建筑结构动力特性动点脉动测试

介绍用无人工激励动点测试（动点脉动测试）方法确定建筑物的自振频率，振型和阻尼。使用这一方法对南京电视塔、多层基础隔振房屋及水塔等进行了动力性能测试，获得了满意的结果。     

基于风险-均值分析的供应商选择与订单分配集成优化模型与求解

针对不确定环境下具有不同供应合约的供应商选择与订单分配问题,本文构建了基于风险-均值分析的模糊两阶段多周期集成优化模型。与传统的该问题研究并未充分考虑供应商选择与订单分配两阶段决策的交互影响不同,在该模型中,第一阶段供应商选择的评价目标依赖于后期实际运营中的订单分配决策;并考虑未来需求和实际运营成本的不确定性,引入在险价值和期望值两种决策准则对供应商选择方案的绩效进行评价。提出了该模型的分析求解方法,在险价值得以精确评估,期望值被控制在确定的误差范围内,并可以达到足够的精度要求。     

保单个数为Poisson分布的总理赔额分布函数的界值研究

根据单个保单理赔额分布函数F(z)的一些特殊性质,研究了开放个别风险模型在保单个数N为Poisson分布下,总理赔额分布函数F_S(x)对任意x(x≥0)的界值问题,得到一些实用的、便于数值计算的界值结果,具有重要的应用价值．     

Nest代数上的在零点广义可导映射

设A为B（H）的子代数,　是A到B（H）的线性映射,我们说　在0点广义可导（广义双边可导）,如果对任意的S,T∈A且ST=0（ST=0或TS=0）,有　（ST）=　（S）T+S　（T）-S　（I）T.本文主要得到如下结果:（1）有限Nest代数上的每个范数拓扑连续的在0点广义可导的线性映射是广义内导子;（2）若N是完备Nest且H_　 H,则algN上的每个范数拓扑连续的在0点广义双边可导的线性映射是广义内导子.     

On the character of local electric fields in amorphous semiconductors

On the basis of the agreement of calculated and measured parameters of some amorphous semiconductors, an argument is stated in favour of the central-symmetric type of random local electric fields. A possible mechanism of the transport of electrons is discussed.     

微带型光导开关的电压转换效率

采用微带测试电路对光导开关电压转换效率进行了测试。依据传输线理论,考虑微带传输电路的端点反射,计算给出了光导开关导通电阻不为0的情况下,微带测试电路电压转换效率的解析结果。计算表明:对窄脉宽的线性电脉冲输出,电压转换效率将小于50%;对lock-on模式下的宽脉冲输出,电压转换效率可以超过50%,在理想情况下达到100%;在临界状态下,形成双峰电脉冲输出。结果表明,存在端点反射且光导开关产生电脉冲脉宽达到一定值时,微带线可以起到倍压传输线的作用。     

The credit risk+ model with general sector correlations

We consider an enhancement of the credit risk⁺ model to incorporate correlations between sectors. We model the sector default rates as linear combinations of a common set of independent variables that represent macro-economic variables or risk factors. We also derive the formula for exact VaR contributions at the obligor level.     

Fourier Inversion Formulas in Option Pricing and Insurance

Several authors have used Fourier inversion to compute prices of puts and calls, some using Parseval’s theorem. The expected value of max (S – K, 0) also arises in excess-of-loss or stop-loss insurance, and we show that Fourier methods may be used to compute them. In this paper, we take the idea of using Parseval’s theorem further: (1) formulas requiring weaker assumptions; (2) relationship with classical inversion theorems for probability distributions; (3) formulas for payoffs which occur in insurance. Numerical examples are provided.      

Data breaches: Goodness of fit,pricing, and risk measurement

Some research on cyber risk has been conducted in the field of information technology, but virtually no research exists in the actuarial domain. As a first step toward a more profound actuarial discussion, we use multidimensional scaling and goodness-of-fit tests to analyze the distribution of data breach information. Our results show that different types of data breaches need to be modeled as distinct risk categories. For severity modeling, the log-skew-normal distribution provides promising results. The findings add to the recent discussion on the use of skewed distributions in actuarial modeling (Vernic, 2006; Bolancé et al., 2008; Eling, 2012). Moreover, they provide useful insights for actuaries working on the implementation of cyber insurance policies. We illustrate the usefulness of our results in two applications on risk measurement and pricing.     

小型家用空调器除霜方式的探讨

提高低温制热量是小型家用空调器技术的一个难点,除霜带来的热量损失是低温制热量损失的一个重要方面。对小型家用空调器的除霜技术的发展进行了分析和总结,对小型家用空调器提出了一些新的除霜方式,对提高空调器的低温制热量、使用性能有重要意义。