中国利率风险溢酬:时变特征与影响因素

利率风险溢酬是长期利率的组成部分,解读它所包含的信息、寻找它的来源有着重要的经济意义。本文先使用利率仿射模型,计算出先验的中国国债利率期限溢酬,然后构建VECM模型,运用脉冲响应、方差分析等技术,分析国债利率的风险溢酬和主要宏观经济变量的动态关系,发现宏观变量对溢酬的影响在当期和滞后几期有明显差异,CPI和GDP是影响最大的两个因素,但信贷供应量和M1的作用也较大。我们同时也发现银行间市场投资者比交易所市场投资者更易受到宏观经济的影响。     

利用慢度曲面研究三方晶系晶体的纯模轴

本文介绍了一种利用慢度曲面判断三方晶系晶体纯模轴的方法.通过研究弹性波在垂直于Z轴的平面内及在YZ和ZX平面内传播时的慢度曲线,不难发现弹性波的能量速度和相速度一致的方向,该方向即为晶体的纯模轴.     

Generation of Arbitrary Pure States for Three-Dimensional Motion of a Trapped Ion

In this paper, we propose a scheme for generating an arbitrary three-dimensional pure state of vibrational motion of a trapped ion. Our scheme is based on a sequence of laser pulses, which are tuned to the appropriate vibrational sidebands with respect to the appropriate electronic transition.     

Enhanced Adsorption Capacity and Photo-Catalytic Oxidative Activity of Dyes in Aqueous Medium by Hydrothermally Treated Titania Pillared Clay

Titania pillared montmorillonite clay was prepared by two different routes viz. 1) conventional ion exchange method and 2) modified method wherein the post hydrothermal treatment after ion-exchange was employed. The influence of the post hydrothermal treatment on the textural properties of titania-pillared clays was studied. The calcined clay was characterized by different physico-chemical techniques such as XRD, EDX, low temperature (77 K) nitrogen adsorption and UV-Vis diffuse reflectance spectroscopy. The content of pillared titania remained unchanged irrespective of the method of preparation. The method of preparation and severity of the conditions employed for the hydrothermal treatment resulted in alteration of the crystallinity and crystallite size of the anatase. The changes in the average pore diameter was found to comensurate with the changes in crystallite size of anatase phase. The increase in total pore volume as a function of the severity of the post hydrothermal treatment resulted in the decrease in micropore volume. The severity of the post hydrothermal treatment governed the extent of the blue shift in UV-Vis DRS spectra.The behaviour of titania pillared clays in adsorptive capacity and in photo-catalytic oxidation of methylene blue and victoria pure blue in aqueous medium was studied as a function of their physico-chemical characteristics. The titania pillared clays prepared by post hydrothermal route has shown enhanced adsorption capacity and photo-catalytic oxidation.     

手性3-溴-2(5H)-呋喃酮的合成及其串联的不对称Michael加成 反应的研究

研究了新的手性试剂,5-(l-孟氧基)-3-溴-呋喃酮(5a)的合成及其与亲核性醇发生的串联不对称双Michael加成/分子内亲取代反应。通过此反应,一举生成了四个新的手性中心,得到了一般方法难以合成的含有多个手性中心的丁内酯并螺－环丙烷类化合物8a～8d。详细报道了8a～8d的合成方法以及它们的[α]、IR、UV、^1^HNMR、^13^CNMR、MS、元素分析等结构分析数据。此不对称双Michael加成/分子内亲核取代反应可以为某些新的光学活性螺－环内丙烷类化合物以及某些复杂结构的分子提供合成策略。     

A kind of bivariate spline space over rectangular partition and pure bending of thin plate

The mechanical background of the bivariate spline space of degree 2 and smoothness 1 on rectangular partition is presented constructively.Making use of mechan- ical analysis method,by acting couples along the interior edges with suitable evaluations, the deflection surface is divided into piecewise form,therefore,the relation between a class of bivariate splines on rectangular partition and the pure bending of thin plate is established.In addition,the interpretation of smoothing cofactor and conformality con- dition from the mechanical point of view is given.Furthermore,by introducing twisting moments,the mechanical background of any spline belong to the above space is set up.     

汽车保险的精算模型及其应用

本文应用我国一家保险公司的实际数据 ,对各种可以反映保单持有人索赔次数的模型 (包括负二项模型、泊松 -逆高斯模型、二元风险模型、三元风险模型、二项 -贝塔模型和负二项 -帆塔模型 )分别进行了拟合 ,结果表明三元风险模型拟合效果最好 ,因此利用三元风险模型构造了对保单持有人根据后验风险的大小调整其续期保费的系统     

中国人口死亡率建模比较及长寿风险度量

以我国颁布的3套保险行业经验生命表为基础，结合1995-2017年国家统计局发布的《中国统计年鉴》中的死亡率数据，首先分析了中国全年龄人口数据死亡率动静态变动特点，其次比较了LC，CBD和APC 3种模型对中国死亡率数据的拟合优劣，最后采用最优APC模型度量了不同生命表下的长寿风险.死亡率的动态变化会导致以经验生命表为依据的年金产品定价出现偏差，增加养老金管理机构的承保风险.     

Highly Resolved Pure-Shift Spectra on a Compact NMR Spectrometer

Benchtop NMR spectrometers experience a great success for a wide range of applications. However, their performance is highly limited by peak overlaps. Emerging “pure-shift NMR” (PS NMR) methods have been intensively used at high field to enhance the resolution by homodecoupling strategies. Here, different PS methods have been implemented on a compact NMR spectrometer operating at 43 MHz. Among the PS methods, the recent PSYCHE scheme appears more sensitive than Zangger-Sterk (ZS) experiments and offers a substantial resolution improvement as compared to 1D ¹H. On the other hand, despite their slightly lower sensitivity, ZS methods are more efficient to reduce broad signals and are more immune to strong couplings. Finally, the classical J-resolved pulse sequence is more efficient to reduce larger signals for bigger-sized molecules. The three approaches appear relevant for benchtop NMR and their combination forms an efficient toolbox to analyze a great diversity of samples.     

纳米孪晶纯铜的强度和导电性

强度和导电性是金属材料的两个至关重要的性能．常用的金属材料强化方式往往是在提高强度的同时使材料的导电性能明显损失，文章介绍了采用脉冲电解沉积技术制备出具有高密度孪晶片层结构的纯铜薄膜．这种具有纳米尺度的孪晶片层结构的纯铜材料不仅具有非常高的拉伸强度，同时还具有非常高的导电性．拉伸实验表明，当孪晶片层平均厚度小到15nm时，样品的拉伸屈服强度可达900MPa，断裂强度高达1068MPa(约为普通纯铜的10倍以上)，并具有与无氧高导铜相当(97％IACS)的室温电导率．