随机市场系数的M-V最优投资组合选择:一个鞅方法

通过引进凹函数U(x)以及等价鞅测度p^-，应用鞅的性质得到了随机市场系数情形下的M—V模型的最优投资策略以及有效前沿．     

三元复合表面膜反射光谱的计算

将二元的金属－介质非均匀复合物的等效介质理论推广到三元的情况，并由此计算出两种铝阳极氧化着色谱试样的反射谱。与实验结果对比可看出，计算曲线与实验曲线大致相符，表明该计算方法在一定范围和条件下的适用性，从而为多元复合表面材料光特性的理论研究提供了一种可行的方法。     

Assessment of fast and thermal neutron ambient dose equivalents around the KFUPM neutron source storage area using nuclear track detectors

A set of five ²⁴¹Am–Be neutron sources are utilized in research and teaching at King Fahd University of Petroleum and Minerals (KFUPM). Three of these sources have an activity of 16 Ci each and the other two are of 5 Ci each. A well-shielded storage area was designed for these sources. The aim of the study is to check the effectiveness of shielding of the KFUPM neutron source storage area. Poly allyl diglycol carbonate (PADC) Nuclear track detectors (NTDs) based fast and thermal neutron area passive dosimeters have been utilized side by side for 33 days to assess accumulated low ambient dose equivalents of fast and thermal neutrons at 30 different locations around the source storage area and adjacent rooms. Fast neutron measurements have been carried out using bare NTDs, which register fast neutrons through recoils of protons, in the detector material. NTDs were mounted with lithium tetra borate (Li₂B₄O₇) converters on their surfaces for thermal neutron detection via and nuclear reactions. The calibration factors of NTD both for fast and thermal neutron area passive dosimeters were determined using thermoluminescent dosimeters (TLD) with and without a polyethylene moderator. The calibration factors for fast and thermal neutron area passive dosimeters were found to be 1.33 proton tracks and 31.5 alpha tracks , respectively. The results show variations of accumulated dose with the locations around the storage area. The fast neutron dose equivalents rates varied from as low as up to whereas those for thermal neutron ranged from as low as up to . The study indicates that the area passive neutron dosimeter was able to detect dose rates as low as 7 and from accumulated dose for thermal and fast neutrons, respectively, which were not possible to detect with the available active neutron dosimeters.     

关于wiggler长波自发辐射的理论分析与数值计算

电子通过wiggler产生的辐射，除了短波辐射在轴线附近也有较强的长波辐射，在与轴线夹 角1/γ处达到最大.推导出wiggler长波辐射公式，理论分析了这种辐射的特点，并且将 理论分析的结果与数值计算的结果进行了比较.对在红外波长范围内电子束通过弯转磁铁和wiggler时产生的辐射强度和光通量作了计算，结果表明wiggler下的辐射强度和光通量均强 于弯转磁铁.比较了弯转磁铁的边沿辐射、波荡器的渡越辐射和wiggler长波辐射，表明wigg ler在红外波长范围辐射的性能最优. 关键词： wiggler 波荡器 弯转磁铁 长波辐射     

Worst allocations of policy limits and deductibles

In the literature, orderings of optimal allocations of policy limits and deductibles were established with respect to a policyholder’s preference. However, from the viewpoint of an insurer, the orderings are not enough for the purpose of pricing. In this paper, by applying the equivalent utility premium principle, we study worst allocations of policy limits and deductibles for an insurer, which give rise to the maximum fair premiums. Closed-form solutions are derived. Then we present a result concerning the optimality in a general risk-sharing scheme, by which we obtain optimal allocations for policyholders directly from worst allocations for an insurer. Several results in Cheung [Cheung, K.C., 2007. Optimal allocation of policy limits and deductibles. Insurance Math. Econom. 41, 382–391] are generalized here.     

Integrated rate expression for the production of glucose equivalent in C4 green plant and the effect of temperature

A temperature-dependent integrated kinetics for the overall process of photosynthesis in green plants is discussed. The C₄ plants are chosen and in these plants, the rate of photosynthesis does not depend on the partial pressure of O₂. Using some basic concepts like chemical equilibrium or steady state approximation, a simplified scheme is developed for both light and dark reactions. The light reaction rate per reaction center (R′ ₁) in thylakoid membrane is related to the rate of exciton transfer between chlorophyll neighbours and an expression is formulated for the light reaction rate R′ ₁. A relation between R′ ₁ and the NADPH formation rate is established. The relation takes care of the survival probability of the membrane. The CO₂ saturation probability in bundle sheath is also taken into consideration. The photochemical efficiency (ϕ) is expressed in terms of these probabilities. The rate of glucose production is given by R _glucose = (8/3)(R′ ₁ v _L )ϕ(T) _g (T) ([G3P]/[P _i]² _leaf)_SS Q _{G3P→glucose} where g is the activity quotient of the involved enzymes, and G3P represent glycealdehyde-3-phosphate in steady state. A Gaussian distribution for temperature-dependence and a sigmoid function for de-activation are incorporated through the quotient g. In general, the probabilities are given by sigmoid curves. The corresponding parameters can be easily determined. The theoretically determined temperature-dependence of photochemical efficiency and glucose production rate agree well with the experimental ones, thereby validating the formalism.     

基于代数等价路径的一致P-函数非线性互补问题的可行内点算法

对一致P-函数非线性互补问题，提出了一种新的基于代数等价路径的可行内点算法，并讨论了计算复杂性．该算法可以在任一内部可行点启动，并且全局收敛；当初始点靠近中心路径时，此算法便成为中心路径跟踪算法，特别对于单调线性互补问题，总迭代次数为O（√nL），其中L是问题的输入长度。     

Influence of Different Factors on the Stiffness and Strength of Multilayer Composite Elements

In the paper, the bending stiffness and strength of multilayer structural elements in relation to the mechanical properties of layers and their number layout and sizes are investigated and the corresponding correlations are established. It is found that the most rational structure of a multilayer element in bending is a symmetric three-layer structure formed from two materials with the thickness of the core less than the half-thickness of the element. The values of normal stresses in the layers of a multilayer beam in bending depends on its bending stiffness and the position of layers relative to the neutral axis. The influence of the number of layers on the stiffness of the structural element and on the magnitude of normal stresses is insignificant.     

带有重置条款的可转换债券定价

可转换债券是中国证券市场的热点之一.本文主要研究如何给带有重置条款的可转换债券进行定价.文中采用了等价鞅测度的思想将标的物从风险世界转换到风险中性世界中,然后在风险中性世界中应用鞅评价方法对带有重置条款的可转换债券进行定价.     

Equivalent quasi-norms on Lorentz spaces

We give new characterizations of Lorentz spaces by means of certain quasi-norms which are shown to be equivalent to the classical ones.