Allocating unfunded liability in pension valuation under uncertainty

This paper studied the cost allocation for the unfunded liability in a defined benefit pension scheme incorporating the stochastic phenomenon of its returns. In the recent literature represented by Cairns and Parker [Insurance: Mathematics and Economics 21 (1997) 43], Haberman [Insurance: Mathematics and Economics 11 (1992) 179; Insurance: Mathematics and Economics 13 (1993) 45; Insurance: Mathematics and Economics 14 (1994) 219; Insurance: Mathematics and Economics 14 (1997) 127], Owadally and Haberman [North American Actuarial Journal 3 (1999) 105], the fund level is modeled based on the plan dynamics and the returns are generated through several stochastic processes to reflect the current realistic economic perspective to see how the contribution changed as the cost allocation period increased. In this study, we generalize the previous constant value assumption in cost amortization by modeling the returns and valuation rates simultaneously. Taylor series expansion is employed to approximate the unconditional and conditional moments of the plan contribution and fund level. Hence the stability of the plan contribution and the fund size under different allocation periods could be estimated, which provide valuable information adding to the previous works.     

表面传导电子发射显示器件电场分布的理论研究

利用电磁理论对表面传导电子发射显示器件的单个子像素在笛卡尔坐标系内建立合理的电学物理模型，对内部电场强度和电势进行了深入研究，推导出了模型不同部分的面电荷密度、电场强度和电势的表达式.为了形象地表征其电学特性，利用MATLAB 6.5对电场强度和电势的分布情况进行了模拟，从理论上对模拟曲面给出了合理的解释，分析了子像素内部电子的发射机理和电学行为，并与电子多重散射模型和惯性离心模型进行了对比，解释了SED阳极电流形成的重要原因.在误差允许的范围内，本模型有关电场强度分布的结论与惯性离心模型一致. 关键词： 表面传导电子发射显示 遂穿效应 面电荷密度 电场强度     

沿直线的垂直方向匀速直线运动的带电直线的电场

本文利用相对论变换关系计算了沿直线的垂直方向匀速运动的带电直线的电场.     

Comparative Study on Large and Small Signal Theory for Intensity Modulation Response of Semiconductor Lasers Including Higher-Order Dispersion Terms

In this article, the comparison of large signal theory and small signal theory has been done with dispersive propagation of optical signal with IMDD (Intensity Modulation Direct Detection) systems for semiconductor lasers with higher-order dispersion terms. The expressions for an exact large signal theory and small signal theory including higher-order dispersion terms for propagation of an optical wave with sinusoidal amplitude and frequency modulation in a dispersive fiber have been derived. It is observed that small signal theory is more sensitive compared to large signal theory in terms of intensity modulation/direct detection systems. Also, it is reported that for large signal analysis the higher-order effects of dispersion can be ignored, whereas for small signal theory, the higher-order effects can be ignored for lower modulation frequencies only. The variation in the transfer function for various values of modulation indices are greater for small signal analysis than for large signal analysis. Also, as the intensity modulation index is increased, there is a decrease in the value of transfer function. The large signal model approximates the small signal model for lower values of the intensity modulation index.     

导体壳内外的电场彼此独立的简易证明

本文提供了一种证明导体壳的内外电场彼此独立的简易方法.     

Particle systems on flows

We start with a stochastic flow of diffeomorphisms of the space. Particles enter the space at random times and places. Each particle is carried by the flow for some random amount of time. We examine the point process formed by the particles at a fixed time, on the evolution of that point process as time varies, and on the equilibrium law of the point process.     

外加电场下激光诱导Al等离子体特性的实验研究

由Q-Nd:YAG脉冲激光(波长1.06μm,脉宽10 ns)烧蚀Al靶产生等离子体.观测了在低气压和直流电场条件下的Al等离子体发射光谱.研究了激光功率密度和直流电场对各谱线强度的影响,分析了谱线半高全宽与外加电压,等离子体电子温度与激光能量的变化规律.结果表明,直流电场对铝原子谱线强度有显著的增强,铝原子谱线的半高全宽与直流电场的外加电压基本上呈线性关系.     

Characterization of strongly interacted multiple cracks in an infinite plate

Based on the Kachanov method and the alternating iteration technique, a new method is proposed to deal with the problem of the strongly interacted multiple cracks in an infinite plate. Unlike the Kachanov method which neglects the interaction of the tractions of the non-uniform components, the tractions of the non-uniform components on the surfaces of cracks are considered through the alternating technique. The accuracy and efficiency of present method are validated by comparing the results of two collinear and two parallel overlapped open the cracks obtained by the present method with those of the exact solutions, the results of the Kachanov method and the alternating iteration technique. Applications of present method in solving sliding close crack problems and evaluating the plastic zones demonstrate the versatility of present method.     

Equivariant mappings: a new approach in stochastic simulations

Stochastic simulations on manifolds usually are traced back to ⁿ via charts. If a group G is acting on a manifold M and if the respective distribution v is invariant under this group action then in many cases of practical interest there exists a more convenient approach which uses equivariant mappings. The concept of equivariant mappings will be discussed intensively at the instance of the Grassman manifold in which case G equals the orthogonal group. Further advantages of this concept will be demonstrated by applying it to a probabilistic problem from the field of combinatorial geometry.     

关于随机过程循序可测性的一个注记

本文引进了可测空间的自然乘积空间和随机过程的自然提升过程等概念 .在此基础上 ,证明了一个随机过程循序可测的充分必要条件是其自然提升过程是适应过程 .此外 ,我们还得到其他一些有趣的结果 .