响路径以及相互间的关系.发现中学生的学习自我效能感与学习策略间存在着显著的相关关系;学习自我效能感和学习策略对初中生的学业成就有显著回归效应,而学习策略对高中生的学业成就有显著回归效应;学习自我效能感可通过影响学习策略来间接影响学业成就.     

Ideal Free Distribution in Two Patches

In this paper, the formats of Julia sets for a class of nonlinear complex dynamic systems with variable coefficients were studied under certain conditions. For the complex dynamic systems in piecewise cases, we proposed some methods to control the forms of their Julia sets and stable domains analytically. What’s more, we illustrated that our methods worked well by computational simulations. Our work provides a better understanding about how to control the Julia sets of certain complex dynamic systems.     

生态平衡制约下离散尺度结构种群的最优收获

研究基于扩展Leslie投影矩阵的离散尺度结构种群模型的最优收获问题,约束条件包括生态平衡和开发成本等.运用凸优化理论证明了最优收获策略的存在性,导出了最优收获模式,应用模型参数给出了收获比率.结论显示:最优策略具有两阶段结构.